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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：2/0 | 提交时间：2022/09/22
Dynamic portfolio choice Transaction costs stochastic volatility Price impact Risk-parity Mean-variance |
| DP9838 Revenue Tariff Reform 智库出版物
2014
作者: Peter Neary; James E Anderson
收藏 | 浏览/下载：1/0 | 提交时间：2022/09/22
Generalized mean and variance of tariffs Piecemeal policy reform Tariff revenue Trade policy reform |
| DP7686 Improving Portfolio Selection Using Option-Implied Volatility and Skewness 智库出版物
2010
作者: Victor DeMiguel; Yuliya Plyakha; Grigory Vilkov
收藏 | 浏览/下载：4/0 | 提交时间：2022/09/22
Mean-variance Option-implied skewness Option-implied volatility Portfolio optimization Variance risk premium |
| 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 |
| A load factor based mean-variance analysis for fuel diversification. 智库出版物
2009
作者: Gotham, Douglas; Muthuraman, Kumar; Preckel, Paul; Rardin, Ronald; Ruangpattana, Suriya
收藏 | 浏览/下载：3/0 | 提交时间：2020/06/19
Fuel diversity Mean variance Fuel selection Energy risk management Portfolio choice |
| Applying Load Factors to the Mean-Variance Analysis for Fuel Diversification. 智库出版物
2008
作者: Ruangpattana, Suriya; Gotham, Douglas J; Muthuraman, Kumar; Preckel, Paul V; Rardin, Ronald L
收藏 | 浏览/下载：4/0 | 提交时间：2020/06/19
Indiana fuel diversification fuel selection long-term electricity generation mean-variance portfolio analysis electricity supply industry fuel economy power generation economics risk management |
| DP6546 When Does FDI Have Positive Spillovers? Evidence from 17 Emerging Market Economies 智库出版物
2007
作者: Jan Svejnar; Katherine Terrell; Yuriy Gorodnichenko
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Mean-variance Risk Risk-return paradox Skewness |
| DP6170 Sin City? 智库出版物
2007
作者: Coen N. Teulings; Pieter A. Gautier; Michael Svarer
收藏 | 浏览/下载：1/0 | 提交时间：2022/09/22
Mean-variance Model uncertainty Portfolio choice |
| DP4972 Bertrand Equilibria and Sharing Rules 智库出版物
2005
作者: Steffen Hoernig
收藏 | 浏览/下载：2/0 | 提交时间：2022/09/22
Risk-return tradeoff Mean-variance analysis Long-horizon investing Vector autoregression |
| DP4762 Strong Contagion with Weak Spillovers 智库出版物
2004
作者: Martin Ellison; Liam Graham; Jouko Vilmunen
收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Variance ratio Mean reversion Persistence |
