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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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52
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Equity-Premium-Puzzle
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Schätzung
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Ankündigungseffekt
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Wachter, Jessica
30
Lynch, Anthony W.
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Warusawitharana, Missaka
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Tan, Sinan
7
Guo, Hongye
4
Seo, Sang Byung
4
Wachter, Jessica A.
4
Sangvinatsos, Antonios
3
Baks, Klaas
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Balduzzi, Pierluigi
2
Metrick, Andrew
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Portfolio choice and equity characteristics : characterizing the hedging demands induced by return predictability
Lynch, Anthony W.
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 67-130
Persistent link: https://www.econbiz.de/10001608813
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2
Risk aversion and alloaction to long-term bonds
Wachter, Jessica
- In:
Journal of economic theory
112
(
2003
)
2
,
pp. 325-333
Persistent link: https://www.econbiz.de/10001811829
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3
Portfolio and consumption decisions under mean-revering returns : an exact solution for complete markets
Wachter, Jessica
-
2002
Persistent link: https://www.econbiz.de/10001701001
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4
Risk aversion and allocation to long-term bonds
Wachter, Jessica
-
2002
Persistent link: https://www.econbiz.de/10001709777
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5
Portfolio and consumption decisions under mean-reverting returns : an exact solution for complete markets
Wachter, Jessica
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 63-91
Persistent link: https://www.econbiz.de/10001661618
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6
Asset allocation
Wachter, Jessica
- In:
Annual review of financial economics
2
(
2010
),
pp. 175-206
Persistent link: https://www.econbiz.de/10008797829
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7
Survivorship bias and attrition effects in measures of performance persistence
Carpenter, Jennifer N.
;
Lynch, Anthony W.
- In:
Journal of financial economics
54
(
1999
)
3
,
pp. 337-374
Persistent link: https://www.econbiz.de/10001429023
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8
Transaction costs and predictability : some utility cost calculations
Balduzzi, Pierluigi
;
Lynch, Anthony W.
- In:
Journal of financial economics
52
(
1999
)
1
,
pp. 47-78
Persistent link: https://www.econbiz.de/10001387776
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9
Predictability and transaction costs : the impact on rebalancing rules and behavior
Lynch, Anthony W.
;
Balduzzi, Pierluigi
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2285-2309
Persistent link: https://www.econbiz.de/10001524436
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10
Explaining the magnitude of liquidity premia : the roles of return predictability, wealth shocks and state-dependent transaction costs
Lynch, Anthony W.
;
Tan, Sinan
-
2004
Persistent link: https://www.econbiz.de/10002499194
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