-
1
-
-
0000271564
-
The role of learning in dynamic portfolio decisions
-
Brennan, M.J., 1998. The role of learning in dynamic portfolio decisions, European Finance Review 1, 295-306.
-
(1998)
European Finance Review
, vol.1
, pp. 295-306
-
-
Brennan, M.J.1
-
2
-
-
0001362606
-
Stock return volatility and equity premium
-
Brennan, M.J., and Y. Xia., 2001. Stock return volatility and equity premium, Journal of Monetary Economics 47, 249-283.
-
(2001)
Journal of Monetary Economics
, vol.47
, pp. 249-283
-
-
Brennan, M.J.1
Xia, Y.2
-
3
-
-
0002720622
-
Optimal consumption and portfolio policies when asset prices follow a diffusion process
-
Cox, J.C., and C.-F. Huang., 1989. Optimal consumption and portfolio policies when asset prices follow a diffusion process, Journal of Economic Theory 49, 33-83.
-
(1989)
Journal of Economic Theory
, vol.49
, pp. 33-83
-
-
Cox, J.C.1
Huang, C.-F.2
-
4
-
-
84944835096
-
Asset pricing in a production economy with incomplete information
-
Detemple, J.B., 1986. Asset pricing in a production economy with incomplete information, Journal of Finance 41, 383-391.
-
(1986)
Journal of Finance
, vol.41
, pp. 383-391
-
-
Detemple, J.B.1
-
5
-
-
0009186749
-
Equilibrium interest rates and multiperiod bonds in a partially observable economy
-
Dothan, M.U., and D. Feldman., 1986. Equilibrium interest rates and multiperiod bonds in a partially observable economy, Journal of Finance 41, 369-382.
-
(1986)
Journal of Finance
, vol.41
, pp. 369-382
-
-
Dothan, M.U.1
Feldman, D.2
-
6
-
-
33847293126
-
Incomplete information equilibria: Separation theorems and other myths
-
forthcoming, Special Issue on “Financial Modeling
-
Feldman, D., 2005. Incomplete information equilibria: Separation theorems and other myths, forthcoming, Annals of Operations Research, Special Issue on “Financial Modeling.”
-
(2005)
Annals of Operations Research
-
-
Feldman, D.1
-
8
-
-
84944832936
-
Optimal portfolio choice under incomplete information
-
Gennotte, G., 1986. Optimal portfolio choice under incomplete information, Journal of Finance 41, 733-749.
-
(1986)
Journal of Finance
, vol.41
, pp. 733-749
-
-
Gennotte, G.1
-
11
-
-
0000100854
-
The role of intergenerational transfers in aggregate capital accumulation
-
Kotlikoff, L.J., and L.H. Summers., 1981. The role of intergenerational transfers in aggregate capital accumulation, Journal of Political Economy 89, 706-732.
-
(1981)
Journal of Political Economy
, vol.89
, pp. 706-732
-
-
Kotlikoff, L.J.1
Summers, L.H.2
-
14
-
-
34247236040
-
Portfolio selection in stochastic environments
-
forthcoming
-
Liu, J., 2006. Portfolio selection in stochastic environments, forthcoming, Review of Financial Studies.
-
(2006)
Review of Financial Studies
-
-
Liu, J.1
-
16
-
-
0000314740
-
Lifetime portfolio selection under uncertainty: The continuous-time case
-
Merton, R.C., 1969. Lifetime portfolio selection under uncertainty: The continuous-time case, The Review of Economics and Statistics 51, 247-257.
-
(1969)
The Review of Economics and Statistics
, vol.51
, pp. 247-257
-
-
Merton, R.C.1
-
17
-
-
85025724501
-
On estimating the expected return on the market: An explanatory investigation
-
Merton, R.C., 1980. On estimating the expected return on the market: An explanatory investigation, Journal of Financial Economics 8, 323-361.
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 323-361
-
-
Merton, R.C.1
-
19
-
-
0010649846
-
The relaxed investor and parameter uncertainty
-
Rogers, L.G.C., 2001. The relaxed investor and parameter uncertainty, Finance and Stochastics 5, 131-154.
-
(2001)
Finance and Stochastics
, vol.5
, pp. 131-154
-
-
Rogers, L.G.C.1
-
20
-
-
0004179594
-
-
Princeton University Press, Princeton)
-
Shiller, R.J., 2000. Irrational Exuberance (Princeton University Press, Princeton).
-
(2000)
Irrational Exuberance
-
-
Shiller, R.J.1
-
21
-
-
0007983127
-
How does information quality affect stock returns?
-
Veronesi, P., 2000. How does information quality affect stock returns? Journal of Finance 55, 807-837.
-
(2000)
Journal of Finance
, vol.55
, pp. 807-837
-
-
Veronesi, P.1
-
22
-
-
2942750299
-
Stock-market participation, intertemporal substitution, and risk-aversion
-
Vissing-Jørgensen, A., and O.P. Attanasio., 2003. Stock-market participation, intertemporal substitution, and risk-aversion, American Economic Review 93, 383-391.
-
(2003)
American Economic Review
, vol.93
, pp. 383-391
-
-
Vissing-Jørgensen, A.1
Attanasio, O.P.2
-
23
-
-
0000957317
-
Capital asset prices with heterogeneous beliefs
-
Williams, J.T., 1977. Capital asset prices with heterogeneous beliefs, Journal of Financial Economics 5, 219-239.
-
(1977)
Journal of Financial Economics
, vol.5
, pp. 219-239
-
-
Williams, J.T.1
|