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Portfolio optimization with mental accounts
Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 311-334
Persistent link: https://www.econbiz.de/10003990687
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Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
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Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
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Risk aversion in a dynamic asset allocation experiment
Brocas, Isabelle; Carrillo, Juan D.; Giga, Aleksandar; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2209-2232
Persistent link: https://www.econbiz.de/10012140074
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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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A single-factor consumption-based asset pricing model
Delikouras, Stefanos; Kostakis, Alexandros - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
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Level-dependent annuities : defaults of multiple degrees
Mjøs, Aksel; Persson, Svein-Arne - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1311-1339
Persistent link: https://www.econbiz.de/10008907331
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Mimicking portfolios with conditioning information
Ferson, Wayne E.; Siegel, Andrew F.; Xu, Pisun - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 3, pp. 607-636
Persistent link: https://www.econbiz.de/10003374650
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Why do demand curves for stocks slope down?
Petajisto, Antti - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1013-1044
Persistent link: https://www.econbiz.de/10003938859
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Dynamic general equilibrium and T-period fund separation
Gerber, Anke; Hens, Thorsten; Wöhrmann, Peter - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 369-400
Persistent link: https://www.econbiz.de/10003990695