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The economics of dual job holding : a job portfolio model of labor supply
Renna, Francesco (contributor);  … - 2006
In this paper we develop a job portfolio model of dual job holding based on a Stone-Geary utility function. We derive the associated Slutsky equation components. Because the job portfolio model applies only to unconstrained dual jobholders, we separate individuals who moonlight because of an...
Persistent link: https://www.econbiz.de/10003253454
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The Economics of Dual Job Holding : A Job Portfolio Model of Labor Supply
Renna, Francesco - 2006
In this paper we develop a job portfolio model of dual job holding based on a Stone-Geary utility function. We derive the associated Slutsky equation components. Because the job portfolio model applies only to unconstrained dual jobholders, we separate individuals who moonlight because of an...
Persistent link: https://www.econbiz.de/10012783284
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Optimal portfolios of a small investor in a limit order market : a shadow price approach
Kühn, Christoph; Stroh, Maximilian - In: Mathematics and financial economics 3 (2010) 2, pp. 45-72
Persistent link: https://www.econbiz.de/10003983165
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The opportunity cost of holding a "naive" portfolio
Melkumian, Alice A. - In: The journal of economics 38 (2012) 1, pp. 23-42
Persistent link: https://www.econbiz.de/10009623125
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The opportunity cost of mean-variance choice under estimation risk
Simaan, Yusif E. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 382-391
Persistent link: https://www.econbiz.de/10010356752
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Is more always better? : empirical evidence on optimal portfolio size
Melkumian, Alla A.; Melkumian, Arsen V. - In: Eastern economic journal 35 (2009) 1, pp. 84-95
Persistent link: https://www.econbiz.de/10003817986
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The shadow price of liquidity in asset allocation : a case study
Van Luu, Bac; Sharaiha, Yazid M.; Doskov, Nikolay; … - In: Journal of investment management : JOIM 12 (2014) 2, pp. 14-31
Persistent link: https://www.econbiz.de/10010388914
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Closed-form solutions for optimal portfolio selection with stochastic interest rate and investment constraints
Detemple, Jérôme B.; Rindisbacher, Marcel - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 539-568
Persistent link: https://www.econbiz.de/10003121127
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Using compromise programming in a stock market pricing model
Ballestero, Enrique - In: Research and practice in multiple criteria decision …, (pp. 388-399). 2000
Persistent link: https://www.econbiz.de/10001498022
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Optimal portfolio choice and the valuation of illiquid securities
Longstaff, Francis A. - In: The review of financial studies 14 (2001) 2, pp. 407-431
Persistent link: https://www.econbiz.de/10001570570