1

Optimal Dynamic Trading Strategies with Risk Limits

Year:
2008
Language:
english
File:
PDF, 334 KB
english, 2008
2

Optimal Dynamic Trading Strategies with Risk Limits

Year:
2008
Language:
english
File:
PDF, 2.10 MB
english, 2008
3

Equilibrium prices in the presence of delegated portfolio management

Year:
2011
Language:
english
File:
PDF, 1.17 MB
english, 2011
5

Optimal Consumption and Equilibrium Prices with Portfolio Constraints and Stochastic Income

Year:
1997
Language:
english
File:
PDF, 1.40 MB
english, 1997
6

Term Structure Estimation Using the Cox, Ingersoll, and Ross Model

Year:
1991
Language:
english
File:
PDF, 7.19 MB
english, 1991
8

Optimal consumption choices for a ‘large’ investor

Year:
1998
Language:
english
File:
PDF, 1.71 MB
english, 1998
9

Optimal consumption of a divisible durable good

Year:
2000
Language:
english
File:
PDF, 434 KB
english, 2000
11

An Equilibrium Model with Restricted Stock Market Participation

Year:
1998
Language:
english
File:
PDF, 738 KB
english, 1998
12

General Equilibrium Implications of Fund Managers' Compensation Fees

Year:
2001
Language:
english
File:
PDF, 340 KB
english, 2001
15

An analysis of VaR-based capital requirements

Year:
2006
Language:
english
File:
PDF, 321 KB
english, 2006
16

On the Recoverability of Preferences and Beliefs

Year:
2000
Language:
english
File:
PDF, 405 KB
english, 2000
17

An Analysis of VaR-based Capital Requirements

Year:
2003
Language:
english
File:
PDF, 367 KB
english, 2003