Non-myopic portfolio choice with unpredictable returns: The jump-to-default case

European Financial Management ◽

10.1111/eufm.12142 ◽

2017 ◽

Vol 24 (2) ◽

pp. 192-208 ◽

Cited By ~ 2

Author(s):

Anna Battauz ◽

Alessandro Sbuelz

Keyword(s):

Portfolio Choice ◽

Default Case

Download Full-text

Adequate Decision Rules for Portfolio Choice Problems

10.1057/9781403907318 ◽

2002 ◽

Cited By ~ 1

Author(s):

Thilo Goodall

Keyword(s):

Portfolio Choice ◽

Decision Rules

Download Full-text

Liquidity and Portfolio Choice: A Unified Approach

CFA Digest ◽

10.2469/dig.v43.n3.28 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Jennie I. Sanders

Keyword(s):

Portfolio Choice ◽

Unified Approach

Download Full-text

Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review)

Financial Analysts Journal ◽

10.2469/faj.v58.n5.2474 ◽

2002 ◽

Vol 58 (5) ◽

pp. 100-101

Author(s):

Mark S. Rzepczynski

Keyword(s):

Portfolio Choice ◽

Asset Allocation ◽

Strategic Asset Allocation

Download Full-text

Marketing Incentives and Mutual Fund Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.1107560 ◽

2008 ◽

Cited By ~ 1

Author(s):

Denis Sosyura

Keyword(s):

Portfolio Choice ◽

Mutual Fund ◽

Fund Portfolio

Download Full-text

Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1102854 ◽

2008 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Factor Models

Download Full-text

Text Based Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.1227220 ◽

2008 ◽

Author(s):

Shimon Kogan ◽

Bryan R. Routledge ◽

Jacob S. Sagi ◽

Smith A. Smith

Keyword(s):

Portfolio Choice

Download Full-text

Approximated Portfolio Choice - Do We Dance on a Pinhead?

SSRN Electronic Journal ◽

10.2139/ssrn.1342589 ◽

2009 ◽

Author(s):

Ferdinand Graf ◽

Guenter Franke

Keyword(s):

Portfolio Choice

Download Full-text

Life-Cycle Portfolio Choice with a Realistic Retirement Age Distribution

SSRN Electronic Journal ◽

10.2139/ssrn.1359904 ◽

2008 ◽

Author(s):

Fangyi Jin

Keyword(s):

Life Cycle ◽

Portfolio Choice ◽

Age Distribution ◽

Retirement Age

Download Full-text

Uncertain Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1542664 ◽

2011 ◽

Cited By ~ 2

Author(s):

Thomas Andreas Maurer

Keyword(s):

Life Expectancy ◽

Cross Section ◽

Portfolio Choice ◽

Asset Returns ◽

Optimal Portfolio ◽

The Cross

Download Full-text

Optimal Portfolio Choice Under Partial Information and Transaction Costs (PhD thesis)

SSRN Electronic Journal ◽

10.2139/ssrn.1664427 ◽

2010 ◽

Cited By ~ 1

Author(s):

Huamao Wang

Keyword(s):

Transaction Costs ◽

Portfolio Choice ◽

Partial Information ◽

Optimal Portfolio ◽

Phd Thesis

Download Full-text