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A new linear programming approach to bond portfolio management: a comment
Ehrhardt, Michael C. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 4, pp. 533-537
Persistent link: https://www.econbiz.de/10001082067
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Equilibrium under uncertain inflation : a discrete time approach
Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 285-297
Persistent link: https://www.econbiz.de/10001037500
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The investment home bias with peer effect
Levy, Haim - In: Journal of risk and financial management : JRFM 13 (2020) 5/94, pp. 1-19
Observed international diversification implies an investment home bias (IHB). Can bivariate preferences with a local domestic peer group rationalize the IHB? For example, it is argued that wishing to have a large correlation with the Standard and Poor's 500 stock index (S&P 500 stock index) may...
Persistent link: https://www.econbiz.de/10012304869
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A mean-variance derivation of a multi-factor equilibrium model
Ehrhardt, Michael C. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 227-236
Persistent link: https://www.econbiz.de/10001025729