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~person:"Ang, Andrew"
~person:"Hens, Thorsten"
~subject:"Economic growth"
~subject:"Finanzmarkt"
~subject:"Portfolio selection"
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Ang, Andrew
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ECONIS (ZBW)
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1
Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets
Gottardi, Piero
;
Hens, Thorsten
-
1996
Persistent link: https://www.econbiz.de/10000947157
Saved in:
2
Disaggregation of excess demand and comparative statics with incomplete markets and nominal assets
Gottardi, Piero
;
Hens, Thorsten
- In:
Economic theory : official journal of the Society for …
13
(
1999
)
2
,
pp. 287-308
Persistent link: https://www.econbiz.de/10001377767
Saved in:
3
On multiplicity of competitive equilibria when financial markets are incomplete
Hens, Thorsten
;
Schmedders, Karl
;
Voß, Beate
-
1997
Persistent link: https://www.econbiz.de/10001378293
Saved in:
4
International asset allocation with time-varying correlations
Ang, Andrew
;
Bekaert, Geert
-
1999
Persistent link: https://www.econbiz.de/10001379604
Saved in:
5
The survival assumption and existence of competitive equilibria when asset markets are incomplete
Gottardi, Piero
- In:
Journal of economic theory
71
(
1996
)
2
,
pp. 313-323
Persistent link: https://www.econbiz.de/10001212785
Saved in:
6
Gross substitution in financial markets
Hens, Thorsten
- In:
Economics letters
49
(
1995
)
1
,
pp. 39-43
Persistent link: https://www.econbiz.de/10001188300
Saved in:
7
Market demand functions in the Capital Asset Pricing Model
Bottazzi, Jean-Marc
- In:
Journal of economic theory
79
(
1998
)
2
,
pp. 192-206
Persistent link: https://www.econbiz.de/10001244036
Saved in:
8
The survival assumption and existence of competitive equilibria when asset markets are incomplete
Gottardi, Piero
-
1994
Persistent link: https://www.econbiz.de/10000892945
Saved in:
9
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
10
Factor timing with cross-sectional and time-series predictors
Hodges, Philip
;
Hogan, Kedreth C.
;
Peterson, Justin R.
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
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