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Optimal investment planning : a reappraisal of Mahalonobis-Fel'dman strategy

Das, R. K. - 1974

Persistent link: https://www.econbiz.de/10000042261

What tames the Celtic tiger? : Portfolio implications from a multivariate Markov switching model

Guidolin, Massimo (contributor); Hyde, Stuart (contributor) - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003739801

Współczesne problemy gopodarki polskiej : materiały z IX konferencji naukowej doktorantów, Szczecin, 11 maja 2013

Urbańczyk, Edward (contributor) - 2013

Persistent link: https://www.econbiz.de/10010253166

On the optimal inflation rate

Brunnermeier, Markus Konrad; Sannikov, Yuliy - 2016

Persistent link: https://www.econbiz.de/10011460410

What tames the Celtic tiger? : portfolio implications from a multivariate Markov switching model

Guidolin, Massimo; Hyde, Stuart - In: Applied financial economics 19 (2009) 4/6, pp. 463-488

Persistent link: https://www.econbiz.de/10003828825

Essays on international trade, growth and finance

Muendler, Marc-Andreas - 2002

Persistent link: https://www.econbiz.de/10003629922

Portfolio balance, growth, and long-run balance-of-payments adjustment

Morton, John Elliott - 1970

Persistent link: https://www.econbiz.de/10002511310

Stochastic optimal control, international finance and debt

Fleming, Wendell H.; Stein, Jerome L. - 2002

We use stochastic optimal control-dynamic programming (DP) to derive the optimal foreign debt/net worth, consumption/net worth, current account/net worth, and endogenous growth rate in an open economy. Unlike the literature that uses an Intertemporal Budget Constraint (IBC) or the Maximum...

Persistent link: https://www.econbiz.de/10001688754

Vassalou, Maria - In: Journal of financial economics 68 (2003) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10001746502

Stochastic optimal control, international finance and debt

Fleming, Wendell Helms; Stein, Jerome L. - In: Journal of banking & finance 28 (2004) 5, pp. 979-996

Persistent link: https://www.econbiz.de/10002006654

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