Rationally Irrational? Learning and Short-Sale Restrictions in Dynamic Portfolio Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.687283 ◽

2005 ◽

Author(s):

Juhani T. Linnainmaa

Keyword(s):

Portfolio Decisions ◽

Short Sale ◽

Dynamic Portfolio

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Dynamic Portfolio Decisions with Time-VaryingAsset Returns and Labor Income

The Journal of Wealth Management ◽

10.3905/jwm.2012.15.3.050 ◽

2012 ◽

Vol 15 (3) ◽

pp. 50-62

Author(s):

Willi Semmler

Keyword(s):

Labor Income ◽

Portfolio Decisions ◽

Dynamic Portfolio

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Sustainable Asset Accumulation and Dynamic Portfolio Decisions

10.1007/978-3-662-49229-1 ◽

2016 ◽

Cited By ~ 3

Author(s):

Carl Chiarella ◽

Willi Semmler ◽

Chih-Ying Hsiao ◽

Lebogang Mateane

Keyword(s):

Asset Accumulation ◽

Portfolio Decisions ◽

Dynamic Portfolio

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Energy Transition, Asset Price Fluctuations, and Dynamic Portfolio Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.3688293 ◽

2020 ◽

Author(s):

Willi Semmler

Keyword(s):

Asset Price ◽

Energy Transition ◽

Price Fluctuations ◽

Portfolio Decisions ◽

Dynamic Portfolio

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Energy Transition, Asset Price Fluctuations, and Dynamic Portfolio Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.3696295 ◽

2020 ◽

Author(s):

Willi Semmler

Keyword(s):

Asset Price ◽

Energy Transition ◽

Price Fluctuations ◽

Portfolio Decisions ◽

Dynamic Portfolio

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Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18

Computational Economics ◽

10.1007/s10614-018-9817-6 ◽

2018 ◽

Vol 53 (4) ◽

pp. 1397-1401

Author(s):

Xue-Zhong He

Keyword(s):

Dynamic Modelling ◽

Asset Accumulation ◽

Portfolio Decisions ◽

Dynamic Portfolio

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The Role of Learning in Dynamic Portfolio Decisions *

Review of Finance ◽

10.1023/a:1009725805128 ◽

1998 ◽

Vol 1 (3) ◽

pp. 295-306 ◽

Cited By ~ 197

Author(s):

M. J. Brennan

Keyword(s):

Portfolio Decisions ◽

Dynamic Portfolio

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Jumps and Dynamic Portfolio Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.174028 ◽

1999 ◽

Cited By ~ 1

Author(s):

Liuren Wu

Keyword(s):

Portfolio Decisions ◽

Dynamic Portfolio

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Energy Transition, Asset Price Fluctuations, and Dynamic Portfolio Decisions

SSRN Electronic Journal ◽

10.2139/ssrn.3694955 ◽

2020 ◽

Author(s):

Willi Semmler

Keyword(s):

Asset Price ◽

Energy Transition ◽

Price Fluctuations ◽

Portfolio Decisions ◽

Dynamic Portfolio

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Option Introduction, Short Sale Constraints and the Speed of Stock Price Adjustment to Negative News

SSRN Electronic Journal ◽

10.2139/ssrn.1105235 ◽

2008 ◽

Author(s):

Blake Phillips

Keyword(s):

Stock Price ◽

Price Adjustment ◽

Short Sale Constraints ◽

Short Sale ◽

Negative News ◽

Stock Price Adjustment

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Short-Sale Constraints, Investor Structure and Liquidity Difference in Magnet Effect of Price Limit Rules: Theory and Evidence

SSRN Electronic Journal ◽

10.2139/ssrn.1362153 ◽

2009 ◽

Author(s):

Bo Liu

Keyword(s):

Price Limit ◽

Short Sale Constraints ◽

Short Sale ◽

Magnet Effect

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