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Volume 1 / 1988 - Volume 39 / 2012
Advances in Asset Pricing and Dynamic Portfolio Decisions
Guest Editor: Willi Semmler
229-232
Introduction
Willi Semmler
233-265
Original Paper
Asset pricing with dynamic programming
Lars Grüne and Willi Semmler
267-281
Computational aspects of prospect theory with asset pricing applications
Enrico De Giorgi, Thorsten Hens and János Mayer
283-312
Approximation of jump diffusions in finance and economics
Nicola Bruti-Liberati and Eckhard Platen
313-331
Prices are macro-observables! Stylized facts from evolutionary finance
S. Reimann and A. Tupak
333-354
Portfolio optimization when risk factors are conditionally varying and heavy tailed
Toker Doganoglu, Christoph Hartz and Stefan Mittnik
355-367
Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?
Jules H. van Binsbergen and Michael W. Brandt
369-381
Strategic asset allocation and market timing: a reinforcement learning approach
Thorsten Hens and Peter Wöhrmann
383-418
Orginal Paper
Intertemporal asset allocation when the underlying factors are unobservable
Carl Chiarella, Chih-Ying Hsiao and Willi Semmler
419
Erratum
A Computer Algebra Primer and Homework Exercises for use in an Intermediate Macroeconomics Course – A Student/Teacher Collaboration
Luke Olson, Max Jerrell and Ryder Deloloye
421
Individual and Social Learning
Nobuyuki Hanaki
423
The KPSS Test with Outliers
Jesús Otero and Jeremy Smith
425
Extracting Information from Spot Interest Rates and Credit Ratings using Double Higher-Order Hidden Markov Models
Tak-Kuen Siu, Wai-Ki Ching, Eric S. Fung and Michael K. Ng
427
Discrete Working Time Choice in an Applied General Equilibrium Model
Stefan Boeters, Michael Feil and Nicole Gürtzgen
429
Numerical Inversion Methods for Computing Approximate p -Values
Hiroyuki Kawakatsu
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