Concepedia

Multi-asset Disposition

Multi-Asset Disposition is a strategic framework within disposition theory that systematically coordinates the divestment or reallocation of multiple heterogeneous asset classes to optimize portfolio performance, risk exposure, and liquidity outcomes under integrated decision-making.

5

Publications

223

Citations

9

Authors

7

Institutions

Publications per year

2017–2026

0

Parents

Publications

5

Heterogeneous expectations and speculative behavior in a dynamic multi-asset framework

Carl Chiarella, Roberto Dieci, Xue‐Zhong He · Journal of Economic Behavior & Organization · 2006 · 121 citations

, , +16

I.T. Investment and Intangibles: Evidence from Banks

Alfredo Martín‐Oliver, Vicente Salas Fumás · SSRN Electronic Journal · 2010 · 29 citations · Full text

, , +17

Portfolio Selection with Multiple Assets and Capital Gains Taxes

Lorenzo Garlappi, Vasant Naik, Joshua Slive · SSRN Electronic Journal · 2001 · 29 citations · Full text

, , +16

Risk Premia Harvesting Through Momentum

Gary Antonacci · SSRN Electronic Journal · 2012 · 29 citations · Full text

, , +11

Heterogeneous Expectations and Speculative Behavior in a Dynamic Multi-Asset Framework

Carl Chiarella, Roberto Dieci, Xue‐Zhong He · SSRN Electronic Journal · 2005 · 15 citations · Full text

, , +16

1–5 of 5

Authors

9

  1. RD
    Roberto Dieci

    University of Bologna, Italy

    2 publications · 136 citations

    2

    h-index

  2. XH
    Xue‐Zhong He

    University of Technology Sydney, Australia

    2 publications · 136 citations

    2

    h-index

  3. CC
    Carl Chiarella

    University of Technology Sydney, Australia

    2 publications · 136 citations

    2

    h-index

  4. GA
    Gary Antonacci

    1 publications · 29 citations

    1

    h-index

  5. AM
    Alfredo Martín‐Oliver

    Universitat de les Illes Balears, Spain

    1 publications · 29 citations

    1

    h-index

1–5 of 9

Institutions

7

  1. University of Bologna

    Bologna, Italy

    2 h-index

    2 publications

    136 citations

  2. University of Technology Sydney

    Sydney, Australia

    2 h-index

    3 publications

    257 citations

  3. Universitat de les Illes Balears

    Palma, Spain

    1 h-index

    1 publications

    29 citations

  4. Universidad de Zaragoza

    Zaragoza, Spain

    1 h-index

    1 publications

    29 citations

  5. Bank of Canada

    Ottawa, Canada

    1 h-index

    1 publications

    29 citations

  6. Xi’an Jiaotong-Liverpool University

    Suzhou, China

    1 h-index

    1 publications

    15 citations

  7. University of British Columbia

    Vancouver, Canada

    1 h-index

    1 publications

    29 citations

1–7 of 7

Venues

  1. SSRN Electronic Journal

    Repository · 4 publications · 102 citations

    4

    h-index

  2. Journal of Economic Behavior & Organization

    1 publications · 121 citations

    1

    h-index

1–2