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Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan; Sun, Jie; Yang, Xiaoguang - In: Journal of economic dynamics & control 39 (2014), pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
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International portfolio choice, liquidity constraints and the home equity bias puzzle
Michaelides, Alexander G. - In: Journal of economic dynamics & control 28 (2003) 3, pp. 555-594
Persistent link: https://www.econbiz.de/10001853769
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Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos; Ferrando, Sebastian; Rubtsov, Alexey - In: Journal of economic dynamics & control 86 (2018), pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
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Portfolio management with robustness in both prediction and decision : a mixture model based learning approach
Zhu, Shushang; Fan, Minjie; Li, Duan - In: Journal of economic dynamics & control 48 (2014), pp. 1-25
Persistent link: https://www.econbiz.de/10010485842
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Solving asset pricing models with stochastic volatility
De Groot, Oliver - In: Journal of economic dynamics & control 52 (2015), pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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Portfolio instability and socially responsible investment : experiments with financial professionals and students
Tatarnikova, Olga; Duchêne, Sébastien; Sentis, Patrick; … - In: Journal of economic dynamics & control 153 (2023), pp. 1-42
Persistent link: https://www.econbiz.de/10014479352
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[Rezension von: Barro, Robert J., ..., Economic growth]
Chen, Been-lon - In: Journal of economic dynamics & control 21 (1997) 45, pp. 895-898
Persistent link: https://www.econbiz.de/10001348957
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A theory of optimal timing and selectivity
Chacko, George; Das, Sanjiv Ranjan - In: Journal of economic dynamics & control 23 (1999) 7, pp. 929-965
Persistent link: https://www.econbiz.de/10001379548
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Relaxing the cash-in-advance constraint at a fixed cost : are simple trigger-target portfolio rules optimal?
Corbae, Dean - In: Journal of economic dynamics & control 17 (1993) 1, pp. 51-64
Persistent link: https://www.econbiz.de/10001136249
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Liquidity-constrained employment contracts
Leach, John - In: Journal of economic dynamics & control 13 (1989) 2, pp. 255-269
Persistent link: https://www.econbiz.de/10001061842