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Portfolio selection in quantile decision models
Castro, Luciano I. de; Galvao, Antonio F.; … - In: Annals of finance 18 (2022) 2, pp. 133-181
Persistent link: https://www.econbiz.de/10013278978
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Quantile selection in non-linear GMM quantile models
Castro, Luciano I. de; Galvão Júnior, Antônio Fialho; … - In: Economics letters 195 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012509605
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Numerical solution of dynamic quantile models
Castro, Luciano I. de; Galvão Júnior, Antônio Fialho; … - In: Journal of economic dynamics & control 148 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
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Experiments on portfolio selection : a comparison between quantile preferences and expected utility decision models
Castro, Luciano I. de; Galvão Júnior, Antônio Fialho; … - In: Journal of behavioral and experimental economics 97 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013398010
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Static and dynamic quantile preferences
Castro, Luciano I. de; Galvao, Antonio F. - In: Economic theory 73 (2022) 2/3, pp. 747-779
Persistent link: https://www.econbiz.de/10013277393
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A dynamic quantile model for distinguishing intertemporal substitution from risk aversion
Castro, Luciano I. de; Cundy, Lance D.; Galvão … - In: European economic review : EER 159 (2023), pp. 1-23
Persistent link: https://www.econbiz.de/10014441693