Narrow search
Showing 1 - 10 of 20,565
Cover Image
Utility based option evaluation with proportional transaction costs
Damgaard, Anders - In: Journal of economic dynamics & control 27 (2003) 4, pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
Cover Image
Optimal growth protfolios reconciling theory and pracatice
Gunthorpe, Deborah; Levy, Azriel - In: Review of quantitative finance and accounting 7 (1996) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10001467553
Cover Image
Fund ratings : the method reconsidered
Corradin, Fausto; Sartore, Domenico - 2014 - First draft
Persistent link: https://www.econbiz.de/10011632156
Cover Image
Inflation and risky investments
Laurila, Hannu; Ilomäki, Jukka - In: Journal of risk and financial management : JRFM 13 (2020) 12/329, pp. 1-10
The paper uses a Walrasian two-period financial market model with informed and uninformed constant absolute risk averse (CARA) rational investors and noise traders. The investors allocate their initial wealth between risky assets and risk-free fiat money. The analysis concentrates on the effects...
Persistent link: https://www.econbiz.de/10012403996
Cover Image
Structural estimation of stock market participation costs
Khorunzhina, Natalia - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2928-2942
Persistent link: https://www.econbiz.de/10010348094
Cover Image
CVaR in portfolio optimization : an essay on the French market
Hafsa, Houda - In: International journal of financial research 6 (2015) 2, pp. 101-111
Persistent link: https://www.econbiz.de/10011405083
Cover Image
Stock selection using a multi-factor model : empirical evidence from the French stock market
Morel, Christophe - In: The European journal of finance 7 (2001) 4, pp. 312-334
Persistent link: https://www.econbiz.de/10001627638
Cover Image
Stein and CAPM estimators of the means in asset allocation
Grauer, Robert R. - In: International review of financial analysis 4 (1995) 1, pp. 35-66
Persistent link: https://www.econbiz.de/10001201560
Cover Image
Selecting hedge ratio maximizing utility or adjusting portfolio's beta
Boveroux, Philippe; Minguet, Albert - In: Applied financial economics 9 (1999) 5, pp. 423-432
Persistent link: https://www.econbiz.de/10001454690
Cover Image
L'attrait des épargnants pour les dépôts ou les fonds sans risque
Artus, Patrick - In: Revue économique : revue bimestrielle 46 (1995) 1, pp. 13-33
Persistent link: https://www.econbiz.de/10001182750