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~subject:"Portfolio selection"
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Portfolio selection
Intertemporal choice
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Viceira, Luis M.
8
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6
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5
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5
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5
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4
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4
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3
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3
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2
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ECONIS (ZBW)
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91
Individual preferences, monetary gambles and the equity program
Barberis, Nicholas
;
Huang, Ming
;
Thaler, Richard H.
-
2003
Persistent link: https://www.econbiz.de/10001800084
Saved in:
92
The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias
- In:
Journal of public economic theory
12
(
2010
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10003946600
Saved in:
93
The optimal mix between funded and unfunded pension systems when people care about relative consumption
Knell, Markus
- In:
Economica
77
(
2010
)
308
,
pp. 710-733
Persistent link: https://www.econbiz.de/10008748133
Saved in:
94
Corporate governance characteristics of firms backdating stock options
Lee, Ho Young
;
Mande, Vivek
;
Son, Myungsoo
- In:
Quarterly journal of finance & accounting : QJFA
49
(
2010
)
1
,
pp. 39-60
Persistent link: https://www.econbiz.de/10008758364
Saved in:
95
Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening
- In:
Annals of finance
6
(
2010
)
4
,
pp. 435-454
Persistent link: https://www.econbiz.de/10008652613
Saved in:
96
Correlation risk and optimal portfolio choice
Buraschi, Andrea
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 393-420
Persistent link: https://www.econbiz.de/10003923946
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97
Asset allocation and liquidity breakdowns : what if your broker does not answer the phone?
Diesinger, Peter M.
;
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 343-374
Persistent link: https://www.econbiz.de/10010216488
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98
Representation of the penalty term of dynamic concave utilities
Delbaen, Freddy
;
Peng, Shige
;
Rosazza Gianin, Emanuela
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 449-472
Persistent link: https://www.econbiz.de/10010216492
Saved in:
99
Discrete-time implementation of continuous-time portfolio strategies
Branger, Nicole
;
Breuer, Beate
;
Schlag, Christian
- In:
The European journal of finance
16
(
2010
)
1/2
,
pp. 137-152
Persistent link: https://www.econbiz.de/10003954449
Saved in:
100
Downside and drawdown risk characteristics of optimal portfolios in continuous time
Yang, Dennis Tao
;
Yu, Minjie
;
Zhang, Qiang
-
2009
Persistent link: https://www.econbiz.de/10003826949
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