Results 51-60 of 747.
|2014 ||Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs||Buss, Adrian / Uppal, Raman / Vilkov, Grigory
|2009 ||Stochastic Dominance: Convexity and Some Efficiency Tests||Lizyayev, Andrey M.
|2012 ||Performance inconsistency in mutual funds: An investigation of window-dressing behavior||Agarwal, Vikas / Gay, Gerald D. / Ling, Leng
|1999 ||Discrete and continuous time dynamic mean-variance analysis||Reiss, Ariane
|2013 ||VaR-implied tail-correlation matrices||Mittnik, Stefan
|2012 ||Chasing rainbows: On the relationship between lottery tickets and common stocks||Johansen, Kathrin / Singer, Nico
|2002 ||Mean-Variance Hedging under Additional Market Information||Thierbach, Frank
|2007 ||How unobservable Bond Positions in Retirement Accounts affect Asset Allocation||Marekwica, Marcel / Maurer, Raimond H.
|2004 ||Are European Equity Style Indexes Mean Reverting? : Testing the Validity of the Efficient Market Hypothesis||Berneburg, Marian
|2010 ||Social choice of convex risk measures through Arrovian aggregation of variational preferences||Herzberg, Frederik