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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Portfolio selection"
~subject:"Risk"
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Portfolio selection
Risk
Volatility
72
Volatilität
72
Capital income
29
Kapitaleinkommen
29
Estimation
23
Schätzung
23
Börsenkurs
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2
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Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
108
Energy economics
89
International review of financial analysis
70
The North American journal of economics and finance : a journal of financial economics studies
67
International review of economics & finance : IREF
54
Journal of banking & finance
54
NBER working paper series
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Economic modelling
48
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Working paper / National Bureau of Economic Research, Inc.
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Research in international business and finance
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
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Pacific-Basin finance journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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28
The journal of asset management
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CESifo working papers
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Journal of economic dynamics & control
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24
Research paper series / Swiss Finance Institute
24
The review of financial studies
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International journal of finance & economics : IJFE
22
The European journal of finance
22
Journal of international money and finance
21
International journal of theoretical and applied finance
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Quantitative finance
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Discussion papers / CEPR
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Journal of econometrics
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Risks : open access journal
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Swiss Finance Institute Research Paper
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Cogent economics & finance
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Department of Economics working paper series
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1
Superstition and risk taking : evidence from "zodiac year" beliefs in China
Fisman, Raymond
;
Huang, Wei
;
Ning, Bo
;
Pan, Yue
;
Qiu, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5174-5188
Persistent link: https://www.econbiz.de/10014392900
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
4
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
5
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
6
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
7
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
Saved in:
8
Risk aversion sensitive real business cycles
Chen, Zhanhui
;
Cooper, Ilan
;
Ehling, Paul
;
Xiouros, Costas
- In:
Management science : journal of the Institute for …
67
(
2021
)
4
,
pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
Saved in:
9
Strategic risk shifting and the idiosyncratic volatility puzzle : an empirical investigation
Chen, Zhiyao
;
Strebulaev, Ilya A.
;
Xing, Yuhang
;
Zhang, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
5
,
pp. 2751-2772
Persistent link: https://www.econbiz.de/10012550013
Saved in:
10
Salience and mutual fund investor demand for idiosyncratic volatility
Clifford, Christopher P.
;
Filkerson, Jon A.
;
Jame, Russell
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5234-5254
Persistent link: https://www.econbiz.de/10012625105
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