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1
The institutional foundations of public policy : a transactions approach with application to Argentina
Spiller, Pablo T.
;
Tommasi, Mariano
- In:
The journal of law, economics, & organization
19
(
2003
)
2
,
pp. 281-306
Persistent link: https://www.econbiz.de/10001841387
Saved in:
2
Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 345-369
Persistent link: https://www.econbiz.de/10001389116
Saved in:
3
Bounds on derivative prices in an intertemporal setting with proportional transaction costs and multiple securities
Kōnstantinidēs, Giōrgos
;
Zariphopoulou-Souganidis, …
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 331-346
Persistent link: https://www.econbiz.de/10001651163
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4
Asset Allocation bei variablem Anlagehorizont
Kränzlein, Klaus
-
2000
Persistent link: https://www.econbiz.de/10001495139
Saved in:
5
Der Einfluss des Zeithorizonts auf die Asset Allocation : eine Betrachtung unter besonderer Berücksichtigung des Investment Opportunity Set und der Risikoaversion
Winhart, Stephanie
-
1999
Persistent link: https://www.econbiz.de/10001402966
Saved in:
6
Portfolio selection bei unsicherer Anlagedauer
Burkhardt, Thomas
-
1997
Persistent link: https://www.econbiz.de/10013418406
Saved in:
7
Ein Modell der Portfolioselektion zur Erreichung eines gegebenen Sparziels
Burkhardt, Thomas
-
1997
Persistent link: https://www.econbiz.de/10013418432
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8
Zeithorizontverhalten von Lower Partial Moments
Portmann, Thomas
-
1999
Persistent link: https://www.econbiz.de/10013418032
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9
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 967-991
Persistent link: https://www.econbiz.de/10003327662
Saved in:
10
Investing in foreign currency is like betting on your intertemporal marginal rate of substitution
Lustig, Hanno
;
Verdelhan, Adrien
- In:
Journal of the European Economic Association
4
(
2006
)
2/3
,
pp. 644-655
Persistent link: https://www.econbiz.de/10003353562
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