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Strategic Asset Allocation and Intertemporal Hedging Demands: With Commodities as an Asset Class
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jedc.2005.04.001openalex-extracted
The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
inferredcites →https://doi.org/10.1016/j.jimonfin.2008.02.003openalex-extracted
Endogenous asymmetric information and international equity home bias: The effects of portfolio size and information costs
inferredcites →https://doi.org/10.1016/s0165-1889(97)00031-6openalex-extracted
Strategic asset allocation
inferredcites →https://doi.org/10.1016/s0304-405x(02)00231-3openalex-extracted
A multivariate model of strategic asset allocation
inferredcites →https://doi.org/10.1016/s0304-405x(99)00004-5openalex-extracted
Transaction costs and predictability: some utility cost calculations
inferredcites →https://doi.org/10.1093/rfs/15.4.1137openalex-extracted
International Asset Allocation With Regime Shifts
inferredcites →https://doi.org/10.1093/rfs/7.1.45openalex-extracted
Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium
inferredcites →https://doi.org/10.1111/0022-1082.00181openalex-extracted
Home Bias at Home: Local Equity Preference in Domestic Portfolios
inferredcites →https://doi.org/10.1111/0022-1082.00205openalex-extracted
Investing for the Long Run when Returns Are Predictable
inferredcites →https://doi.org/10.2307/1926560openalex-extracted
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
inferredcites →https://doi.org/10.2469/faj.v48.n3.26openalex-extracted
Diversification Returns and Asset Contributions
inferredcites →https://doi.org/10.2469/faj.v62.n2.4083openalex-extracted
Facts and Fantasies about Commodity Futures
inferredcites →https://doi.org/10.1016/s0304-405x(01)00074-5openalex-snapshot
Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictability
inferredcites →https://doi.org/10.1162/003355399556043openalex-snapshot
Consumption and Portfolio Decisions when Expected Returns are Time Varying
inferredcites →https://doi.org/10.1162/003465303765299837openalex-snapshot
Understanding the Equity Home Bias: Evidence from Survey Data
What points at this work
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inferred← citeshttps://doi.org/10.2139/ssrn.1928620openalex-extracted
Strategic Commodity Allocation and The Theory of Storage
inferred← citeshttps://doi.org/10.1016/j.physa.2018.04.004openalex-snapshot
Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data
inferred← citeshttps://doi.org/10.1080/14697688.2014.951386openalex-snapshot
Strategic commodity allocation
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