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isPartOf:"Finanzmarkt und Portfolio-Management"
subject:"Portfolio selection"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
~subject:"Derivat"
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Portfolio selection
Derivat
Theorie
1,072
Theory
1,072
Portfolio-Management
276
Volatility
166
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166
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153
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Korn, Ralf
6
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4
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4
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Finanzmarkt und Portfolio-Management
International journal of theoretical and applied finance
Journal of empirical finance
Journal of banking & finance
296
Insurance / Mathematics & economics
285
European journal of operational research : EJOR
275
NBER working paper series
259
NBER Working Paper
207
Working paper / National Bureau of Economic Research, Inc.
207
Journal of economic dynamics & control
180
Mathematical finance : an international journal of mathematics, statistics and financial theory
176
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173
Finance research letters
165
The journal of futures markets
156
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125
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123
The journal of finance : the journal of the American Finance Association
123
Journal of financial economics
117
Economics letters
103
Risks : open access journal
101
Management science : journal of the Institute for Operations Research and the Management Sciences
100
The journal of portfolio management : a publication of Institutional Investor
98
Discussion paper / Centre for Economic Policy Research
90
The European journal of finance
89
Swiss Finance Institute Research Paper
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Economic modelling
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International review of economics & finance : IREF
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International review of financial analysis
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SpringerLink / Bücher
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Journal of financial and quantitative analysis : JFQA
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Mathematics and financial economics
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The North American journal of economics and finance : a journal of financial economics studies
72
Applied mathematical finance
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Computational economics
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Discussion paper / Tinbergen Institute
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Journal of economic theory
69
Mathematical methods of operations research
69
Journal of risk and financial management : JRFM
68
The journal of asset management
68
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ECONIS (ZBW)
343
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
5
Portfolio allocation over the life cycle with multiple late-in-life saving motives
Lee, Minjoon
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477088
Saved in:
6
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
Saved in:
7
Capital mobility and the long-run return-risk trade-offs of industry portfolios
Chen, Jia
;
Xu, Xin
;
Yao, Tong
- In:
Journal of empirical finance
70
(
2023
),
pp. 123-143
Persistent link: https://www.econbiz.de/10014423620
Saved in:
8
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
9
Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing
;
Liu, Taoxiong
;
Lien, Da-hsiang Donald
- In:
Journal of empirical finance
70
(
2023
),
pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
Saved in:
10
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
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