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  • Search: subject:"Intertemporal hedging"
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Year of publication
Subject
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Hedging 18 Portfolio selection 16 Portfolio-Management 16 Theorie 13 Theory 13 Intertemporal hedging demand 9 intertemporal hedging 8 intertemporal hedging demand 7 Intertemporal hedging 6 Predictability 6 portfolio choice 5 Dynamic asset allocation 4 Myopic demand 4 recursive utility 4 Anleihe 3 Bond 3 Demand 3 Financial investment 3 Forecasting model 3 Intertemporal choice 3 Intertemporale Entscheidung 3 Kapitalanlage 3 Nachfrage 3 Optimal Portfolio 3 Prognoseverfahren 3 Stochastic process 3 Stochastischer Prozess 3 Aktienmarkt 2 Anlageverhalten 2 Behavioural finance 2 Bond market 2 Börsenkurs 2 Climate physical risk 2 Dynamic Asset Allocation 2 Dynamic programming 2 Dynamische Optimierung 2 EU countries 2 EU-Staaten 2 Emerging-market stocks 2 Euro area 2
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Online availability
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Undetermined 19 Free 8 CC license 1
Type of publication
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Article 20 Book / Working Paper 13
Type of publication (narrower categories)
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Article in journal 16 Aufsatz in Zeitschrift 16 Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article 1
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Language
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English 21 Undetermined 12
Author
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Umar, Zaghum 6 Viceira, Luis M 5 Campbell, John Y 3 Lioui, Abraham 3 Bats, Joost Victor 2 Bua, Giovanna 2 Chacko, George 2 Gupta, Rangan 2 Kapp, Daniel 2 Kochov, Asen 2 Song, Yangwei 2 Spierdijk, Laura 2 Berkelaar, A.B. 1 Berkelaar, Berkelaar, A.B. 1 Campani, Carlos Heitor 1 Chan, Yeung Lewis 1 Deguest, Romain 1 Eyden, Renee van 1 Garcia, René 1 Graflund, Andreas 1 Gull, Ammar Ali 1 Hodrick, Robert 1 Huang, MeiChi 1 Jurek, Jakub W 1 Kouwenberg, R.R.P. 1 Kouwenberg, Roy 1 Lee, Ho Jin 1 Lee, Hojin 1 Li, Kai 1 Ma, Chaoqun 1 Martellini, Lionel 1 Milhau, Vincent 1 Ng, David 1 Nilsson, Birger 1 Nkeki, Charles I. 1 Olson, Dennis O. 1 Poncet, Patrice 1 Rodriguez, Jorge 1 Samitas, Aristeidis 1 Sengmueller, Paul 1
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Institution
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C.E.P.R. Discussion Papers 5 Department of Economics, Faculty of Economic and Management Sciences 1 Erasmus University Rotterdam, Econometric Institute 1 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 1 Nationalekonomiska Institutionen, Ekonomihögskolan 1
Published in...
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CEPR Discussion Papers 5 International review of economics & finance : IREF 2 Journal of economic dynamics & control 2 Discussion Paper 1 Discussion paper 1 ECB Working Paper 1 East Asian Economic Review (EAER) 1 East Asian economic review 1 Econometric Institute Report 1 Econometric Institute Research Papers 1 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 European journal of operational research : EJOR 1 International Tax and Public Finance 1 International journal of finance & economics : IJFE 1 Journal of Economic Dynamics and Control 1 Journal of International Money and Finance 1 Journal of business economics and management 1 Journal of international money and finance 1 Journal of mathematical finance 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Mathematical methods of operations research : ZOR 1 Pacific-Basin finance journal 1 The European journal of finance 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Papers / Department of Economics, Faculty of Economic and Management Sciences 1 Working Papers / Nationalekonomiska Institutionen, Ekonomihögskolan 1 Working paper series / European Central Bank 1
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Source
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ECONIS (ZBW) 18 RePEc 12 EconStor 3
Showing 11 - 20 of 33
Cover Image
Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon
Campani, Carlos Heitor; Garcia, René - In: The North American journal of economics and finance : a … 48 (2019), pp. 364-384
Persistent link: https://www.econbiz.de/10012120271
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The demand for eurozone stocks and bonds in a time-varying asset allocation framework
Umar, Zaghum; Shehzad, Choudhry Tanveer; Samitas, Aristeidis - In: The European journal of finance 25 (2019) 11, pp. 994-1011
Persistent link: https://www.econbiz.de/10012207048
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A reinterpretation of the optimal demand for risky assets in fund separation theorems
Deguest, Romain; Martellini, Lionel; Milhau, Vincent - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4333-4347
Persistent link: https://www.econbiz.de/10011921525
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Time-varying diversification strategies : the roles of state-level housing assets in optimal portfolios
Huang, MeiChi - In: International review of economics & finance : IREF 55 (2018), pp. 145-172
Persistent link: https://www.econbiz.de/10012033461
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Momentum in strategic asset allocation
Wu, Hui; Ma, Chaoqun; Yue, Shengjie - In: International review of economics & finance : IREF 47 (2017), pp. 115-127
Persistent link: https://www.econbiz.de/10011740123
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Islamic vs conventional equities in a strategic asset allocation framework
Umar, Zaghum - In: Pacific-Basin finance journal 42 (2017), pp. 1-10
Persistent link: https://www.econbiz.de/10011800528
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Understanding dynamic mean variance asset allocation
Lioui, Abraham; Poncet, Patrice - In: European journal of operational research : EJOR 254 (2016) 1, pp. 320-337
Persistent link: https://www.econbiz.de/10011503312
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Stocks for the long run? Evidence from emerging markets
Spierdijk, Laura; Umar, Zaghum - In: Journal of International Money and Finance 47 (2014) C, pp. 217-238
We estimate the myopic (single-period) and intertemporal hedging (long-run) demand for stocks in 20 growth …
Persistent link: https://www.econbiz.de/10010906603
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Intertemporal portfolio allocationn and hedging demand : an application to South Africa
Van Wyk de Vries, Esti; Gupta, Rangan; Van Eyden, Reneé - In: Journal of business economics and management 15 (2014) 4, pp. 744-775
Persistent link: https://www.econbiz.de/10010415874
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Stocks for the long run? : evidence from emerging markets
Spierdijk, Laura; Umar, Zaghum - In: Journal of international money and finance 47 (2014), pp. 217-238
Persistent link: https://www.econbiz.de/10010464022
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