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Debiased Expert Forecasts in Continuous Time Asset Allocation
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Debiased Expert Forecasts in Continuous Time Asset Allocation (2015)Debiased Expert Forecasts in Continuous T…Malliavin Calculus for Lévy Processes with Applications to Finance (2008)Malliavin Calculus for Lévy P…Risk and Asset Allocation (2005)Risk and Asset AllocationBeyond greed and fear: understanding behavioral finance and the psychology of investing (2003)Beyond greed and fear: unders…Beyond Greed and Fear (2002)Beyond Greed and FearLearning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation (2001)Learning about Predictability…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Overconfidence: It Depends on How, What, and Whom You Ask (1999)Overconfidence: It Depends on…The Role of Learning in Dynamic Portfolio Decisions (1998)The Role of Learning in Dynam…THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications) (1997)THE MALLIAVIN CALCULUS AND RE…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Global Portfolio Optimization (1992)Global Portfolio OptimizationUniversal Portfolios (1991)Universal PortfoliosOptimal Stopping and the American Put (1991)Optimal Stopping and the Amer…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)On the psychology of prediction. (1973)Judgment Under Uncertainty: Heuristics and Biases. (1984)The case for motivated reasoning. (1990)Knowledge Calibration: What Consumers Know and What They Think They Know (2000)Individual differences in adult decision-making competence. (2007)Entrepreneurs' Optimism And New Venture Performance: A Social Cognitive Perspective (2009)Portfolio Selection (1952)PORTFOLIO SELECTION* (1952)Essays in the Theory of Risk-Bearing. (1972)A desicion-theoretic generalization of on-line learning and an application to boosting (1995)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Bandit Algorithms (2020)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Prospect Theory: An Analysis of Decision under Risk (1979)Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Retrospective Voting Reconsidered (2013)From Efficient Markets Theory to Behavioral Finance (2003)An Engine, Not a Camera (2006)Corporate social responsibility and firm performance: Investor preferences and corporate strategies (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Does the Stock Market Overreact? (1985)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Multifactor Explanations of Asset Pricing Anomalies (1996)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Backward Stochastic Differential Equations in Finance (1997)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Multidimensional Stochastic Processes as Rough Paths (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,341 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,598 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,698 cited
  • 1992Global Portfolio Optimization1,846 cited
  • 1999Overconfidence: It Depends on How, What, and Whom You Ask786 cited
  • 2003Beyond greed and fear: understanding behavioral finance and the psychology of investing774 cited
  • 1991Universal Portfolios581 cited
  • 2002Beyond Greed and Fear541 cited
  • 1997THE MALLIAVIN CALCULUS AND RELATED TOPICS (Probability and its Applications)536 cited
  • 1991Optimal Stopping and the American Put513 cited
  • 2008Malliavin Calculus for Lévy Processes with Applications to Finance459 cited
  • 2001Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation450 cited
  • 2005Risk and Asset Allocation399 cited
  • 1998The Role of Learning in Dynamic Portfolio Decisions389 cited
  • 2001

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Investor Psychology and Asset Pricing
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