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~subject:"Portfolio selection"
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Portfolio selection
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Zhang, Harold H.
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Cao, H. Henry
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ECONIS (ZBW)
12
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1
Optimal investment, consumption and life insurance under mean-reverting returns : the complete market solution
Pirvu, Traian A.
;
Zhang, Huayue
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 303-309
Persistent link: https://www.econbiz.de/10009669634
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2
Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong
;
Leung, Tim
;
Hadjiliadis, Olympia
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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3
Optimal asset location and allocation with taxable and tax-deferred investing
Dammon, Robert Mark
;
Spatt, Chester S.
;
Zhang, Harold H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 999-1037
Persistent link: https://www.econbiz.de/10002094319
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4
Optimal consumption and portfolio choices with risky housing and borrowing constraints
Yao, Rui
;
Zhang, Harold H.
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 197-239
Persistent link: https://www.econbiz.de/10002646752
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5
Optimal consumption and investment with capital gains taxes
Dammon, Robert Mark
;
Spatt, Chester S.
;
Zhang, Harold H.
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 583-616
Persistent link: https://www.econbiz.de/10001602970
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6
Comment on "Household portfolio choices in taxable and tax-deferred accounts : another puzzle?"
Zhang, Harold H.
- In:
European finance review : the official journal of the …
7
(
2003
)
3
,
pp. 583-586
Persistent link: https://www.econbiz.de/10002024196
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7
Fixed costs and asset market participation
Yaron, Amir
;
Zhang, Harold H.
- In:
Revista de análisis económico
15
(
2000
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10001537960
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8
Stock-selection timing
Jiang, George J.
;
Zaynutdinova, Gulnara R.
;
Zhang, Huacheng
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012819672
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9
Hedge fund manager skill and style-shifting
Jiang, George J.
;
Liang, Bing
;
Zhang, Huacheng
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2284-2307
Persistent link: https://www.econbiz.de/10013268141
Saved in:
10
Fear of the unknown : familiarity and economic decisions
Cao, H. Henry
;
Han, Bing
;
Hirshleifer, David
;
Zhang, …
- In:
Review of finance : journal of the European Finance …
15
(
2011
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10009012664
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