| Title | Other author(s) | |
|---|---|---|
On Portfolio Separation Theorems with Heterogeneous Beliefs and Attitudes towards RiskBank of Canada Working papers [View] (Paper: 2008-16, 14.05.2008) |
||
Implications of Asymmetry Risk for Portfolio Analysis and Asset PricingBank of Canada Working papers [View] (Paper: 2007-47, 22.08.2007) |
||
State Dependence in Fundamentals and Preferences Explains Risk-Aversion PuzzleBank of Canada Working papers [View] (Paper: 2005-09, 08.04.2005) |
||
The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order MomentsBank of Canada Working papers [View] (Paper: 2005-02, 10.02.2005) |
