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Search: subject:"intertemporal hedging"
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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
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6
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4
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recursive utility
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Umar, Zaghum
6
Viceira, Luis M
5
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3
Lioui, Abraham
3
Bats, Joost Victor
2
Bua, Giovanna
2
Chacko, George
2
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2
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2
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2
Song, Yangwei
2
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2
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1
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1
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1
Chan, Yeung Lewis
1
Deguest, Romain
1
Eyden, Renee van
1
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1
Graflund, Andreas
1
Gull, Ammar Ali
1
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1
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1
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Ma, Chaoqun
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1
Ng, David
1
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1
Nkeki, Charles I.
1
Olson, Dennis O.
1
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1
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1
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1
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C.E.P.R. Discussion Papers
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1
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Nationalekonomiska Institutionen, Ekonomihögskolan
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1
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1
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ECONIS (ZBW)
18
RePEc
12
EconStor
3
Showing
11
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20
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33
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11
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
Saved in:
12
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
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
16
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
Saved in:
17
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
Saved in:
18
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
Saved in:
19
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
Saved in:
20
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
Saved in:
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