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Publications by Michael R. Wickens

Optimal International Asset Allocation With Time-Varying Risk

Scottish Journal of Political Economy

Political Science

English

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Time Varying Prospective Utility and Optimal Asset Allocation for Stocks and Bonds: The Case of Australia and Japan, 1926-1995

SSRN Electronic Journal

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Do Commodities Add Economic Value in Asset Allocation? New Evidence From Time-Varying Moments

Journal of Financial and Quantitative Analysis

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Asset Allocation With Regime-Switching: Discrete-Time Case

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The Problem of Optimal Asset Allocation With Stable Distributed Returns

Lecture Notes in Pure and Applied Mathematics

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A Modified Risk Parity Method for Asset Allocation

SSRN Electronic Journal

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Optimal Asset Allocation in Life Insurance: The Impact of Regulation

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Asset Allocation, Time Diversification and Portfolio Optimization for Retirement

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Comparison of Mean Variance Like Strategies for Optimal Asset Allocation Problems

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The Time-Varying Effect of Monetary Policy on Asset Prices

Review of Economics and Statistics

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