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~person:"Gollier, Christian"
~person:"Levy, Haim"
~person:"Pesaran, M. Hashem"
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Keeping up with the Joneses and optimal diversification
Levy, Moshe
;
Levy, Haim
- In:
Journal of banking & finance
58
(
2015
),
pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
Saved in:
2
The cost of diversification over time, and a simple way to improve target-date funds
Levy, Haim
;
Levy, Moshe
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012659656
Saved in:
3
Intergenerational risk-sharing and risk-taking of a pension fund
Gollier, Christian
- In:
Journal of public economics
92
(
2008
)
5/6
,
pp. 1463-1485
Persistent link: https://www.econbiz.de/10003718235
Saved in:
4
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
5
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
6
Collective risk-taking decisions with heterogeneous beliefs
Gollier, Christian
-
2003
Persistent link: https://www.econbiz.de/10002112369
Saved in:
7
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
8
Bonds versus stocks : investors' age and risk taking
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
;
Wolf, …
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 817-830
Persistent link: https://www.econbiz.de/10003894068
Saved in:
9
Global business cycles and credit risk
Pesaran, M. Hashem
;
Schuermann, Til
;
Treutler, Björn-Jakob
- In:
The risks of financial institutions : [...papers and …
,
(pp. 419-473)
.
2006
Persistent link: https://www.econbiz.de/10003445609
Saved in:
10
Risk and portfolio choices in individual and collective pension plans
Jong, Frank de
;
Pelsser, Antoon André Jean
- In:
Ageing, health and pensions in Europe : an economic and …
,
(pp. 64-66)
.
2010
Persistent link: https://www.econbiz.de/10008906994
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