ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Dynamic Asset Allocation With Event Risk
Mapping Intimacies
◽
10.3386/w9103
◽
2002
◽
Cited By ~ 12
Author(s):
Jun Liu
◽
Francis Longstaff
◽
Jun Pan
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
◽
Event Risk
Download Full-text
Related Documents
Cited By
References
Dynamic asset allocation with event risk, transaction costs and predictable returns
Mathematics and Financial Economics
◽
10.1007/s11579-018-0216-5
◽
2018
◽
Vol 12
(4)
◽
pp. 561-587
Author(s):
Jean-Guy Simonato
Keyword(s):
Transaction Costs
◽
Asset Allocation
◽
Dynamic Asset Allocation
◽
Event Risk
◽
Predictable Returns
Download Full-text
Dynamic Asset Allocation With Event Risk, Transaction Costs and Predictable Returns
SSRN Electronic Journal
◽
10.2139/ssrn.3164908
◽
2018
◽
Author(s):
Jean-Guy Simonato
Keyword(s):
Transaction Costs
◽
Asset Allocation
◽
Dynamic Asset Allocation
◽
Event Risk
◽
Predictable Returns
Download Full-text
Dynamic Asset Allocation with Event Risk
The Journal of Finance
◽
10.1111/1540-6261.00523
◽
2003
◽
Vol 58
(1)
◽
pp. 231-259
◽
Cited By ~ 250
Author(s):
Jun Liu
◽
Francis A. Longstaff
◽
Jun Pan
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
◽
Event Risk
Download Full-text
Dynamic Asset Allocation
ICFA Continuing Education Series
◽
10.2469/cp.v1987.n1.12
◽
1987
◽
Vol 1987
(1)
◽
pp. 82-85, 93
Author(s):
H. Gifford Fong
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
Download Full-text
The Power of Dynamic Asset Allocation
CFA Digest
◽
10.2469/dig.v44.n9.24
◽
2014
◽
Vol 44
(9)
◽
Author(s):
Neeti Goyal
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
Download Full-text
Dynamic Asset Allocation for Stocks, Bonds, and Cash
CFA Digest
◽
10.2469/dig.v34.n1.1432
◽
2004
◽
Vol 34
(1)
◽
pp. 69-70
Author(s):
Brian A. Maris
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
Download Full-text
Infrastructure Investments: New Evidence from Dynamic Asset Allocation
SSRN Electronic Journal
◽
10.2139/ssrn.1903662
◽
2011
◽
Author(s):
Tobias Dechant
◽
Konrad Finkenzeller
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
◽
Infrastructure Investments
◽
New Evidence
Download Full-text
Dynamic Asset Allocation with Learning
SSRN Electronic Journal
◽
10.2139/ssrn.1966665
◽
2011
◽
Author(s):
Jerry Tsai
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
Download Full-text
Target-Seeking Portfolio Decompositions and Dynamic Asset Allocation
SSRN Electronic Journal
◽
10.2139/ssrn.2223788
◽
2013
◽
Author(s):
Xin Xu
Keyword(s):
Asset Allocation
◽
Dynamic Asset Allocation
Download Full-text
Dynamic Asset Allocation Under VAR Constraint with Stochastic Interest Rates
SSRN Electronic Journal
◽
10.2139/ssrn.2324172
◽
2008
◽
Author(s):
Donatien Hainaut
Keyword(s):
Interest Rates
◽
Asset Allocation
◽
Stochastic Interest Rates
◽
Dynamic Asset Allocation
◽
Stochastic Interest
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close