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The review of financial studies
Asset allocation and international investments
International review of financial analysis
43
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40
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Existence of the wealth-consumption ratio in asset pricing models with recursive preferences
Pohl, Walter
;
Schmedders, Karl
;
Wilms, Ole
- In:
The review of financial studies
37
(
2024
)
3
,
pp. 989-1028
Persistent link: https://www.econbiz.de/10014528731
Saved in:
2
Measuring equity risk with option-implied correlations
Buss, Adrian
;
Vilkov, Grigory
- In:
The review of financial studies
25
(
2012
)
10
,
pp. 3113-3140
Persistent link: https://www.econbiz.de/10009630175
Saved in:
3
What does equity sector orderflow tell us about the economy?
Beber, Alessandro
;
Brandt, Michael W.
;
Kavajecz, Kenneth A.
- In:
The review of financial studies
24
(
2011
)
11
,
pp. 3688-3730
Persistent link: https://www.econbiz.de/10009381415
Saved in:
4
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
5
Time-varying downside risk : an application to the art market
Campbell, Rachel
;
Kräussl, Roman
- In:
Asset allocation and international investments
,
(pp. 1-15)
.
2007
Persistent link: https://www.econbiz.de/10003402319
Saved in:
6
International stock portfolios and optimal currency hedging with regime switching
Leippold, Markus
;
Morger, Felix
- In:
Asset allocation and international investments
,
(pp. 16-41)
.
2007
Persistent link: https://www.econbiz.de/10003402327
Saved in:
7
The determinants of domestic and foreign biases : an empirical study
Abid, Fathi
;
Bahloul, Slah
- In:
Asset allocation and international investments
,
(pp. 42-79)
.
2007
Persistent link: https://www.econbiz.de/10003402330
Saved in:
8
The critical line algorithm for UPM-LPM parametric general asset allocation problem with allocation boundaries and linear constraints
Čumova, Denisa
;
Moreno, David
;
Nawrocki, David N.
- In:
Asset allocation and international investments
,
(pp. 80-95)
.
2007
Persistent link: https://www.econbiz.de/10003402333
Saved in:
9
Currency crises, contagion and portfolio selection
Bandopadhyaya, Arindam
;
Nagarajan, Sushmita
- In:
Asset allocation and international investments
,
(pp. 96-102)
.
2007
Persistent link: https://www.econbiz.de/10003402340
Saved in:
10
Bond and stock market linkages : the case of Mexico and Brazil
Bandopadhyaya, Arindam
- In:
Asset allocation and international investments
,
(pp. 103-113)
.
2007
Persistent link: https://www.econbiz.de/10003402342
Saved in:
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