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DP17042 Strategic Asset Allocation under Peer Group Benchmarks 智库出版物
2022
作者:  Herve Roche;  Nicolas Sahuguet
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Strategic portfolio allocation  Incentive fees  Managed fund industry  Tournaments  Peer-comparison benchmarks  
DP14096 Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings 智库出版物
2019
作者:  Harry Huizinga;  Maximilian Todtenhaupt;  Johannes Voget;  Wolf Wagner
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Asset allocation  Capital income taxation  Foreign portfolio investment  
DP13019 Tactical Target Date Funds 智库出版物
2018
作者:  Francisco Gomes;  Alexander Michaelides
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Target date funds  Life cycle portfolio choice  Retirement savings  Variance risk premium  Strategic asset allocation  Tactical asset allocation  Market timing  
DP11983 Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns 智库出版物
2017
作者:  Philippe Bacchetta;  Eric van Wincoop
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Gradual portfolio adjustment  International portfolio allocation  Predictable excess returns  
DP11056 Skewness Seeking in a Dynamic Portfolio Choice Experiment 智库出版物
2016
作者:  Juan Carrillo;  Isabelle Brocas
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Laboratory experiment  Portfolio allocation  Skewed asset  Relative performance  
DP10332 Risk Aversion in a Dynamic Asset Allocation Experiment 智库出版物
2015
作者:  Juan Carrillo;  Isabelle Brocas
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Crra  Hara  Laboratory experiments  Portfolio allocation  Risk aversion  
DP10188 The Elephant in the Ground: Managing Oil and Sovereign Wealth 智库出版物
2014
作者:  Frederick van der Ploeg;  Samuel Wills
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Oil  Portfolio allocation  Sovereign wealth fund  Leverage  Hedging  Optimal extraction  
Risk Allocation under Liquidity Constraints 智库出版物
2014
作者:  Péter Csóka;  P. Jean-Jacques Herings
JPEG(71Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2019/06/14
Market Microstructure  Coherent Measures of Risk  Market Liquidity  Portfolio Performance Evaluation  Risk Capital Allocation  Totally Balanced Games  
DP9691 Asset Market Participation and Portfolio Choice over the Life Cycle 智库出版物
2013
作者:  Luigi Guiso;  Charles Gottlieb;  Andreas Fagereng
收藏  |  浏览/下载:0/0  |  提交时间:2022/09/22
Portfolio rebalancing  Asset allocation  Asset market participation  Life cycle  Portfolio choice  
DP8957 Euro Area Money Demand and International Portfolio Allocation: A Contribution to Assessing Risks to Price Stability 智库出版物
2012
作者:  Carlo A. Favero;  Barbara Roffia
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Euro area money demand  Inflation forecasts  monetary policy  Portfolio allocation