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Keynes Meets Markowitz: The Tr...
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Theory
Theorie
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Uppal, Raman
89
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38
Boyle, Phelim P.
37
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32
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21
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18
Buss, Adrian
17
Bhamra, Harjoat Singh
14
Sercu, Piet
12
Benzoni, Luca
8
Goldstein, Robert S.
8
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6
Kurshev, Alexander
6
DeMiguel, Victor
5
Ying, Chao
5
Apte, Prakash Gajanan
4
Das, Sanjiv R.
4
Ken Seng Tan
4
Lazrak, Ali
4
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3
Giammarino, Ronald P. M.
3
Kogan, Leonid
3
Martin-Utrera, Alberto
3
Tian, Weidong
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3
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Bernard, Carole
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Ma, Chenghu
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Mei, Yuchen
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2
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2
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1
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1
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1
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ECONIS (ZBW)
173
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1
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2010
Persistent link: https://www.econbiz.de/10003948898
Saved in:
2
Ambiguity aversion and the puzzle of own-company stock in pension plans
Boyle, Phelim P.
(
contributor
);
Uppal, Raman
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777031
Saved in:
3
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10003023172
Saved in:
4
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10002863194
Saved in:
5
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 41-81
Persistent link: https://www.econbiz.de/10003403673
Saved in:
6
Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.
;
Wang, Tan
- In:
Mathematical finance : an international journal of …
11
(
2001
)
3
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
Saved in:
7
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
8
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
Saved in:
9
Efficient intertemporal allocations with recursive utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
-
1999
Persistent link: https://www.econbiz.de/10001425107
Saved in:
10
Efficient intertemporal allocations with recursive utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
-
1998
Persistent link: https://www.econbiz.de/10000986486
Saved in:
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