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Multi-period portfolio choice and the intertemporal hedging demands for stocks and bonds: International evidence. (2009). Wohar, Mark ; Rapach, David E..
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:28:y:2009:i:3:p:427-453.

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  1. The impact of the coronavirus crisis on the market price of risk. (2021). Theodossiou, Panayiotis ; Savva, Christos S ; Delis, Manthos D.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301431.

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  2. A Coronavirus Asset Pricing Model: The Role of Skewness. (2020). Savva, Christos ; Delis, Manthos ; Theodossiou, Panayiotis.
    In: MPRA Paper.
    RePEc:pra:mprapa:100877.

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  3. Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis.
    In: Journal of the Royal Statistical Society Series A.
    RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119.

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  4. Risk diversification gains from metropolitan housing assets. (2019). Huang, Meichi.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:37:y:2019:i:4:p:453-481.

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  5. Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios. (2018). Huang, Meichi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:145-172.

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  6. Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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  7. Dynamic Asset Allocation with Liabilities. (2017). Giamouridis, Daniel ; Tessaromatis, Nikolaos ; Sakkas, Athanasios.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:2:p:254-291.

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  8. Skewness and the Relation Between Risk and Return. (2016). Savva, Christos ; Theodossiou, Panayiotis .
    In: Management Science.
    RePEc:inm:ormnsc:v:62:y:2016:i:6:p:1598-1609.

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  9. Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

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  10. Location, location, location: currency effects and return predictability?. (2015). Wohar, Mark ; Jordan, Steven J. ; Vivian, Andrew.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:18:p:1883-1898.

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  11. Long-Term Strategic Asset Allocation: An Out-of-Sample Evaluation. (2015). Palm, Franz ; Diris, Bart ; Schotman, Peter .
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:9:p:2185-2202.

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  12. Consumption growth, preference for smoothing, changes in expectations and risk premium. (2015). Wohar, Mark ; Sousa, Ricardo ; Rocha Armada, Manuel J., .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:80-97.

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  13. Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model. (2012). Pedersen, Thomas ; Engsted, Tom.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:241-253.

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  14. A historical examination of optimal real return portfolios for non?US investors. (2010). Chincarini, Ludwig ; Bruno, Salvatore.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:19:y:2010:i:4:p:161-178.

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  15. A historical examination of optimal real return portfolios for non-US investors. (2010). Chincarini, Ludwig ; Bruno, Salvatore .
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:19:y:2010:i:4:p:161-178.

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  11. Consumption and Portfolio Choice with Option-Implied State Prices. (2008). Ait-Sahalia, Yacine ; Brandt, Michael W. ; At-Sahalia, Yacine .
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