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Minimum return guarantees with fund switching rights : an optimal stopping problem
Mahayni, Antje; Schoenmakers, John - In: Journal of economic dynamics & control 35 (2011) 11, pp. 1880-1897
Persistent link: https://www.econbiz.de/10009316471
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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Nonparametric tests for market timing ability using daily mutual fund returns
Ding, Jing; Jiang, Lei; Liu, Xiaohui; Peng, Liang - In: Journal of economic dynamics & control 150 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014287781
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Asset returns in an endogenous growth model with incomplete markets
Krebs, Tom; Wilson, Bonnie - In: Journal of economic dynamics & control 28 (2004) 4, pp. 817-839
Persistent link: https://www.econbiz.de/10001854505
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Excess covariance and dynamic instability in a multi-asset model
Anufriev, Mikhail; Bottazzi, Giulio; Marsili, Matteo; … - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1142-1161
Persistent link: https://www.econbiz.de/10009634273
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The impact of a financial transaction tax on stylized facts of price returns : evidence from the lab
Huber, Jürgen; Kleinlercher, Daniel; Kirchler, Michael - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1248-1266
Persistent link: https://www.econbiz.de/10009655683
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Risk premiums and macroeconomic dynamics in a heterogeneous agent model
De Graeve, Ferre; Dossche, Maarten; Emiris, Marina; … - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1680-1699
Persistent link: https://www.econbiz.de/10009125840
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"J"-shaped returns to timing advantage in access to information : experimental evidence and a tentative explanation
Huber, Jürgen - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2536-2572
Persistent link: https://www.econbiz.de/10003499198
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Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han; Fan, Xiaoyun; Guo, Bin; Zhang, Wei - In: Journal of economic dynamics & control 109 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
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Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk
Ewald, Christian-Oliver; Zhang, Hai - In: Journal of economic dynamics & control 71 (2016), pp. 45-59
Persistent link: https://www.econbiz.de/10011708768