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1. Portfolio Choice with High Frequency Data: CRRA Preferences and the Liquidity Effect. (2016). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
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2. Portfolio choice with stochastic interest rates and learning about stock return predictability. (2016). Escobar Anel, Marcos ; Ferrando, Sebastian ; Rubtsov, Alexey.
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3. A review of behavioural and management effects in mutual fund performance. (2016). O'Sullivan, Niall ; Cuthbertson, Keith ; Nitzsche, Dirk.
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4. Conditional portfolio allocation: Does aggregate market liquidity matter?. (2016). Bazgour, Tarik ; Sougne, Danielle ; Heuchenne, Cedric.
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5. Effectiveness of a Cluster of Determinants to Increase Economic Growth Rate: A Combined Statistical Criteria Approach. (2016). Lean, Hooi Hooi ; Lim, Hockeam ; Yip, Chee Yin.
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6. Long-term optimal portfolio allocation under dynamic horizon-specific risk aversion. (2016). Olmo, Jose ; Gonzalo, Jesus.
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7. A Multiple-Goal Investment Strategy for Sovereign Wealth Funds: An Application to China. (2015). zhang, zhuang ; Woo, Wing Thye ; Xie, LI.
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8. Portfolio Management With Higher Moments: The Cardinality Impact. (2015). Sebastião, Helder ; Godinho, Pedro ; Brito, Rui ; Sebastio, Helder.
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9. Generalized risk premia. (2015). Schneider, Paul.
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10. A semiparametric conditional capital asset pricing model. (2015). Ren, Yu ; CAI, ZONGWU ; Yang, Bingduo.
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11. Dynamic copula models and high frequency data. (2015). Patton, Andrew ; De Lira Salvatierra, Irving, .
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12. Discrete-time behavioral portfolio selection under cumulative prospect theory. (2015). Shi, Yun ; Cui, Xiangyu ; Li, Duan.
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13. Ambiguity and Reality. (2014). Wrampelmeyer, Jan ; Trojani, Fabio ; Wiehenkamp, Christian .
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14. Validation of the Merton Distance to the Default Model under Ambiguity. (2014). So, Leh-chyan ; Chen, Wei-Ling.
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15. Optimal currency carry trade strategies. (2014). Olmo, Jose ; Laborda, Ricardo.
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16. Forecasting stock returns under economic constraints. (2014). Valkanov, Rossen ; Pettenuzzo, Davide ; Timmermann, Allan.
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17. Dynamic factor multivariate GARCH model. (2014). Santos, Andre ; Moura, Guilherme ; Santos, Andre A. P., .
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18. Some Recent Developments in Nonparametric Finance. (2013). CAI, ZONGWU ; Hong, Yongmiao.
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19. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation. (2013). Hong, Yongmiao ; Tu, Jun ; Zhou, Guofu.
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20. Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models. (2013). Caporin, Massimiliano ; Asai, Manabu ; McAleer, Michael.
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21. The performance of model based option trading strategies. (2013). Eraker, Bjorn.
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22. Forecasting Stock Returns. (2013). Zhou, Guofu ; Rapach, David.
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23. Forecasting Stock Returns under Economic Constraints. (2013). Valkanov, Rossen ; Pettenuzzo, Davide ; Timmermann, Allan G.
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24. Long-Term versus Short-Term Contingencies in Asset Allocation. (2012). Lucas, Andre ; Botshekan, Mahmoud.
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25. Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns. (2010). Roussanov, Nikolai.
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26. 1/N and Long Run Optimal Portfolios: Results for Mixed Asset Menus. (2010). Nicodano, Giovanna ; Guidolin, Massimo ; Fugazza, Carolina.
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27. Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu.
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28. Momentum and Mean Reversion in Strategic Asset Allocation. (2009). koijen, ralph ; Ralph S. J. Koijen, ; Rodriguez, Juan Carlos ; Sbuelz, Alessandro.
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29. The Myth of Long-Horizon Predictability. (2008). Whitelaw, Robert F..
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31. Does Stock Return Predictability Imply Improved Asset Allocation and Performance? Evidence from the U.S. Stock Market (1954–2002). (2006). Handa, Puneet .
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32. Is Time-Series-Based Predictability Evident in Real Time?. (2006). Gulen, Huseyin ; COOPER, MICHAEL.
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33. Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric.
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34. Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns. (2005). Valkanov, Rossen ; Santa-Clara, Pedro ; Brandt, Michael W.
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35. 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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36. 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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38. One for the Gain, Three for the Loss. (2004). Anderson, Anders E. S., .
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39. Dynamic Portfolio Selection by Augmenting the Asset Space. (2004). Santa-Clara, Pedro ; Brandt, Michael W..
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40. Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors. (2003). Wachter, Jessica ; Sangvinatsos, Antonios.
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43. Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio. (2003). Robotti, Cesare.
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44. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
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45. Foreign Currency for Long-Term Investors. (2002). Viceira, Luis ; Campbell, John ; White, Joshua S..
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