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DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation 智库出版物
2018
作者:  Pierre collin-dufresne
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Dynamic portfolio choice  Transaction costs  stochastic volatility  Price impact  Risk-parity  Mean-variance  
DP7392 Dynamic Trading with Predictable Returns and Transaction Costs 智库出版物
2009
作者:  Lasse Heje Pedersen;  Nicolae Bogdan Garleanu
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Dynamic trading  Portfolio choice  Predictability  Transaction costs  
DP7267 Assessing agglomeration economies in a spatial framework with endogenous regressors 智库出版物
2009
作者:  Michael Artis;  Rosina Moreno;  Ernest Miguelez
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Dynamic programming  Incomplete markets  Mean-variance analysis  Multi-period portfolio choice  Stochastic investment opportunities  Time-consistency  
DP4971 Reforming the Formula: A Modest Proposal for Introducing Development Outcomes in IDA Allocation Procedures 智库出版物
2005
作者:  Ravi Kanbur
收藏  |  浏览/下载:5/0  |  提交时间:2022/09/22
Long-horizon investing  Dynamic portfolio choice  Intertemporal hedging  stochastic volatility  Spectral gmm  Recursive utility