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University of British Columbia (UBC) - Sauder School of Business
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Portfolio choice, asset allocation, investment management
Endowment funds, Asset allocation, Return attribution, Investment performance
Financial distress, value premium, momentum, growth options
Investment, portfolio choice, ambiguity, robust control
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP7687.
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ambiguity, diversification, investment, portfolio choice, robust control
Portfolio choice, asset allocation, estimation
File name: SSRN-id774207.
Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness
Real options, R&D investments, risk premia, patent races, stochastic games
Capital Gains Taxes, Portfolio Choice
Default Risk, Stock Returns, Debt Renegotiation, Bankruptcy, Liquidation
G12, G14, G33
Default Risk, Stock Returns, Debt Renegotiatin, Bankruptcy, Liquidation
Portfolio selection, tax-deferred accounts, borrowing and short-selling constraints
dynamic portfolio choce, approximation techniques
Entry deterrence, intellectual property, university research, welfare loss
File name: SSRN-id785164.
ambiguity, group decisions, dynamic consistency, dynamic real investment, security issuance.
Economic uncertainty, Creative destruction, Innovation, Firm entry, Long-run risk
uncovered interest parity, carry trade, incomplete markets, non-traded goods, Backus-Smith puzzle, Balassa-Samuelson effect, sovereign default
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