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Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market

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Philip H. Dybvig

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Article provided by Oxford University Press for Society for Financial Studies in its journal Review of Financial Studies.

Volume (Year): 1 (1988)
Issue (Month): 1 ()
Pages: 67-88
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Handle: RePEc:oup:rfinst:v:1:y:1988:i:1:p:67-88

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  1. Elyès Jouini & Clotilde Napp, 2004. "Conditional comonotonicity," Decisions in Economics and Finance, Springer, vol. 27(2), pages 153-166, December. [Downloadable!] (restricted)
    Other versions:
  2. Dert, Cees & Oldenkamp, Bart, 1997. "Optimal guaranteed return portfolios and the casino effect," Serie Research Memoranda 0025, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  3. Abdelhamid Bizid & Elyès Jouini, 2005. "Equilibrium Pricing in Incomplete Markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00176484_v1, HAL. [Downloadable!]
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  4. Lucas, Andr‚ & Dert, Cees L., 1998. "On the inefficiency of portfolio insurance and caveats to the mean/downside-risk framework," Serie Research Memoranda 0057, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  5. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York. [Downloadable!]
  6. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers 2007:12, Lund University, Department of Economics. [Downloadable!]
  7. Philip H. Dybvig & Jaime F. Zender, 1988. "Capital Structure and dividend Irrelevance with Asymmetric Information," Cowles Foundation Discussion Papers 878, Cowles Foundation, Yale University. [Downloadable!]
    Other versions:
  8. Gollier, Christian, 2007. "Optimal expectations with complete markets," IDEI Working Papers 463, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  9. Elyès Jouini, 2003. "Market imperfections , equilibrium and arbitrage," Post-Print halshs-00167131_v1, HAL. [Downloadable!]
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  10. Lawrence R. Glosten & Ravi Jagannathan, 1993. "A contingent claim approach to performance evaluation," Staff Report 159, Federal Reserve Bank of Minneapolis. [Downloadable!]
    Other versions:
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