Home bias and high turnover: Dynamic portfolio choice with incomplete markets

Journal of International Economics ◽

10.1016/j.jinteco.2009.06.006 ◽

2010 ◽

Vol 80 (1) ◽

pp. 113-128 ◽

Author(s):

Viktoria Hnatkovska

Keyword(s):

Portfolio Choice ◽

Incomplete Markets ◽

Home Bias ◽

High Turnover ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Home Bias and High Turnover: Dynamic Portfolio Choice with Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1266993 ◽

2008 ◽

Author(s):

Viktoria V. Hnatkovska

Keyword(s):

Portfolio Choice ◽

Incomplete Markets ◽

Home Bias ◽

High Turnover ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets

SSRN Electronic Journal ◽

10.2139/ssrn.3580735 ◽

2020 ◽

Author(s):

Chenxu Li ◽

Olivier Scaillet ◽

Yiwen Shen

Keyword(s):

Portfolio Choice ◽

Incomplete Markets ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Dynamic Portfolio Choice

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Optimal Dynamic Portfolio Choice in Incomplete Markets

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_5 ◽

2005 ◽

pp. 81-91

Keyword(s):

Portfolio Choice ◽

Incomplete Markets ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Dynamic Portfolio Choice

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Efficient Parallel Solution Methods for Dynamic Portfolio Choice Models in Discrete Time

SSRN Electronic Journal ◽

10.2139/ssrn.2665031 ◽

2015 ◽

Author(s):

Vanya Horneff ◽

Raimond Maurer ◽

Peter Schober

Keyword(s):

Portfolio Choice ◽

Discrete Time ◽

Choice Models ◽

Parallel Solution ◽

Solution Methods ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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The Liquidity Risk Premium Demanded by Large Investors: Dynamic Portfolio Choice with Stochastic Illiquidity

SSRN Electronic Journal ◽

10.2139/ssrn.2711718 ◽

2015 ◽

Author(s):

Joost Driessen ◽

Ran Xing

Keyword(s):

Portfolio Choice ◽

Risk Premium ◽

Liquidity Risk ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Dynamic Portfolio Choice: A Simulation Approach

SSRN Electronic Journal ◽

10.2139/ssrn.271188 ◽

2001 ◽

Author(s):

Michael W. Brandt ◽

Amit Goyal ◽

Pedro Santa-Clara

Keyword(s):

Portfolio Choice ◽

Simulation Approach ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Robust Dynamic Portfolio Choice Based on Out-Of-Sample Performance

SSRN Electronic Journal ◽

10.2139/ssrn.3434092 ◽

2019 ◽

Author(s):

Rainer Alexander Schüssler

Keyword(s):

Portfolio Choice ◽

Out Of Sample ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Generalized Euler Equation Errors for Discrete Time Dynamic Portfolio Choice Models

SSRN Electronic Journal ◽

10.2139/ssrn.3448482 ◽

2019 ◽

Author(s):

Yannick Dillschneider ◽

Raimond Maurer ◽

Peter Schober

Keyword(s):

Euler Equation ◽

Portfolio Choice ◽

Discrete Time ◽

Choice Models ◽

Time Dynamic ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Dynamic Portfolio Choice with Stochastic Wage and Life Insurance

North American Actuarial Journal ◽

10.1080/10920277.2015.1041987 ◽

2015 ◽

Vol 19 (4) ◽

pp. 256-272 ◽

Author(s):

Xudong Zeng ◽

Yuling Wang ◽

James M. Carson

Keyword(s):

Portfolio Choice ◽

Life Insurance ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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Optimal Dynamic Portfolio Choice in Complete Markets

Dynamic Asset Allocation with Forwards and Futures ◽

10.1007/0-387-24106-x_4 ◽

2005 ◽

pp. 59-79

Keyword(s):

Portfolio Choice ◽

Complete Markets ◽

Dynamic Portfolio ◽

Optimal Dynamic ◽

Dynamic Portfolio Choice

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