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Caporale, Guglielmo Maria
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70
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61
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
- In:
Journal of financial economics
65
(
2002
)
1
,
pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
Saved in:
62
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
63
Economic tracking portfolios
Lamont, Owen A.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10001617161
Saved in:
64
The dynamic response of stock prices under asymmetric information and inventory costs :
theory
and evidence
Minh-Chau
;
Lim, Terence
-
2000
Persistent link: https://www.econbiz.de/10001624163
Saved in:
65
Growth-optimal portfolio restrictions on asset pricing models
Bansal, Ravi
;
Lehmann, Bruce Neal
- In:
Macroeconomic dynamics
1
(
1997
)
2
,
pp. 333-354
Persistent link: https://www.econbiz.de/10001630058
Saved in:
66
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
67
News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria
- In:
Journal of financial economics
68
(
2003
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10001746502
Saved in:
68
Asset allocation decisions of individuals and institutions
Cohen, Randolph B.
-
2003
Persistent link: https://www.econbiz.de/10001788573
Saved in:
69
Portfolio selection with limited downside risk
Jansen, Dennis W.
;
Koedijk, Kees
;
Vries, Casper G. de
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
Saved in:
70
Rational contagion and the globalization of securities markets
Calvo, Guillermo
;
Mendoza, Enrique G.
- In:
Journal of international economics
51
(
2000
)
1
,
pp. 79-113
Persistent link: https://www.econbiz.de/10001486048
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