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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
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Liquidity risk, return predictability, and hedge funds' performance : an empirical study
Gibson, Rajna; Wang, Songtao - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 1, pp. 219-244
Persistent link: https://www.econbiz.de/10009772364
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Cash flow and discount rate risk in up and down markets : what is actually priced?
Botshekan, Mahmoud; Kräussl, Roman; Lucas, André - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
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Corporate governance and risk taking in pension plans : evidence from defined benefit asset allocations
Phan, Hieu V.; Hegde, Shantaram P. - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 919-946
Persistent link: https://www.econbiz.de/10010201778
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Stocks, bonds, and long-run consumption risks
Hasseltoft, Henrik - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 309-332
Persistent link: https://www.econbiz.de/10009672585
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Risk decomposition: variance or standard deviation : a reexamination and extension
Van Zijl, Tony - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 237-247
Persistent link: https://www.econbiz.de/10001025728