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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Wang, Jiang"
~subject:"Financial market"
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Portfolio-Management
Stochastischer Prozess
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1962-1996
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Wang, Jiang
Campbell, John Y.
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Froot, Kenneth
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Lo, Andrew W.
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Ang, Andrew
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Brandt, Michael W.
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Bodie, Zvi
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Bonaparte, Yosef
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Ferson, Wayne E.
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Gabaix, Xavier
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Gorton, Gary
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Lewis, Karen K.
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Lustig, Hanno
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Martin, Ian
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Maurer, Raimond
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Mendoza, Enrique G.
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Nieuwerburgh, Stijn van
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Poterba, James M.
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Santa-Clara, Pedro
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Smetters, Kent A.
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Backus, David
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ECONIS (ZBW)
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1
Liquidity and asset prices : a unified framework
Vayanos, Dimitri
;
Wang, Jiang
-
2009
Persistent link: https://www.econbiz.de/10003874359
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2
Evaluating portfolio policies : a duality approach
Haugh, Martin B.
;
Kogan, Leonid
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001775740
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3
How to tell if a money manager knows more?
Iskoz, Sergey
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001768139
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4
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
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5
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
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