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Efficient intertemporal allocations with recursive utility

Dumas, Bernard; Uppal, Raman; Wang, Tan - 1998

Persistent link: https://www.econbiz.de/10000986486

Efficient intertemporal allocations with recursive utility

Dumas, Bernard; Uppal, Raman; Wang, Tan - 1997

Persistent link: https://www.econbiz.de/10000987025

Model misspecification and under-diversification

Uppal, Raman (contributor); Wang, Tan (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001700283

Efficient intertemporal allocations with recursive utility

Dumas, Bernard; Uppal, Raman; Wang, Tan - In: Journal of economic theory 93 (2000) 2, pp. 240-259

Persistent link: https://www.econbiz.de/10001509471

Efficient intertemporal allocations with recursive utility

Dumas, Bernard; Uppal, Raman; Wang, Tan - 1999

Persistent link: https://www.econbiz.de/10001425107

Model misspecification and underdiversification

Uppal, Raman; Wang, Tan - In: The journal of finance : the journal of the American … 58 (2003) 6, pp. 2465-2486

Persistent link: https://www.econbiz.de/10001845804

Discussion of "Asset prices, liquidity, and monetary policy in an exchange economy"

Wang, Tan - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 553-558

Persistent link: https://www.econbiz.de/10009349265

Dynamic patterns of daily lead-lag networks in stock markets

Li, Yongli; Liu, Chao; Wang, Tianchen; Sun, Baiqing - In: Quantitative finance 21 (2021) 12, pp. 2055-2068

Persistent link: https://www.econbiz.de/10012696814

Model misspecification and under-diversification

Uppal, Raman - 2002

Persistent link: https://www.econbiz.de/10013423894

Detecting the lead-lag effect in stock markets : definition, patterns, and investment strategies

Li, Yongli; Wang, Tianchen; Sun, Baiqing; Liu, Chao - In: Financial innovation : FIN 8 (2022), pp. 1-36

Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the financial domain, the first aim of this paper is to validate whether the well-known power-law distribution can be observed in this activity. Interestingly, this paper determines...

Persistent link: https://www.econbiz.de/10013272642