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~isPartOf:"The review of financial studies"
~subject:"Canada"
~subject:"Deutschland"
~subject:"Portfolio selection"
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Allowing the data to speak freely : the macroeconometrics of the cointegrated vector autoregression
Hoover, Kevin D.
;
Johansen, Søren
;
Jusélius, Katarina
- In:
The American economic review
98
(
2008
)
2
,
pp. 251-255
Persistent link: https://www.econbiz.de/10003730164
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2
A model of housing in the presence of adjustment costs : a structural interpretation of habit persistence
Flavin, Marjorie
;
Nakagawa, Shinobu
- In:
The American economic review
98
(
2008
)
1
,
pp. 474-495
Persistent link: https://www.econbiz.de/10003740745
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3
Average idiosyncratic volatility in G7 countries
Guo, Hui
;
Savickas, Robert
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1259-1296
Persistent link: https://www.econbiz.de/10003742243
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4
Taxable and tax-deferred investing : a tax-arbitrage approach
Huang, Jennifer
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2173-2207
Persistent link: https://www.econbiz.de/10003765152
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5
Biases in decomposing holding-period portfolio returns
Liu, Weimin
;
Strong, Norman
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
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6
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
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7
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
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8
Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1467-1502
Persistent link: https://www.econbiz.de/10003352976
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9
A trade-based analysis of momentum
Hvidkjær, Søren
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 457-491
Persistent link: https://www.econbiz.de/10003355177
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10
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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