Similar Search Results - EconBiz

Dynamic Asset Allocation with Learning

Tsai, Jerry - 2011

This paper shows that when an investor optimally rebalances her portfolio, learning about the parameter of the return process still induces a large negative hedging demand even after observing 83 years of asset market data. An investor with a 5-year investment horizon decreases the percentage of...

Persistent link: https://www.econbiz.de/10013117923

A framework for constructing equity-risk-mitigation portfolios

Baz, Jamil; Davis, Joshua M.; Sapra, Steve; Gillmann, … - In: Financial analysts journal : FAJ 76 (2020) 3, pp. 81-98

Persistent link: https://www.econbiz.de/10012261162

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

Portfolio and consumption decisions under mean-revering returns : an exact solution for complete markets

Wachter, Jessica - 2002

Persistent link: https://www.econbiz.de/10001701001

Risk aversion and allocation to long-term bonds

Wachter, Jessica - 2002

Persistent link: https://www.econbiz.de/10001709777

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

Asset allocation

Wachter, Jessica - In: Annual review of financial economics 2 (2010), pp. 175-206

Persistent link: https://www.econbiz.de/10008797829

Should investors avoid all actively managed mutual funds? : A study in Bayesian performance evaluatin

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 45-85

Persistent link: https://www.econbiz.de/10001575059

Should investors avoid all actively managed mutual funds? : A study in Bayesian performance evaluation

Baks, Klaas; Metrick, Andrew; Wachter, Jessica - 1999

Persistent link: https://www.econbiz.de/10001409820

Does the failure of the expectations hypothesis matter for long-term investors?

Sangvinatsos, Antonios; Wachter, Jessica - 2003

Persistent link: https://www.econbiz.de/10001826472

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