Continuously Rebalanced Investment Strategies
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- Hens, Thorsten & Schenk-Hoppe, Klaus Reiner, 2006.
"Markets do not select for a liquidity preference as behavior towards risk,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(2), pages 279-292, February.
- Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½, "undated". "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," IEW - Working Papers 139, Institute for Empirical Research in Economics - University of Zurich.
- Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2002. "Markets Do Not Select For a Liquidity Preference as Behavior Towards Risk," Discussion Papers 02-18, University of Copenhagen. Department of Economics.
- Thorsten Hens & Klaus Reiner Schenk-Hoppé & Martin Stalder, 2002.
"An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index,"
Swiss Journal of Economics and Statistics (SJES),
Swiss Society of Economics and Statistics (SSES), vol. 138(IV), pages 465-487, December.
- Thorsten Hens & Klaus Reiner Schenk-Hoppï¿½ & Martin Stalder, "undated". "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
- Hans-Werner Sinn, 2003.
"Weber's Law and the Biological Evolution of Risk Preferences: The Selective Dominance of the Logarithmic Utility Function, 2002 Geneva Risk Lecture,"
The Geneva Risk and Insurance Review,
Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 28(2), pages 87-100, December.
- Sinn, Hans-Werner, 2003. "Weber’s law and the biological evolution of risk preferences: The selective dominance of the logarithmic utility function, 2002 Geneva risk lecture," Munich Reprints in Economics 19612, University of Munich, Department of Economics.
- MacLean, Leonard C. & Sanegre, Rafael & Zhao, Yonggan & Ziemba, William T., 2004. "Capital growth with security," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 937-954, February.
- Napat Rujeerapaiboon & Daniel Kuhn & Wolfram Wiesemann, 2016. "Robust Growth-Optimal Portfolios," Management Science, INFORMS, vol. 62(7), pages 2090-2109, July.
- Moshe Arye Milevsky & Steven Posner, 1998. "A theoretical investigation of randomized asset allocation strategies," Applied Mathematical Finance, Taylor & Francis Journals, vol. 5(2), pages 117-130.
- repec:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0621-5 is not listed on IDEAS
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