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isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Portfolio selection"
~subject:"Finanzmarkt"
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Portfolio selection
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72
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Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
2
Uncertainty through the lenses of a mixed-frequency Bayesian panel Markov switching model
Casarin, Roberto
;
Foroni, Claudia
;
Marcellino, Massimiliano
-
2017
Persistent link: https://www.econbiz.de/10011741654
Saved in:
3
Back to background risk?
Fagereng, Andreas
;
Guiso, Luigi
;
Pistaferri, Luigi
-
2016
Persistent link: https://www.econbiz.de/10011437530
Saved in:
4
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
5
A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
-
2015
Persistent link: https://www.econbiz.de/10011290880
Saved in:
6
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
Saved in:
7
Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2012
Persistent link: https://www.econbiz.de/10009577599
Saved in:
8
Why do institutional investors chase return trends?
Alt, Aydogan
;
Kaniel, Ron
;
Yoeli, Uzi
-
2012
Persistent link: https://www.econbiz.de/10009502446
Saved in:
9
Portfolio allocation and international risk sharing
Benigno, Gianluca
;
Küçük, Hande
-
2012
Persistent link: https://www.econbiz.de/10009512083
Saved in:
10
The seeds of a crisis : a theory of bank liquidity and risk-taking over the business cycle
Avcharya, Viral V.
;
Naqvi, Hassan
-
2012
Persistent link: https://www.econbiz.de/10009512111
Saved in:
11
Contagion in financial networks : a threat index
Demange, Gabrielle
-
2012
Persistent link: https://www.econbiz.de/10009512212
Saved in:
12
A dynamic analysis of bank bailouts and constructive ambiguity
Eijffinger, Sylvester C. W.
;
Nijskens, Rob
-
2012
Persistent link: https://www.econbiz.de/10009559724
Saved in:
13
A new index of currency mismatch and systemic risk
Rancière, Romain
;
Tornell, Aaron
;
Vamvakidis, Athanasios
-
2011
Persistent link: https://www.econbiz.de/10008933051
Saved in:
14
Optimal portfolio allocation for corporate pension funds
McCarthy, David J.
;
Miles, David
-
2011
Persistent link: https://www.econbiz.de/10008859018
Saved in:
15
Liquidity shocks, roll-over risk and debt maturity
Segura, Anatoli
;
Suárez, Javier
-
2011
Persistent link: https://www.econbiz.de/10009012222
Saved in:
16
Asset commonality, debt maturity and systemic risk
Allen, Franklin
;
Babus, Ana
;
Carletti, Elena
-
2011
Persistent link: https://www.econbiz.de/10009259680
Saved in:
17
Bailout uncertainty in a microfounded general equilibrium model of the financial system
Cukierman, Alex
;
Izhakian, Yehuda
-
2011
Persistent link: https://www.econbiz.de/10009259932
Saved in:
18
Privately versus publicly optimal skin in the game : optimal mechanism and security design
Chemla, Gilles
;
Hennessy, Christopher A.
-
2011
Persistent link: https://www.econbiz.de/10009155893
Saved in:
19
Contingent capital : the case for COERCs
Pennacchi, George G.
;
Vermaelen, Theo
;
Wolff, …
-
2010
Persistent link: https://www.econbiz.de/10008747118
Saved in:
20
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
21
The international diversification puzzle is not as bad as you think
Heathcote, Jonathan
;
Perri, Fabrizio
-
2008
Persistent link: https://www.econbiz.de/10003774023
Saved in:
22
Relative factor endowments and international portfolio choice
Cuñat, Alejandro
;
Fons-Rosen, Christian
-
2008
Persistent link: https://www.econbiz.de/10003728593
Saved in:
23
Optimal portfolio allocation for corporate pension funds
McCarthy, David J.
;
Miles, David
-
2007
Persistent link: https://www.econbiz.de/10003515787
Saved in:
24
Hedge funds : performance, risk and capital formation
Fung, William
;
Hsieh, David A.
;
Naik, Narayan Y.
; …
-
2006
Persistent link: https://www.econbiz.de/10003310554
Saved in:
25
The term structure of the risk-return tradeoff
Campbell, John Y.
;
Viceira, Luis M.
-
2005
Persistent link: https://www.econbiz.de/10002659639
Saved in:
26
International monetary policy coordination and financial market integration
Sutherland, Alan
-
2004
Persistent link: https://www.econbiz.de/10013424381
Saved in:
27
Portfolio choice with internal habit formation : a life-cycle model with uninsurable labour income risk
Gomes, Francisco J.
;
Michaelides, Alex
-
2003
Persistent link: https://www.econbiz.de/10001757001
Saved in:
28
Systemic risk and international portfolio choice
Das, Sanjiv R.
-
2002
Persistent link: https://www.econbiz.de/10013423895
Saved in:
29
Risk return and portfolio allocation under alternative pension systems with imperfect financial markets
Miles, David
-
2001
Persistent link: https://www.econbiz.de/10013423389
Saved in:
30
Risk taking and optimal contracts for money managers
Palomino, Frédéric
-
1999
Persistent link: https://www.econbiz.de/10013422715
Saved in:
31
From value at risk to stress testing : the extreme value approach
Longin, François M.
-
1999
Persistent link: https://www.econbiz.de/10013422797
Saved in:
32
Risk-sharing and industrial specialization : regional and international evidence
Kalemli-Ozcan, Sebnem
-
1999
Persistent link: https://www.econbiz.de/10013422915
Saved in:
33
Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin
-
1998
Persistent link: https://www.econbiz.de/10013422421
Saved in:
34
Trade in nominal assets and net international capital flows
Bacchetta, Philippe
;
Van Wincoop, Eric
-
1997
Persistent link: https://www.econbiz.de/10013422311
Saved in:
35
Income risk, borrowing constraints and portfolio choice
Guiso, Luigi
-
1994
Persistent link: https://www.econbiz.de/10013421971
Saved in:
36
The foreign exchange risk premium in a target zone with devaluation risk
Svensson, Lars E. O.
-
1991
Persistent link: https://www.econbiz.de/10013421811
Saved in:
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