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Portfolio optimization with mental accounts
Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 311-334
Persistent link: https://www.econbiz.de/10003990687
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Options and structured products in behavioral portfolios
Das, Sanjiv R.; Statman, Meir - In: Journal of economic dynamics & control 37 (2013) 1, pp. 137-153
Persistent link: https://www.econbiz.de/10009703606
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Portfolios for investors who want to reach their goals while staying on the mean-variance efficient frontier
Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: The journal of wealth management 14 (2011/12) 2, pp. 25-31
Persistent link: https://www.econbiz.de/10009295781
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Options and structured products in behavioral portfolios
Das, Sanjiv R.; Statman, Meir - In: Journal of Economic Dynamics and Control 37 (2013) 1, pp. 137-153
Options and structured products have no roles in mean–variance portfolios, but they have roles in behavioral portfolios. Behavioral portfolios are composed of mental account sub-portfolios, each associated with a goal, such as retirement income or bequest. Investors optimize each mental...
Persistent link: https://www.econbiz.de/10010594913
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Poisson-Gaussian processes and the bond market
Das, Sanjiv R. - 1998
Persistent link: https://www.econbiz.de/10000671235
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Survey of the recent literature: recovery risk
Das, Sanjiv R. - In: The credit market handbook : advanced modeling issues, (pp. 65-76). 2006
Persistent link: https://www.econbiz.de/10003338042
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Basel II : correlation related issues
Das, Sanjiv R. - In: Journal of financial services research : JFSR 32 (2007) 1/2, pp. 17-38
Persistent link: https://www.econbiz.de/10003576336
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Random lattices for option pricing problems in finance
Das, Sanjiv R. - In: Journal of investment management : JOIM 9 (2011) 2, pp. 88-106
Persistent link: https://www.econbiz.de/10009305604
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The principal principle
Das, Sanjiv R. - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1215-1246
Persistent link: https://www.econbiz.de/10009728909
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Digital portfolios
Das, Sanjiv R. - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 41-48
Persistent link: https://www.econbiz.de/10009708221