Similar Search Results - EconBiz

Strategic Rebalancing

Rattray, Sandy - 2019

A mechanical rebalancing strategy, such as a monthly or quarterly reallocation towards fixed portfolio weights, is an active strategy. Winning asset classes are sold and losers are bought. During crises, when markets are often trending, this can lead to substantially larger drawdowns than a...

Persistent link: https://www.econbiz.de/10012893403

Cooperative game theory of hierarchies : one approach to solving the low-risk puzzle?

Hiller, Tobias - In: Risks : open access journal 13 (2025) 5, pp. 1-20

In this article, we extend the application of cooperative game theory to the so-called low-risk puzzle. Specifically … previously been considered in portfolio risk allocation using cooperative game theory. We demonstrate our idea through a … advance further developments in portfolio theory. …

Persistent link: https://www.econbiz.de/10015409028

Better Bond Indices and Liquidity Gaming the Rest

Robertson, Adriana - 2017

month – corporate bond indices cannot rely exclusively on real time prices, and must instead estimate the value of the …

Persistent link: https://www.econbiz.de/10012944845

Bandwagon investment equilibrium of investment timing games

Kim, Kihyung; Deshmukh, Abhijit - In: The engineering economist : a journal devoted to the … 66 (2021) 4, pp. 265-278

Persistent link: https://www.econbiz.de/10012802343

Endogenous timing and the choice of quality in a vertically differentiated duopoly

Lambertini, Luca - In: Research in economics : an international review of economics 53 (1999) 1, pp. 101-109

Persistent link: https://www.econbiz.de/10001436552

Service competition, outsourcing and co-production in a queuing game

Cachon, Gérard P.; Harker, Patrick T. - 1999

Persistent link: https://www.econbiz.de/10001427402

On the welfare effects of mergers : short run vs. long run

Polasky, Alan Stephen - In: The quarterly review of economics and finance : journal … 38 (1998) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10001235338

Effects of strategic interactions on the option value of waiting

Huisman, Kuno J. M.; Kort, Peter M. - 1999

Persistent link: https://www.econbiz.de/10001416323

Continuous-time games of timing

Laraki, Rida; Solan, Eilon; Vieille, Nicolas - 2003

Persistent link: https://www.econbiz.de/10001735104

Continuous-time games of timing

Laraki, Rida; Solan, Eilon; Vieille, Nicolas - 2003

Persistent link: https://www.econbiz.de/10001741417

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