via Real Collegio 30
Moncalieri, Torino 10024
University of Turin - Department of Economics and Statistics
Collegio Carlo Alberto
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capital structure, insolvency risk, pyramidal groups, protection of minority shareholders, asset partitioning
Power index, Control rents, Ownership structure, Acquisitions, Market for corporate control
Venture Capital, Capital Gains Tax, Public R&D Expenditure, Barriers to Entrepreneurship, Stock Markets, Public Policy
Privatization, Financial Market Development
intertemporal portfolio choice, return predictability, co-skewness and co-kurtosis, international portfolio diversification
Intertemporal portfolio choice, Return predictability, Co-skewness and co-kurtosis, International portfolio diversification
equally weighted portfolios, long investment horizon, real-time strategic asset allocation, public real estate vehicles, ex post performance, predictability, parameter uncertainty
Optimal asset allocation, Real estate, Predictability, Parameter uncertainty
real time asset allocation, real estate, ex post performance, predictability, parameter uncertainty
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: reec.
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information trading, share repurchases, liquidity, disclosure
G18, G14, D82, K22
optimal asset allocation, real estate, predictability, parameter uncertainty
credit risk, default risk, structural models, optimal leverage, zero leverage, ownership structure, parent-subsidiary
holding, subsidiary, groups, guarantees, debt, taxes, bankruptcy costs, limited liability, capital structure
Optimal asset allocation, Real estate, Parameter uncertainty, Out-of-sample performance
Optimal asset allocation; Real estate; Parameter uncertainty; Out-of-sample performance
International Diversification, Labour Income, Pension Funds, Portfolio Choice, Rotman
Venture Capital, Entrepreneurship, Public Policy, Capital Gains Tax
equity market regimes, bull and bear states, return predictability, skewness and kurtosis, equity portfolio diversification.
Life-cycle portfolio choice, background risk, age rule, investor heterogeneity, stock market participation
Life-cycle portfolio choice, background risk, age rule, investor heterogeneity
Household portfolios include risky bonds, beyond stocks, respond to permanent labour income shocks
debt, taxes, bankruptcy costs, limited liability, capital structure, subsidiary, groups, mergers
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: SSRN-id569664.
Privatization, financial market development, international finance
Life-cycle portfolio choice, unemployment risk, human capital depreciation, age rule
ownership, leverage, taxes, Thin Capitalization, groups, multinationals
asset allocation, return predictability, parameter uncertainty, REITs, portfolio performance
bailout, debt, bankruptcy costs, capital structure, groups, mergers, subsidiary, limited liability.
optimal portfolio choice, labor income risk, industry-specific human capital, occupational pension funds
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