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  • Search: person:"Lewin, Marcelo"
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Year of publication
Subject
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Portfolio selection 3 Portfolio-Management 3 Theorie 3 Theory 3 Anlageverhalten 2 Behavioural finance 2 Capital income 2 Dynamic asset allocation 2 Kapitaleinkommen 2 Markov chain 2 Markov-Kette 2 Aktienmarkt 1 Analytical solutions 1 Consumption and portfolio optimal strategies 1 Dynamic allocation 1 EU countries 1 EU-Staaten 1 Europa 1 Europe 1 European stock market 1 Financial investment 1 Kapitalanlage 1 Large and small caps 1 Leverage and turnover constraints 1 Multiple regimes 1 Performance 1 Portfolio management 1 Predictability 1 Regime switching economy 1 Regime switching models 1 Size effects 1 Stochastic differential recursive utility 1 Stochastic differential utility 1 Stochastic process 1 Stochastischer Prozess 1 Stock market 1 Transaction costs 1 Transaktionskosten 1 analytical solutions 1 dynamic asset allocation 1
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Online availability
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Undetermined 3 Free 1
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 3 Portuguese 1
Author
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Campani, Carlos Heitor 4 Lewin, Marcelo 4 Berujon, Sebastien 1 Garcia, René 1
Published in...
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Financial markets and portfolio management 1 International journal of accounting and finance 1 Journal of banking & finance 1 Revista Brasileira de Finanças : RBFin 1
Source
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ECONIS (ZBW) 4
Showing 1 - 4 of 4
Cover Image
Asset allocation under regimes in European economies
Berujon, Sebastien; Lewin, Marcelo; Campani, Carlos Heitor - In: International journal of accounting and finance 12 (2024) 1/2, pp. 47-70
Persistent link: https://www.econbiz.de/10015376411
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Cover Image
Constrained portfolio strategies in a regime-switching economy
Lewin, Marcelo; Campani, Carlos Heitor - In: Financial markets and portfolio management 37 (2023) 1, pp. 27-59
Persistent link: https://www.econbiz.de/10014252601
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Cover Image
Gestão de carteiras sob múltiplos regimes : performance fora da amostra no mercado brasileiro
Lewin, Marcelo; Campani, Carlos Heitor - In: Revista Brasileira de Finanças : RBFin 18 (2020) 3, pp. 52-79
Persistent link: https://www.econbiz.de/10012306253
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Cover Image
Optimal portfolio strategies in the presence of regimes in asset returns
Campani, Carlos Heitor; Garcia, René; Lewin, Marcelo - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662395
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