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Dependence structure of risk factors and diversification effects
Chen Zhou - 2009
Persistent link: https://www.econbiz.de/10003865271
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Essays in financial economics : risk and return of private equity
Krohmer, Philipp - 2009
Persistent link: https://www.econbiz.de/10003823678
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Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009
Persistent link: https://www.econbiz.de/10003849119
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Fundamental uncertainty, portfolio choice, and liquidity preference theory
Pasche, Markus - 2009
One of Keynes' core issues in his liquidity preference theory is how fundamental uncertainty affects the propensity to …
Persistent link: https://www.econbiz.de/10003886826
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Optimal inattention to the stock market with information costs and transactions costs
Abel, Andrew B.; Eberly, Janice C.; Panageas, Stauros - 2009 - Current draft, May 2009
Persistent link: https://www.econbiz.de/10003887077
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Explaining equity excess return by means of an agent-based financial market
Teglio, Andrea; Raberto, Marco; Cincotti, Silvano - In: Artificial economics : the generative method in …, (pp. 145-156). 2009
Persistent link: https://www.econbiz.de/10003889448
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Le court-termisme institutionnalisé : les effets de la gestion de portefeuille déléguée
Montagne, Sabine - In: Revue d'économie financière : revue trimestrielle de … (2009), pp. 417-432
Persistent link: https://www.econbiz.de/10003868671
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Fundamental uncertainty, portfolio choice, and liquidity preference theory
Pasche, Markus - 2009
One of Keynes’ core issues in his liquidity preference theory is how fundamental uncertainty affects the propensity to …
Persistent link: https://www.econbiz.de/10003905066
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Optimal gradual annuitization : quantifying the costs of switching to annuities
Horneff, Wolfram J. (contributor);  … - 2007
We compute the optimal dynamic asset allocation policy for a retiree with Epstein-Zin utility. The retiree can decide how much he consumes and how much he invests in stocks, bonds, and annuities. Pricing the annuities we account for asymmetric mortality beliefs and administration expenses. We...
Persistent link: https://www.econbiz.de/10003480362
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The dynamics of quote prices in an artificial financial market with learning effects
Consiglio, Andrea; Lacagnina, Valerio; Russino, Annalisa - In: Advances in artificial economics : the economy as a …, (pp. 63-75). 2006
Persistent link: https://www.econbiz.de/10003480699