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On the valuation of long-dated assets
Martin, Ian - In: Journal of political economy 120 (2012) 2, pp. 346-358
Persistent link: https://www.econbiz.de/10009631497
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Dynamic information acquisition and portfolio bias
Valchev, Rosen - 2017
Persistent link: https://www.econbiz.de/10011796922
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Three essays on information and incentives
Bierbaum, Jürgen - 2003 - 1. Aufl.
Persistent link: https://www.econbiz.de/10001749188
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Financial risk, financial intermediaries and game theory
Pressacco, Flavio - In: Financial risk in insurance, (pp. 86-112). 1995
Persistent link: https://www.econbiz.de/10001288422
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Portfolio liquidity and security design with private information
DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885
Persistent link: https://www.econbiz.de/10012694508
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Gestaltung effizienter interner Kapitalmärkte in Konglomeraten
Funk, Christian - 2008 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003712391
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A demonstration of the non-necessity of marginal conditional stochastic dominance for portfolio inefficiency
Zhang, Duo - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 417-423
Persistent link: https://www.econbiz.de/10003852399
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Efficient asset allocations in the banking sector and financial regulation
Wagner, Wolf - In: International journal of central banking : IJCB 5 (2009) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10009521413
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Diversification discount over the long run : new perspectives
Mazur, Mieszko; Zhang, Shage - In: Finance research letters 15 (2015), pp. 93-98
Persistent link: https://www.econbiz.de/10011552980
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - In: International economic review 55 (2014) 3, pp. 819-838
Persistent link: https://www.econbiz.de/10010423939