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1
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
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2
Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan
;
Wang, Peng
- In:
Journal of empirical finance
38
(
2016
),
pp. 221-235
Persistent link: https://www.econbiz.de/10011663298
Saved in:
3
Ambiguity aversion and household portfolio choice puzzles : empirical evidence
Dimmock, Stephen G.
;
Kouwenberg, Roy
;
Mitchell, Olivia S.
; …
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 559-577
Persistent link: https://www.econbiz.de/10011589941
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4
Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises
Kouaissah, Noureddine
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 480-493
Persistent link: https://www.econbiz.de/10012655541
Saved in:
5
Time-variant safe haven currencies
Sato, Ayano
;
Nakata, Hayato
;
Percy, Jay
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 316-328
Persistent link: https://www.econbiz.de/10014535558
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6
Is financial fragility a matter of illiquidity? : an appraisal for Italian households
Brunetti, Marianna
;
Giarda, Elena
;
Torricelli, Costanza
- In:
The review of income and wealth : journal of the …
62
(
2016
)
4
,
pp. 628-649
Persistent link: https://www.econbiz.de/10011626709
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7
Measuring systemic risk of the US banking sector in time-frequency domain
Teply, Petr
;
Kvapilikova, Ivana
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 461-472
Persistent link: https://www.econbiz.de/10011938177
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8
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
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9
Quantifying systemic risk in US industries using neural network quantile regression
Naeem, Muhammad Abubakr
;
Karim, Sitara
;
Tiwari, Aviral Kumar
- In:
Research in international business and finance
61
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246851
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10
Understanding defensive equity
Novy-Marx, Robert
-
2014
Persistent link: https://www.econbiz.de/10010431331
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