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2. The equally weighted portfolio still remains a challenging benchmark. (2024). Uberti, Pierpaolo ; Gelmini, Matteo.
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3. Constrained portfolio strategies in a regime-switching economy. (2023). Lewin, Marcelo ; Campani, Carlos Heitor.
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4. A general approach to smooth and convex portfolio optimization using lower partial moments. (2021). Li, Yong ; Huang, Jinbo ; Humphrey, Jacquelyn E ; Yao, Haixiang.
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5. A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Polak, Pawe ; Walker, Patrick S ; Paolella, Marc S.
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6. Optimal portfolio strategies in the presence of regimes in asset returns. (2021). Garcia, René ; Lewin, Marcelo ; Campani, Carlos Heitor.
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7. Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market. (2021). Sen, Jaydip ; Mehtab, Sidra.
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8. On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets. (2018). Pinar, Mustafa ; Pa, Burak A.
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9. The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S.
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10. Forecasting Value-at-Risk under Different Distributional Assumptions. (2016). Scholtes, Nicolas ; Braione, Manuela.
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11. A Reporting Standard for Defined Contribution Pension Plans. (2014). Nicodano, Giovanna ; de Van, Kees ; Mens, Herialt ; Fano, Daniele .
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1. Perpetual learning and stock return predictability. (2013). Zhu, Xiaoneng.
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2. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom.
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3. Inflation hedging portfolios in different regimes. (2011). Signori, Ombretta ; Briere, Marie.
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4. Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation. (2009). Skoulakis, Georgios.
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5. Small caps in international equity portfolios: the effects of variance risk. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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6. What Explains Household Stock Holdings?. (2006). Shum, Pauline ; Faig, Miquel.
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7. Optimal Decentralized Investment Management. (2006). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W..
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8. Dynamic asset allocation and latent variables. (2006). Sorensen, Carsten ; Trolle, Anders Bjerre.
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9. Investing for the long-run in European real estate. (2006). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
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10. Asset allocation under multivariate regime switching. (2006). Guidolin, Massimo ; Timmerman, Allan.
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11. Return Predictability and the Implied Intertemporal Hedging Demands for Stocks and Bonds: International Evidence. (2005). Wohar, Mark ; Rapach, David E..
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12. Learning Under Ambiguity. (2005). Schneider, Martin ; Epstein, Larry.
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13. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
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14. Mutual Fund Performance: Skill Or Luck?. (2005). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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15. Solving General Equilibrium Models with Incomplete Markets and Many Assets. (2005). Hnatkovska, Viktoria ; Evans, Martin ; Martin D. D. Evans, .
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16. Modelling the MIB30 implied volatility surface. Does market efficiency matter?. (2005). Guidolin, Massimo ; Cassesse, Gianluca.
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17. Size and value anomalies under regime shifts. (2005). Guidolin, Massimo ; Timmerman, Allan.
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18. Optimal portfolio choice under regime switching, skew and kurtosis preferences. (2005). Guidolin, Massimo ; Timmerman, Allan.
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19. An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns. (2005). Guidolin, Massimo ; Timmerman, Allan.
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20. Rational Inattention: A Solution to the Forward Discount Puzzle. (2005). van Wincoop, Eric ; Bacchetta, Philippe.
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21. Explaining The Equity Risk Premium. (2005). Minford, A. Patrick ; Lungu, Laurian.
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22. The Term Structure of the Risk-Return Tradeoff. (2005). Viceira, Luis ; Campbell, John.
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23. Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (2005). Viceira, Luis ; Chacko, George.
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24. Optimal Portfolio Management for Individual Pension Plans. (2005). Gollier, Christian.
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25. Optimal Convergence Trading. (2004). Kargin, Vladislav.
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26. Labor Income Dynamics at Business-Cycle Frequencies: Implications for Portfolio Choice. (2004). Tan, Sinan ; Lynch, Anthony W..
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27. Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns. (2004). Valkanov, Rossen ; Santa-Clara, Pedro ; Brandt, Michael W..
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28. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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29. A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability. (2004). Santa-Clara, Pedro ; Goyal, Amit ; Brandt, Michael W. ; Storud, Jonathan.
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30. One for the Gain, Three for the Loss. (2004). Anderson, Anders E. S., .
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31. Optimum Consumption and Portfolio Allocations under Incomplete Information. (2004). Roche, Herve.
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32. Uncertainty in Second Moments: Implications for Portfolio Allocation. (2004). Cho, David Daewhan.
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33. Uncertainty in Second Moments: Implications for Portfolio Allocation. (2004). Cho, David Daewhan.
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34. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors. (2003). Wachter, Jessica ; Sangvinatsos, Antonios.
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35. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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36. Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes. (2003). Rindisbacher, Marcel ; Garcia, René ; Detemple, Jerome.
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37. Predicting the Equity Premium With Dividend Ratios. (2002). welch, ivo ; Goyal, Amit.
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38. Dynamic Portfolio Selection: The Relevance of Switching Regimes and Investment Horizon. (2002). Nilsson, Birger ; Graflund, Andreas .
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39. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Josh S..
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40. The National Pensions Reserve Fund: Pitfalls and Opportunities. (2001). Lane, Philip.
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41. Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield. (2001). Shanken, Jay ; Tamayo, Ane.
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42. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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43. Portfolio allocation in transition economies. (2001). Rockinger, Michael ; Jondeau, Eric.
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44. A Multivariate Model of Strategic Asset Allocation. (2001). Viceira, Luis ; Campbell, John ; Chan, Yeung Lewis .
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45. Who Should Buy Long-Term Bonds?. (2001). Viceira, Luis ; Campbell, John.
    In: American Economic Review.
    RePEc:aea:aecrev:v:91:y:2001:i:1:p:99-127.

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46. Designing Social Security – A Portfolio Choice Approach. (2000). Matsen, Egil ; Thogersen, ystein .
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47. Where Does State Street Lead? A First Look at Finance Patents, 1971-2000. (2000). Lerner, Josh.
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48. Why Stocks May Disappoint. (2000). LIU, JUN ; Bekaert, Geert ; Ang, Andrew.
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49. Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:15:y:2000:i:6:p:671-696.

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50. Econometric applications of maxmin expected utility. (2000). Chamberlain, Gary.
    In: Journal of Applied Econometrics.
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