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Optimal portfolios under time-varying investment opportunities, parameter uncertainty, and ambiguity aversion
Dangl, Thomas; Weissensteiner, Alex - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 4, pp. 1163-1198
Persistent link: https://www.econbiz.de/10012244217
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Consumption and portfolio choice under internal multiplicative habit formation
Bilsen, Servaas van; Bovenberg, Ary Lans; Laeven, Roger … - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 7, pp. 2334-2371
Persistent link: https://www.econbiz.de/10012307566
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Equilibrium-informed trading with relative performance measurement
Qiu, Zhigang - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2083-2118
Persistent link: https://www.econbiz.de/10011928989
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Market timing and investment selection : evidence from real estate investors
Hochberg, Yael V.; Mühlhofer, Tobias - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2643-2675
Persistent link: https://www.econbiz.de/10011929371
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Do commodities add economic value in asset allocation? : new evidence from time-varying moments
Gao, Xin; Nardari, Federico - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 365-393
Persistent link: https://www.econbiz.de/10011929447
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Market sentiment and innovation activities
Dang, Tri-Vi; Xu, Zhaoxia - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1135-1161
Persistent link: https://www.econbiz.de/10011930404
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Short-term interest rates and stock market anomalies
Maio, Paulo; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 927-961
Persistent link: https://www.econbiz.de/10011743860
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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Taxing the disposition effect : the impact of tax awareness on investor behavior
Bazley, William J.; Moore, Jordan; Vosse, Melina Murren - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 7, pp. 2724-2765
Persistent link: https://www.econbiz.de/10013428941
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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147