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Comment on "A theoretical foundation of ambiguity measurement" [J. Econ. Theory 187 (2020) 105001]

Fu, Ruonan; Melenberg, Bertrand; Schweizer, Nikolaus - In: Journal of economic theory 207 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10013555099

Life cycle consumption models with uncertainty within periods

Melenberg, Bertrand - In: Economics letters 57 (1997) 1, pp. 1-4

Persistent link: https://www.econbiz.de/10001229604

An analysis of housing expenditure using semiparametric cross-section models

Charlier, Erwin; Melenberg, Bertrand; Soest, Arthur van - In: Empirical economics : a journal of the Institute for … 25 (2000) 3, pp. 437-462

Persistent link: https://www.econbiz.de/10001502469

Common factors in international bond returns

Driessen, Joost (contributor); … - 2000

In this paper we estimate and interpret the factors that jointly determine bond returns of different maturities in the US, Germany and Japan. We analyze both currency-hedged as well as unhedged bond returns. For currency-hedged bond returns, we find that five factors explain 96.5% of the...

Persistent link: https://www.econbiz.de/10001528975