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Basic assets
Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 22 (2009) 12, pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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Robust portfolio rules and asset pricing
Maenhout, Pascal J. - In: The review of financial studies 17 (2004) 4, pp. 951-983
Persistent link: https://www.econbiz.de/10002396422
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Consumption and portfolio choice over the life cycle
Cocco, João F.; Gommes, Francisco J.; Maenhout, Pascal J. - In: The review of financial studies 18 (2005) 2, pp. 491-533
Persistent link: https://www.econbiz.de/10002881579
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Risk adjustment and trading strategies
Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 16 (2003) 2, pp. 459-485
Persistent link: https://www.econbiz.de/10001764236