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Strategic asset allocation with distorted beliefs
Chung, San-Lin, Hung, Mao-Wei, Wei, Tzu-Wen, Yeh, Chung-Ying
Published in International review of economics & finance (01.01.2024)
Published in International review of economics & finance (01.01.2024)
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Journal Article
Optimal asset allocation subject to withdrawal risk and solvency constraints
Cousin, Areski, Jiao, Ying, Robert, Christian Yann, Zerbib, Olivier David
Published in Risks (Basel) (01.01.2022)
Published in Risks (Basel) (01.01.2022)
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Journal Article
Bank strategic asset allocation under a unified risk measure
Júdice, Pedro, Pinto, Luís, Santos, José Luís
Published in Expert systems with applications (15.12.2021)
Published in Expert systems with applications (15.12.2021)
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Journal Article
Total Portfolio Factor, Not Just Asset, Allocation
Bass, Robert, Gladstone, Scott, Ang, Andrew
Published in Journal of portfolio management (01.01.2017)
Published in Journal of portfolio management (01.01.2017)
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Journal Article
Risk Aversion in a Dynamic Asset Allocation Experiment
Brocas, Isabelle, Carrillo, Juan D., Giga, Aleksandar, Zapatero, Fernando
Published in Journal of financial and quantitative analysis (01.10.2019)
Published in Journal of financial and quantitative analysis (01.10.2019)
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Journal Article
The Impact of Climate Change Risk on Long-Term Asset Allocation
Bertrand, Jean-Charles, Coqueret, Guillaume, McLoughlin, Nicholas, Mesnard, Stéphane
Published in Journal of portfolio management (29.02.2024)
Published in Journal of portfolio management (29.02.2024)
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Journal Article
How Does the Deferral of a Distortive Tax Affect Overproduction and Asset Allocation?
Blaufus, Kay, Fochmann, Nadja, Hundsdoerfer, Jochen, Milde, Michael
Published in The European accounting review (20.10.2023)
Published in The European accounting review (20.10.2023)
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Journal Article
Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds
Moutanabbir, Khouzeima, Noureldin, Diaa
Published in International review of economics & finance (01.09.2020)
Published in International review of economics & finance (01.09.2020)
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Journal Article