1

Dynamic Mean-Variance Asset Allocation

Year:
2010
Language:
english
File:
PDF, 409 KB
english, 2010
2

Asset Prices and Institutional Investors

Year:
2013
Language:
english
File:
PDF, 732 KB
english, 2013
5

Strategic Asset Allocation in Money Management

Year:
2014
Language:
english
File:
PDF, 875 KB
english, 2014
6

A Model of Financialization of Commodities

Year:
2016
Language:
english
File:
PDF, 588 KB
english, 2016
8

Non-linear taxation, tax-arbitrage and equilibrium asset prices

Year:
2001
Language:
english
File:
PDF, 251 KB
english, 2001
9

Asset pricing with heterogeneous beliefs

Year:
2005
Language:
english
File:
PDF, 330 KB
english, 2005
11

Dynamic Hedging in Incomplete Markets: A Simple Solution: Figure 1

Year:
2012
Language:
english
File:
PDF, 859 KB
english, 2012
14

Optimal Asset Allocation and Risk Shifting in Money Management

Year:
2007
Language:
english
File:
PDF, 370 KB
english, 2007
15

A General Equilibrium Model of Portfolio Insurance

Year:
1995
Language:
english
File:
PDF, 775 KB
english, 1995
16

On the role of arbitrageurs in rational markets

Year:
2006
Language:
english
File:
PDF, 315 KB
english, 2006
17

A comparative study of portfolio insurance

Year:
2002
Language:
english
File:
PDF, 165 KB
english, 2002
18

Risk Management with Benchmarking

Year:
2006
Language:
english
File:
PDF, 318 KB
english, 2006
20

A Model of Credit Risk, Optimal Policies, and Asset Prices

Year:
2005
Language:
english
File:
PDF, 471 KB
english, 2005
22

Investor Protection and Asset Prices

Year:
2019
Language:
english
File:
PDF, 880 KB
english, 2019
23

Dynamic Hedging in Incomplete Markets: A Simple Solution

Year:
2011
Language:
english
File:
PDF, 439 KB
english, 2011
24

Option Prices and Costly Short-Selling

Year:
2017
Language:
english
File:
PDF, 662 KB
english, 2017
25

An Intertemporal Model of International Capital Market Segmentation

Year:
1996
Language:
english
File:
PDF, 792 KB
english, 1996
26

International good market segmentation and financial innovation

Year:
2007
Language:
english
File:
PDF, 334 KB
english, 2007
28

Difference in interim performance and risk taking with short-sale constraints

Year:
2012
Language:
english
File:
PDF, 528 KB
english, 2012
31

Risk Management with Benchmarking

Year:
2006
Language:
english
File:
PDF, 2.94 MB
english, 2006
32

Dynamic Hedging in Incomplete Markets: A Simple Solution

Year:
2012
Language:
english
File:
PDF, 3.46 MB
english, 2012
35

Asset Prices and Institutional Investors

Year:
2012
Language:
english
File:
PDF, 306 KB
english, 2012
37

International Good Market Segmentation and Financial Innovation

Year:
2003
Language:
english
File:
PDF, 267 KB
english, 2003
38

Investor Protection and Asset Prices

Year:
2016
Language:
english
File:
PDF, 713 KB
english, 2016
43

Asset Pricing with Heterogeneous Beliefs

Year:
2003
Language:
english
File:
PDF, 271 KB
english, 2003