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A general equilibrium model of portfolio insurance
Başak, Suleyman - 1994
Persistent link: https://www.econbiz.de/10000887985
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Dynamic consumption-portfolio choice and asset pricing with non-price-taking agents
Başak, Suleyman - 1994
Persistent link: https://www.econbiz.de/10000887998
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Portfolio inefficiency and the cross-section of expected returns
Kandel, Shmuel; Stambaugh, Robert F. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000888001
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Noise trading, delegated portfolio management, and economic welfare
Dow, James; Gorton, Gary - 1994
Persistent link: https://www.econbiz.de/10000895558
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Asset returns, investment horizons, and intertemporal preferences
Kandel, Shmuel; Stambaugh, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000800651
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Volatility patterns of fixed income securities
Blume, Marshall E.; Keim, Donald B. - 1989
Persistent link: https://www.econbiz.de/10000813823
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Using genetic algorithms to find technical trading rules
Allen, Franklin; Karjalainen, Risto - 1995
Persistent link: https://www.econbiz.de/10000921688
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Optimal consumption choices for a "large" investor
Cuoco, Domenico; Cvitanić, Jakša - 1996
Persistent link: https://www.econbiz.de/10000933821
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Asset pricing model : implications for expected returns and portfolio selection
MacKinley, A. Craig; Pástor, Ľuboš - 1998 - Rev
Persistent link: https://www.econbiz.de/10000992395
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Optimal consumption and equilibrium prices with portfolio cone constraints and stochastic labor income
Cuoco, Domenico - 1995
Persistent link: https://www.econbiz.de/10000903213