Funder
National Research Foundation of Korea
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
Reference40 articles.
1. Abel, B.: Asset prices under habit formation and catching upwith the Joneses. Am. Econ. Rev. 80(2), 38–42 (1990)
2. Ahn, S., Choi, K., Lim, B.: Optimal consumption and investment under time-varying liquidity constraints. J. Financ. Quant. Anal. 54, 1643–1681 (2019)
3. Amal, M., Zervos, M.: A model for reversible investment capacity expansion. SIAM J. Control Optim. 46(3), 839–876 (2007)
4. Bansal, R., Kiku, D., Yaron, A.: An empirical evaluation of the long-run risks model for asset prices. Crit. Finance Rev. 1, 183–221 (2012)
5. Calvet, L., Campbell, J., Sodini, P.: Fight or flight? Portfolio rebalancing by individual investors. Q. J. Econ. 124, 301–348 (2009)
Cited by
11 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献