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The significance of the market portfolio : theory and evidence

Athanasoulis, Stefano; Shiller, Robert J. - In: Current trends in economics : theory and applications; …, (pp. 73-105). 1999

Persistent link: https://www.econbiz.de/10001365492

Consumption commitments : neoclassical foundations for habit formation

Chetty, Raj; Szeidl, Adam - 2004

Persistent link: https://www.econbiz.de/10002510128

Gambling preference and individual equity option returns

Byun, Suk Joon; Kim, Da-Hea - In: Journal of financial economics 122 (2016) 1, pp. 155-174

Persistent link: https://www.econbiz.de/10011590896

Long-run wavelet-based correlation for financial time series

Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696

Persistent link: https://www.econbiz.de/10011890368

Yes, CAPM is dead

Lai, Tsong-yue; Stohs, Mark Hoven - In: International journal of business 20 (2015) 2, pp. 144-158

Persistent link: https://www.econbiz.de/10011286487

Portfolio choice of financial investors and European business cycle convergence : a panel analysis for EU countries

Belke, Ansgar; Schneider, Jennifer - 2013

We investigate the linkage between business cycle convergence and financial portfolio choice for a panel of 18 EU countries. We construct an index of similarity of financial portfolios which we then put into context with the view that “the financial world” has an impact on business cycles...

Persistent link: https://www.econbiz.de/10010255115