Discussion paper DP12737 Liquidity Regimes and Optimal Dynamic Asset Allocation Pierre Collin-Dufresne 19 Feb 2018 Financial Economics D53 G11 G12
Discussion paper DP7686 Improving Portfolio Selection Using Option-Implied Volatility and Skewness Victor DeMiguel Yuliya Plyakha Raman Uppal Grigory Vilkov 14 Feb 2010 Financial Economics G11 G12 G13 G17
Discussion paper DP6538 The Risk-Return Paradox for Strategic Management: Disentangling True and Spurious Effects Joachim Henkel 19 Oct 2007 Industrial Organization C81 G39 M29
Discussion paper DP6161 Robust Portfolio Optimisation with Multiple Experts Peter C Schotman Frank Lutgens 2 Mar 2007 Financial Economics C11 D80