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~isPartOf:"Journal of economic dynamics & control"
~person:"Diks, Cees G. H."
~person:"Munk, Claus"
~person:"Panchenko, Valentyn"
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1
Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
Munk, Claus
- In:
Journal of economic dynamics & control
24
(
2000
)
9
,
pp. 1315-1343
Persistent link: https://www.econbiz.de/10001483870
Saved in:
2
Wright meets Markowitz : how standard portfolio theory changes when assets are technologies following experience curves
Way, Rupert
;
Lafond, François
;
Lillo, Fabrizio
; …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 211-238
Persistent link: https://www.econbiz.de/10012131054
Saved in:
3
Identifying booms and busts in house prices under heterogeneous expectations
Bolt, Wilko
;
Demertzis, Maria
;
Diks, Cees G. H.
; …
- In:
Journal of economic dynamics & control
103
(
2019
),
pp. 234-259
Persistent link: https://www.econbiz.de/10012131087
Saved in:
4
Can a stochastic cusp catastrophe model explain housing market crashes?
Diks, Cees G. H.
;
Wang, Juanxi
- In:
Journal of economic dynamics & control
69
(
2016
),
pp. 68-88
Persistent link: https://www.econbiz.de/10011708429
Saved in:
5
Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Sokolinskiy, Oleg
; …
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 79-94
Persistent link: https://www.econbiz.de/10010485831
Saved in:
6
Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
Damgaard, Anders
;
Fuglsbjerg, Brian
;
Munk, Claus
- In:
Journal of economic dynamics & control
28
(
2003
)
2
,
pp. 209-253
Persistent link: https://www.econbiz.de/10001799543
Saved in:
7
Asset prices, traders' behavior and market design
Anufriev, Mikhail
;
Panchenko, Valentyn
- In:
Journal of economic dynamics & control
33
(
2009
)
5
,
pp. 1073-1090
Persistent link: https://www.econbiz.de/10003844183
Saved in:
8
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
9
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
- In:
Journal of economic dynamics & control
34
(
2010
)
9
,
pp. 1596-1609
Persistent link: https://www.econbiz.de/10009125848
Saved in:
10
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
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