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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Annals of finance"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Risikoprämie"
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Portfolio selection
Risikoprämie
Theorie
759
Theory
759
Portfolio-Management
205
CAPM
130
USA
118
United States
118
Börsenkurs
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Amenc, Noël
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Grinold, Richard
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Journal of financial and quantitative analysis : JFQA
Annals of finance
The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
350
Journal of banking & finance
307
Working paper / National Bureau of Economic Research, Inc.
300
Insurance / Mathematics & economics
291
NBER Working Paper
276
European journal of operational research : EJOR
270
Journal of economic dynamics & control
196
Finance research letters
187
Journal of financial economics
173
Mathematical finance : an international journal of mathematics, statistics and financial theory
164
International journal of theoretical and applied finance
158
The review of financial studies
158
Finance and stochastics
153
Research paper series / Swiss Finance Institute
141
The journal of finance : the journal of the American Finance Association
132
Discussion paper / Centre for Economic Policy Research
121
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121
Economics letters
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118
Journal of empirical finance
115
Risks : open access journal
106
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96
Swiss Finance Institute Research Paper
95
International review of economics & finance : IREF
94
The European journal of finance
86
International review of financial analysis
83
The North American journal of economics and finance : a journal of financial economics studies
77
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72
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Journal of international money and finance
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Discussion paper / Tinbergen Institute
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Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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1
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:
2
Forward-looking policy rules and currency premia
Filippou, Ilias
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
1
,
pp. 449-483
Persistent link: https://www.econbiz.de/10014247832
Saved in:
3
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:
4
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:
5
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:
6
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
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7
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:
8
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:
9
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
Saved in:
10
Equilibrium asset pricing and the cross section of expected returns
Vanden, Joel M.
- In:
Annals of finance
17
(
2021
)
2
,
pp. 153-186
Persistent link: https://www.econbiz.de/10012585513
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