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Theory of dynamic portfolio choice for maximization of survival probability
Roy, Santanu - 1992
Persistent link: https://www.econbiz.de/10000122474
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Approximating the uncertainty in portfolio optimization models with market imperfections
Klaassen, Pieter - 1995
Persistent link: https://www.econbiz.de/10000904890
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Crossed classification credibility models
Dannenburg, Dennis Ramon - 1995
Persistent link: https://www.econbiz.de/10000908997
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Portfolio choice and adjustment costs : an Euler equation approach
Broer, Dirk Peter; Jansen, Willem Jos - 1995
Persistent link: https://www.econbiz.de/10000909193
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Operationalizing safety first portfolio selection using extreme value theory
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - 1995
Persistent link: https://www.econbiz.de/10000909287
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Mean-variance pricing and risk preferences
Mercurio, Fabio - 1996
Persistent link: https://www.econbiz.de/10000932106
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The mean-variance model with capital controls and expectations formation : a test on German portfolio data
Jansen, Willem Jos - 1995
Persistent link: https://www.econbiz.de/10000915603
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Outperforming the market using biliniarities in fundamentals and macroeconomic variables
Kloek, Teunis; Lucas, André; Dijk, Ronald van - 1995
Persistent link: https://www.econbiz.de/10000922344
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Decomposing portfolio value-at-risk : a general analysis
Hallerbach, Winfried G. - 1999 - Rev.
Persistent link: https://www.econbiz.de/10001375090
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Transaction costs and predictability : some utility cost calculations
Balduzzi, Pierluigi; Lynch, Anthony W. - In: Journal of financial economics 52 (1999) 1, pp. 47-78
Persistent link: https://www.econbiz.de/10001387776