1

Effect of Booms and Busts on the Sharpe Ratio

Year:
2017
Language:
english
File:
PDF, 949 KB
english, 2017
2

Rent-to-Own Housing Contracts under Financial Constraints

Year:
2017
Language:
english
File:
PDF, 1.54 MB
english, 2017
3

Time aggregation of the Sharpe ratio

Year:
2016
Language:
english
File:
PDF, 2.30 MB
english, 2016
6

Understanding the outperformance of the minimum variance portfolio

Year:
2017
Language:
english
File:
PDF, 511 KB
english, 2017
10

Moral hazard with the (unlikely) possibility of catastrophes

Year:
2014
Language:
english
File:
PDF, 374 KB
english, 2014