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isPartOf:"Annals of finance"
subject:"Portfolio-Management"
~subject:"Asymmetric information"
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Portfolio-Management
Asymmetric information
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207
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207
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59
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38
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33
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Escobar, Marcos
3
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Annals of finance
NBER working paper series
339
European journal of operational research : EJOR
305
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288
Insurance / Mathematics & economics
283
Working paper / National Bureau of Economic Research, Inc.
283
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Discussion paper / Centre for Economic Policy Research
226
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ECONIS (ZBW)
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1
The kind of silence : managing a reputation for voluntary disclosure in financial markets
Gietzmann, Miles B.
;
Ostaszewski, Adam
- In:
Annals of finance
19
(
2023
)
4
,
pp. 419-447
Persistent link: https://www.econbiz.de/10014448272
Saved in:
2
Learning from prices : information aggregation and accumulation in an asset market
Berardi, Michele
- In:
Annals of finance
17
(
2021
)
1
,
pp. 45-77
Persistent link: https://www.econbiz.de/10012489937
Saved in:
3
Drawdown risk measures for asset portfolios with high frequency data
Masala, Giovanni
;
Petroni, Filippo
- In:
Annals of finance
19
(
2023
)
2
,
pp. 265-289
Persistent link: https://www.econbiz.de/10014326787
Saved in:
4
Constrained dynamic futures portfolios with stochastic basis
Chen, Xiaodong
;
Leung, Tim
;
Zhou, Yang
- In:
Annals of finance
18
(
2022
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10013194629
Saved in:
5
Permutation-weighted portfolios and the efficiency of commodity futures markets
Fernholz, Ricardo T.
;
Fernholz, Robert
- In:
Annals of finance
18
(
2022
)
1
,
pp. 81-108
Persistent link: https://www.econbiz.de/10013194634
Saved in:
6
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
7
Some properties of portfolios constructed from principal components of asset returns
Severini, Thomas A.
- In:
Annals of finance
18
(
2022
)
4
,
pp. 457-483
Persistent link: https://www.econbiz.de/10013489455
Saved in:
8
Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate
Zhang, Yumo
- In:
Annals of finance
18
(
2022
)
4
,
pp. 511-544
Persistent link: https://www.econbiz.de/10013489465
Saved in:
9
Model uncertainty on commodity portfolios, the role of convenience yield
Chen, Junhe
;
Escobar, Marcos
- In:
Annals of finance
17
(
2021
)
4
,
pp. 501-528
Persistent link: https://www.econbiz.de/10012664148
Saved in:
10
The Shapley value decomposition of optimal portfolios
Shalit, Haim
- In:
Annals of finance
17
(
2021
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012489934
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