현상
포트폴리오 선택
16편 · 2020 1편, 2021 6편, 2024 2편, 2025 1편, 2026 1편
- Learning to Optimally Stop Diffusion Processes, with Financial Applications
- Inflation, Money Demand, and Portfolio Choice
- Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing
- Salient Cues and Complexity
- Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances
- Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case
- Justifying Mean-Variance Portfolio Selection when Asset Returns Are Skewed
- Portfolio Choices with Many Big Models
- Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors
- Revisiting Ellsberg’s and Machina’s Paradoxes: A Two-Stage Evaluation Model Under Ambiguity
- Tail Risk and Robust Portfolio Decisions
- Do Politicians “Put Their Money Where Their Mouth Is?” Ideology and Portfolio Choice
- Ambiguity Preferences and Portfolio Choices: Evidence from the Field
- Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching
- Portfolio Tax Trading with Carryover Losses
- Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous