The asset allocation puzzle is still a puzzle
- 作者Abraham Lioui
- 卷第31卷
- 期第4期
- 印刷ISSN0165-1889
- 文件大小359.33KB
- 发表时间2007
- DOI10.1016/j.jedc.2006.01.009
- 页码1185-1216
Pricing freight rate optionsSteen Koekebakker; Roar Adland; Sigbjørn Sødal · 2007
The stochastic rotation problem: A commentSigbjørn Sødal · 2002
A simplified exposition of smooth pastingSigbjørn Sødal · 1998
Harvesting and recovery decisions under uncertaintyMark B. Shackleton; Sigbjørn Sødal · 2010
Are Spot Freight Rates Stationary?Steen Koekebakker, Roar Adland and Sigbjørn Sødal · Journal of Transport Economics and Policy · 2006
Smooth pasting as rate of return equalizationMark B. Shackleton; Sigbjørn Sødal · 2005
A Markup Interpretation of Optimal Investment RulesAvinash Dixit; Robert S. Pindyck; Sigbjørn Sødal · 1999
A Markup Interpretation of Optimal Investment RulesAvinash Dixit, Robert S. Pindyck and Sigbjørn Sødal · The Economic Journal · 1999