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person:"Chiarella, Carl"
subject:"Portfolio selection"
~person:"Ascheberg, Marius"
~person:"Samuelson, Paul Anthony"
~type_genre:"Book section"
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Chiarella, Carl
Ascheberg, Marius
Samuelson, Paul Anthony
Fabozzi, Frank J.
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9
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Essays on empirical asset pricing, dynamic asset allocation, and contagion effects
3
The collected scientific papers of Paul A. Samuelson ; Vol. 3
3
The collected scientific papers of Paul A. Samuelson ; Vol. 4
2
Handbook of financial markets : dynamics and evolution
1
Nonlinear dynamics and heterogeneous interacting agents : [this volume contains a selection of contributions presented ath the WEHIA 03 (Workshop on Economics with Heterogeneous Interacting Agents), which was held at the Institute of World Economics in Kiel, Germany, on May 29-31, 2003 ; WEHIA 03 has been the 8th edition of a workshop ...]
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When do jumps matter for portfolio optimization?
Ascheberg, Marius
;
Branger, Nicole
;
Kraft, Holger
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 147-182)
.
2013
Persistent link: https://www.econbiz.de/10010412566
Saved in:
2
Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius
;
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 97-146)
.
2013
Persistent link: https://www.econbiz.de/10010412567
Saved in:
3
Factor mimicking portfolios from parametric portfolio policies
Ascheberg, Marius
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 69-96)
.
2013
Persistent link: https://www.econbiz.de/10010412570
Saved in:
4
Heterogeneity, market mechanism, and asset price dynamics
Chiarella, Carl
;
Dieci, Roberto
;
He, Xue-zhong
- In:
Handbook of financial markets : dynamics and evolution
,
(pp. 277-344)
.
2009
Persistent link: https://www.econbiz.de/10003820633
Saved in:
5
Asset price dynamcis and diversification with heterogeneous agents
Chiarella, Carl
;
Dieci, Roberto
;
Gardini, Laura
- In:
Nonlinear dynamics and heterogeneous interacting agents …
,
(pp. 251-267)
.
2005
Persistent link: https://www.econbiz.de/10002775676
Saved in:
6
Generalized mean variance tradeoffs for best perturbation corrections to approximate portfolio decisions
Samuelson, Paul Anthony
-
1979
Persistent link: https://www.econbiz.de/10001260184
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7
Fallacy of the log normal approximation to optimal portfolio decision making over many periods
Merton, Robert C.
-
1979
Persistent link: https://www.econbiz.de/10001260185
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8
The "fallacy" of maximizing the geometric mean in long sequences of investing or gambling : (maximum geometric mean strategy - uniform strategies - asymptotically sufficient parame...
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260018
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9
Lifetime portfolio selection by dynamic stochastic programming
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260022
Saved in:
10
The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260024
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