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Performance measurement using multiple asset class portfolio data : a study of UK pension fonds
Blake, David; Lehmann, Bruce Neal; Timmermann, Allan - 1997
Persistent link: https://www.econbiz.de/10000637545
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Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203
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Behavioral macroeocnomics via sparse dynamic programming
Gabaix, Xavier - 2015
Persistent link: https://www.econbiz.de/10011440931
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Backward/forward optimal combination of performance measures for equity screening
Billio, Monica; Caporin, Massimiliano; Costola, Michele - In: The North American journal of economics and finance : a … 34 (2015), pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
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Optimal combination of currency strategies
Laborda, Ricardo - In: The North American journal of economics and finance : a … 43 (2018), pp. 129-140
Persistent link: https://www.econbiz.de/10012036271
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How money illusions and heterogeneous beliefs affect asset prices
Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: The North American journal of economics and finance : a … 44 (2018), pp. 167-192
Persistent link: https://www.econbiz.de/10012036533
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Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach
Jin, Xiu; Chen, Na; Yuan, Ying - In: The North American journal of economics and finance : a … 47 (2019), pp. 492-504
Persistent link: https://www.econbiz.de/10012120121
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An outperforming investment strategy under fractional Brownian motion
Liu, Qiang; Xiang, Yun; Zhao, Yonghong - In: The North American journal of economics and finance : a … 47 (2019), pp. 505-515
Persistent link: https://www.econbiz.de/10012120123
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Evaluation of multivariate GARCH models in an optimal asset allocation framework
Nor Syahilla Abdul Aziz; Vrontos, Spyridon; Hasim, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 568-596
Persistent link: https://www.econbiz.de/10012120131
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Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon
Campani, Carlos Heitor; Garcia, René - In: The North American journal of economics and finance : a … 48 (2019), pp. 364-384
Persistent link: https://www.econbiz.de/10012120271