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Why are exchange rates so smooth? : a segmented asset markets explanation
Chien, YiLi; Lustig, Hanno; Naknoi, Kanda - 2015
Persistent link: https://www.econbiz.de/10011398685
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Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy
Chien, YiLi; Cole, Harold L.; Lustig, Hanno - 2014
Persistent link: https://www.econbiz.de/10010380069
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Exploiting property characteristics in commercial real estate portfolio allocation
Plazzi, Alberto; Torous, Walter N.; Valkanov, Rossen I. - 2011
We use a parametric portfolio approach to estimate optimal commercial real estate portfolio policies. We do so using the NCREIF data set of commercial properties over the sample period 1984:Q2 to 2009:Q1. The richness of this extensive data set and the flexibility of the parametric portfolio...
Persistent link: https://www.econbiz.de/10009009563
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Financial intermediaries and demand for duration
Plazzi, Alberto; Tamoni, Andrea; Zanotti, Marco - 2023 - This version: October 17, 2023
Persistent link: https://www.econbiz.de/10014482972