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Intergenerational risk-sharing and risk-taking of a pension fund
Gollier, Christian - In: Journal of public economics 92 (2008) 5/6, pp. 1463-1485
Persistent link: https://www.econbiz.de/10003718235
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The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
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Risk management of pensions from the perspective of loss aversion
Binswanger, Johannes - In: Journal of public economics 91 (2007) 3/4, pp. 641-667
Persistent link: https://www.econbiz.de/10003428549
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Composition of electricity generation portfolios, pivotal dynamics, and market prices
Banal-Estañol, Albert; Rupérez Micola, Augusto - In: Management science : journal of the Institute for … 55 (2009) 11, pp. 1813-1831
Persistent link: https://www.econbiz.de/10003909206
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Are stocks desirable in tax-deferred accounts?
Garlappi, Lorenzo; Huang, Jennifer - In: Journal of public economics 90 (2006) 12, pp. 2257-2283
Persistent link: https://www.econbiz.de/10003383412
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Long-term strategic asset allocation : an out-of-sample evaluation
Diris, Bart; Palm, Franz C.; Schotman, Peter C. - In: Management science : journal of the Institute for … 61 (2015) 9, pp. 2185-2202
Persistent link: https://www.econbiz.de/10011372433
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Linear tests for decreasing absolute risk aversion stochastic dominance
Post, Thierry; Fang, Yi; Kopa, Miloš - In: Management science : journal of the Institute for … 61 (2015) 7, pp. 1615-1629
Persistent link: https://www.econbiz.de/10011304114
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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Competition in portfolio management : theory and experiment
Asparouhova, Elena; Bossaerts, Peter L.; Čopič, Jernej; … - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1868-1888
Persistent link: https://www.econbiz.de/10011338808
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On portfolio choice with savoring and disappointment
Jouini, Elyès; Karehnke, Paul; Napp, Clotilde - In: Management science : journal of the Institute for … 60 (2014) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10010347864