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Xing, Hao - 2015

with recursive utility of Epstein-Zin type. Focusing on the empirically relevant specification where both risk aversion and …

Persistent link: https://www.econbiz.de/10013030017

Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531

Persistent link: https://www.econbiz.de/10001106902

Fernandes, José Luiz Barros; Ornelas, José Renato Haas - In: Journal of risk management in financial institutions 2 (2008/09) 4, pp. 438-450

Persistent link: https://www.econbiz.de/10003907294

Jondeau, Eric; Rockinger, Michael - 2010

We implement a long-horizon static and dynamic portfolio allocation involving a risk-free and a risky asset. This model …

Persistent link: https://www.econbiz.de/10008797745

Wang, Gang-Jin; Zhu, Chun-Long - In: Economics letters 209 (2021), pp. 1-4

Persistent link: https://www.econbiz.de/10013209345

Slade, Margaret Emily - In: The review of economic studies 65 (1998) 1, pp. 87-107

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Rothwell, Geoffrey Scott - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 2, pp. 195-208

Persistent link: https://www.econbiz.de/10001335364

Kosobud, Richard F. (contributor) - In: World resource review 5 (1993) 4, pp. 488-501

Persistent link: https://www.econbiz.de/10001153682

Marsh, Lawrence C. - In: The journal of applied business research 2 (1986) 2, pp. 60-70

Persistent link: https://www.econbiz.de/10001157279

Elyasiani, Elyas - In: The quarterly review of economics and finance : journal … 33 (1993) 4, pp. 383-408

Persistent link: https://www.econbiz.de/10001157871