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subject:"Portfolio selection"
isPartOf:"Journal of business economics : JBE"
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ECONIS (ZBW)
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1
Algorithm aversion in delegated investing
Germann, Maximilian
;
Merkle, Christoph
- In:
Journal of business economics : JBE
93
(
2023
)
9
,
pp. 1691-1727
Persistent link: https://www.econbiz.de/10014422254
Saved in:
2
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
3
Volatility-managed portfolios
Moreira, Alan
;
Muir, Tyler
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1611-1644
Persistent link: https://www.econbiz.de/10011738917
Saved in:
4
Multiple objective project portfolio selection based on reference points
Stewart, Theodor J.
- In:
Journal of business economics : JBE
86
(
2016
)
1/2
,
pp. 23-33
Persistent link: https://www.econbiz.de/10011666852
Saved in:
5
Infrequent rebalancing, return autocorrelation, and seasonality
Bogousslavsky, Vincent
- In:
The journal of finance : the journal of the American …
71
(
2016
)
6
,
pp. 2967-3006
Persistent link: https://www.econbiz.de/10011738284
Saved in:
6
Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew
;
Jotikasthira, Chotibhak
;
Lundblad, Christian
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
Saved in:
7
Risk overhang and loan portfolio decisions : small business loan supply before and during the financial crisis
DeYoung, Robert
;
Gron, Anne
;
Torna, Gökhan
;
Winton, Andrew
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2451-2488
Persistent link: https://www.econbiz.de/10011411361
Saved in:
8
Money doctors
Gennaioli, Nicola
;
Shleifer, Andrei
;
Vishny, Robert W.
- In:
The journal of finance : the journal of the American …
70
(
2015
)
1
,
pp. 91-114
Persistent link: https://www.econbiz.de/10010501942
Saved in:
9
Nonlinear portfolio views : an efficient extension to the Black-Litterman approach
Mazzoni, Thomas
- In:
Journal of business economics : JBE
85
(
2015
)
6
,
pp. 693-717
Persistent link: https://www.econbiz.de/10011294251
Saved in:
10
Investment timing under political ambiguity
Welling, Andreas
;
Lukas, Elmar
;
Kupfer, Stefan
- In:
Journal of business economics : JBE
85
(
2015
)
9
,
pp. 977-1010
Persistent link: https://www.econbiz.de/10011382766
Saved in:
11
The cost of capital for alternative investments
Jurek, Jakub W.
;
Stafford, Erik
- In:
The journal of finance : the journal of the American …
70
(
2015
)
5
,
pp. 2185-2226
Persistent link: https://www.econbiz.de/10011408736
Saved in:
12
Self-fulfilling liquidity dry-ups
Malherbe, Frederic
- In:
The journal of finance : the journal of the American …
69
(
2014
)
2
,
pp. 947-970
Persistent link: https://www.econbiz.de/10010372372
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13
A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H.
- In:
The journal of finance : the journal of the American …
69
(
2014
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10010372430
Saved in:
14
Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The journal of finance : the journal of the American …
68
(
2013
)
6
,
pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
Saved in:
15
A model of shadow banking
Gennaioli, Nicola
;
Shleifer, Andrei
;
Vishny, Robert W.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
4
,
pp. 1331-1363
Persistent link: https://www.econbiz.de/10009790996
Saved in:
16
Systemic liquidation risk and the diversity-diversification trade-off
Wagner, Wolf
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1141-1175
Persistent link: https://www.econbiz.de/10009267704
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17
Modellierung von Aktienanlagen bei laufenden Umschichtungen und einer Besteuerung von Veräußerungsgewinnen
Fochmann, Martin
;
Rumpf, Dominik
- In:
Journal of business economics : JBE
80
(
2010
)
9
,
pp. 945-968
Persistent link: https://www.econbiz.de/10008649511
Saved in:
18
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
Saved in:
19
What drives the disposition effect? : an analysis of a long-standing preference-based explanation
Barberis, Nicholas
;
Xiong, Wei
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 751-784
Persistent link: https://www.econbiz.de/10003828388
Saved in:
20
Income risk and portfolio choice : an empirical study
Angerer, Xiaohong
;
Lam, Pok-sang
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 1037-1055
Persistent link: https://www.econbiz.de/10003828421
Saved in:
21
Marketwide private information in stocks : forecasting currency returns
Albuquerque, Rui
;
De Francisco, Eva
;
Marques, Luis B.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
5
,
pp. 2297-2343
Persistent link: https://www.econbiz.de/10003822486
Saved in:
22
Fund manager use of public information : new evidence on managerial skills
Kacperczyk, Marcin
;
Seru, Amit
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 485-528
Persistent link: https://www.econbiz.de/10003444980
Saved in:
23
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
24
Rational inattention and portfolio selection
Huang, Lixin
;
Liu, Hong
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1999-2040
Persistent link: https://www.econbiz.de/10003522425
Saved in:
25
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
Saved in:
26
Portfolio optimization : new capabilities and future methods
Steuer, Ralph E.
;
Qi, Yue
;
Hirschberger, Markus
- In:
Journal of business economics : JBE
76
(
2006
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10003287138
Saved in:
27
Die Marktphasenabhängigkeit der Sharpe Ratio : eine empirische Untersuchung für deutsche Aktienfonds
Scholz, Hendrik
;
Wilkens, Marco
- In:
Journal of business economics : JBE
76
(
2006
)
12
,
pp. 1275-1302
Persistent link: https://www.econbiz.de/10003398091
Saved in:
28
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
29
Optimal asset location and allocation with taxable and tax-deferred investing
Dammon, Robert Mark
;
Spatt, Chester S.
;
Zhang, Harold H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 999-1037
Persistent link: https://www.econbiz.de/10002094319
Saved in:
30
Are momentum profits robust to trading costs?
Korajczyk, Robert A.
;
Sadka, Ronnie
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1039-1082
Persistent link: https://www.econbiz.de/10002094331
Saved in:
31
Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
Saved in:
32
Diversification as a public good : community effects in portfolio choice
DeMarzo, Peter M.
;
Kaniel, Ron
;
Kremer, Ilan
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1677-1715
Persistent link: https://www.econbiz.de/10002190674
Saved in:
33
Systematic risk and international portfolio choice
Das, Sanjiv R.
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
Saved in:
34
Evaluation periods and asset prices in a market experiment
Genîzî, Ûrî
;
Kapteyn, Arie
;
Potters, Jan
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 821-837
Persistent link: https://www.econbiz.de/10001750607
Saved in:
35
Delegated portfolio management and rational prolonged mispricing
Goldman, Eitan
;
Slezak, Steve L.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 283-312
Persistent link: https://www.econbiz.de/10001737282
Saved in:
36
A Monte Carlo method for optimal portfolios
Detemple, Jérôme B.
;
Garcia, René
;
Rindisbacher, Marcel
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 401-446
Persistent link: https://www.econbiz.de/10001737303
Saved in:
37
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
38
Empirical tests for stochastic dominance efficiency
Post, Thierry
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1905-1931
Persistent link: https://www.econbiz.de/10001797763
Saved in:
39
Model misspecification and underdiversification
Uppal, Raman
;
Wang, Tan
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2465-2486
Persistent link: https://www.econbiz.de/10001845804
Saved in:
40
Portfolio choice in the presence of personal illiquid projects
Faig, Miquel
;
Shum, Pauline M.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 303-328
Persistent link: https://www.econbiz.de/10001650382
Saved in:
41
Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns
Dittmar, Robert F.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 369-403
Persistent link: https://www.econbiz.de/10001650384
Saved in:
42
Portfolioselektion bei Transaktionskosten und Ganzzahligkeitsbeschränkungen
Maringer, Dietmar G.
- In:
Journal of business economics : JBE
72
(
2002
)
11
,
pp. 1155-1176
Persistent link: https://www.econbiz.de/10001752331
Saved in:
43
Is traditional capital market theory consistent with fat-tailed log returns?
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Journal of business economics : JBE
72
(
2002
)
8
,
pp. 865-878
Persistent link: https://www.econbiz.de/10001697901
Saved in:
44
Dynamic asset allocation under inflation
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1201-1238
Persistent link: https://www.econbiz.de/10001684992
Saved in:
45
Wertpapierselektion mittels Ant Systems
Maringer, Dietmar G.
- In:
Journal of business economics : JBE
72
(
2002
)
12
,
pp. 1221-1240
Persistent link: https://www.econbiz.de/10001720922
Saved in:
46
Berücksichtigung des Zinsänderungsrisikos bei der Neubewertung am Risikohorizont in Kreditportfoliomodellen
Grundke, Peter
- In:
Journal of business economics : JBE
72
(
2002
)
12
,
pp. 1241-1267
Persistent link: https://www.econbiz.de/10001720930
Saved in:
47
The efficient use of conditioning information in portfolios
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 967-982
Persistent link: https://www.econbiz.de/10001593015
Saved in:
48
Mental accounting, loss aversion, and individual stock returns
Barberis, Nicholas
;
Huang, Ming
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1247-1292
Persistent link: https://www.econbiz.de/10001662219
Saved in:
49
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
Saved in:
50
Optimal portfolio choice for long-horizon investors with nontradable labor income
Viceira, Luis M.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 433-470
Persistent link: https://www.econbiz.de/10001604097
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