3 results
Risk Aversion in a Dynamic Asset Allocation Experiment
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 5 / October 2019
- Published online by Cambridge University Press:
- 19 September 2018, pp. 2209-2232
- Print publication:
- October 2019
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Labor Income, Relative Wealth Concerns, and the Cross Section of Stock Returns
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 51 / Issue 4 / August 2016
- Published online by Cambridge University Press:
- 01 November 2016, pp. 1111-1133
- Print publication:
- August 2016
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Monte Carlo Valuation of American Options through Computation of the Optimal Exercise Frontier
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 39 / Issue 2 / June 2004
- Published online by Cambridge University Press:
- 06 April 2009, pp. 253-275
- Print publication:
- June 2004
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