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Publications by Anna Battauz
Non-Myopic Portfolio Choice With Unpredictable Returns: The Jump-To-Default Case
European Financial Management
Accounting
Economics
Econometrics
Finance
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Safety First Portfolio Choice Based on Financial and Sustainability Returns
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Optimal Portfolio Choice for Unobservable and Regime-Switching Mean Returns
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Local Volatility Enhanced by a Jump to Default
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Portfolio Choice With Indivisible and Illiquid Housing Assets: The Case of Spain
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Portfolio Selection With Transaction Costs and Default Risk
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The Early Exercise Boundary Under the Jump to Default Extended CEV Model
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New Evidence on the Portfolio Balance Approach to Currency Returns
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Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice
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Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice
SSRN Electronic Journal
