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Detemple, Jérôme B.
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The review of financial studies
Journal of banking & finance
1,356
European journal of operational research : EJOR
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1,045
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920
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ECONIS (ZBW)
407
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1
Procyclical leverage and value-at-risk
Adrian, Tobias
;
Shin, Hyun Song
- In:
The review of financial studies
27
(
2014
)
2
,
pp. 373-403
Persistent link: https://www.econbiz.de/10010357216
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2
Informational efficiency in securitization after Dodd-Frank
Flynn, Sean J. <Jr.>
;
Ghent, Andra C.
;
Tchistyi, Alexei
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5131-5172
Persistent link: https://www.econbiz.de/10012387420
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3
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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4
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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5
Decomposition of optimal portfolio weight in a jump-diffusion model and its applications
Jin, Xing
;
Zhang, Allen X.
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2877-2919
Persistent link: https://www.econbiz.de/10009630184
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6
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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7
Factor timing
Haddad, Valentin
;
Kozak, Serhiy
;
Santosh, Shrihari
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1980-2018
Persistent link: https://www.econbiz.de/10012244728
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8
Information acquisition under uncertainty in credit market
Banerjee, Priyodorshi
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 1075-1104
Persistent link: https://www.econbiz.de/10003133610
Saved in:
9
How management risk affects corporate debt
Pan, Yihui
;
Wang, Tracy Yue
;
Weisbach, Michael S.
- In:
The review of financial studies
31
(
2018
)
9
,
pp. 3491-3531
Persistent link: https://www.econbiz.de/10011927861
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10
The pooling and tranching of securities : a model of informed intermediation
DeMarzo, Peter M.
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10002646461
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