//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"International review of financial analysis"
~subject:"Portfolio selection"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Volatility
398
Volatilität
398
Börsenkurs
134
Share price
134
Capital income
124
Kapitaleinkommen
124
Aktienmarkt
112
Stock market
112
ARCH model
104
ARCH-Modell
104
Estimation
102
Schätzung
102
Spillover effect
71
Spillover-Effekt
71
Forecasting model
67
Prognoseverfahren
67
Welt
65
World
65
Theorie
60
Theory
60
Risiko
48
Risk
48
Oil price
37
Ölpreis
37
USA
35
United States
35
China
32
Commodity derivative
32
Financial crisis
32
Finanzkrise
32
Rohstoffderivat
32
Portfolio-Management
29
Time series analysis
28
Zeitreihenanalyse
28
Anlageverhalten
27
Behavioural finance
27
Financial market
27
Finanzmarkt
27
Aktienindex
24
more ...
less ...
Online availability
All
Undetermined
23
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Aboura, Sofiane
1
Bams, Dennis
1
Boubaker, Adel
1
Brooks, Chris
1
Brunner, Bernhard
1
Cagliesi, Gabriella
1
Cao, Jiahui
1
Cheang, Chi Wan
1
Chevallier, Julien
1
Daly, Kevin James
1
Degiannakis, Stavros
1
González-Urteaga, Ana
1
Guidi, Francesco
1
Hamori, Shigeyuki
1
Harris, Richard D. F.
1
Hau, Liya
1
He, Xie
1
Hitaj, Asmerilda
1
Hitz, Lukas
1
Honarvar, Iman
1
Hutchinson, Mark
1
Klein, Tony
1
Kong, Gaowen
1
Krapl, Alain A.
1
Krayzler, Mikhail
1
Li, Baibing
1
Li, Xiafei
1
Liu, Lu
1
Liu, Shasha
1
Liu, Zhen
1
Liu, Zhenya
1
Lu, Shanglin
1
Ma, Tianyi
1
Ma, Tiejun
1
Makram, Beljid
1
Mandal, Anandadeep
1
Mazibas, Murat
1
McGroarty, Frank
1
Miffre, Joëlle
1
Muga, Luis
1
more ...
less ...
Published in...
All
International review of financial analysis
Journal of banking & finance
39
Finance research letters
37
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of financial economics
26
The journal of asset management
25
NBER working paper series
22
International review of economics & finance : IREF
20
Research paper series / Swiss Finance Institute
20
Journal of risk and financial management : JRFM
19
NBER Working Paper
19
Journal of international financial markets, institutions & money
18
Swiss Finance Institute Research Paper
18
Working paper / National Bureau of Economic Research, Inc.
18
Applied economics
17
Journal of economic dynamics & control
17
Economic modelling
16
Research in international business and finance
16
European journal of operational research : EJOR
15
Journal of econometrics
15
Quantitative finance
15
The journal of portfolio management : JPM
14
Working paper
14
International journal of theoretical and applied finance
13
Investment management and financial innovations
13
Insurance / Mathematics & economics
12
International journal of finance & economics : IJFE
12
Risks : open access journal
12
The European journal of finance
12
Journal of mathematical finance
11
Pacific-Basin finance journal
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
11
Applied mathematical finance
10
International journal of forecasting
10
Cogent economics & finance
9
Discussion paper / Centre for Economic Policy Research
9
Discussion papers / CEPR
9
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
29
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
Saved in:
2
Enterprise digital transformation, breadth of ownership and stock price volatility
Liu, Shasha
;
Zhao, Huixian
;
Kong, Gaowen
- In:
International review of financial analysis
89
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014464824
Saved in:
3
Good volatility, bad volatility, and the cross section of cryptocurrency returns
Zhang, Zehua
;
Zhao, Ran
- In:
International review of financial analysis
89
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464825
Saved in:
4
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
5
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
6
The pricing of volatility risk in the US equity market
Hitz, Lukas
;
Mustafi, Ismail H.
;
Zimmermann, Heinz
- In:
International review of financial analysis
79
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013349983
Saved in:
7
Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi
;
Tee, Kaihong
;
Li, Baibing
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
Saved in:
8
VIX and liquidity premium
Bams, Dennis
;
Honarvar, Iman
- In:
International review of financial analysis
74
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012803753
Saved in:
9
A three-tiered nested analytical approach to financial integration : the case of emerging and frontier equity markets
Cagliesi, Gabriella
;
Guidi, Francesco
- In:
International review of financial analysis
74
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012803928
Saved in:
10
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
Wen, Fenghua
;
Cao, Jiahui
;
Liu, Zhen
;
Wang, Xiong
- In:
International review of financial analysis
76
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012804692
Saved in:
11
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
12
Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Hau, Liya
- In:
International review of financial analysis
71
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
Saved in:
13
Time series momentum and macroeconomic risk
Hutchinson, Mark
;
O'Brien, John
- In:
International review of financial analysis
69
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012316906
Saved in:
14
Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
Tsuji, Chikashi
- In:
International review of financial analysis
70
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012318292
Saved in:
15
Optimal asset allocation using a combination of implied and historical information
Cheang, Chi Wan
;
Olmo, Jose
;
Ma, Tiejun
;
Sung, Ming-chien
; …
- In:
International review of financial analysis
67
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012299166
Saved in:
16
Constructing inverse factor volatility portfolios: a risk-based asset allocation for factor investing
Shimizu, Hidehiko
;
Shiohama, Takayuki
- In:
International review of financial analysis
68
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012300934
Saved in:
17
Risk appetite, idiosyncratic volatility and expected returns
Qadan, Mahmoud
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208542
Saved in:
18
Bitcoin is not the New Gold : a comparison of volatility, correlation, and portfolio performance
Klein, Tony
;
Thu, Hien Pham
;
Walther, Thomas
- In:
International review of financial analysis
59
(
2018
),
pp. 105-116
Persistent link: https://www.econbiz.de/10012006926
Saved in:
19
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
20
Determinants of asymmetric return comovements of gold and other financial assets
Poshakwale, Sunil S.
;
Mandal, Anandadeep
- In:
International review of financial analysis
47
(
2016
),
pp. 229-242
Persistent link: https://www.econbiz.de/10011624131
Saved in:
21
Momentum and default risk : some results using the jump component
González-Urteaga, Ana
;
Muga, Luis
;
Santamaría …
- In:
International review of financial analysis
40
(
2015
),
pp. 185-193
Persistent link: https://www.econbiz.de/10011475738
Saved in:
22
Corporate international diversification and risk
Krapl, Alain A.
- In:
International review of financial analysis
37
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011316624
Saved in:
23
Stock market volatility spillovers and portfolio hedging : BRICS and the financial crisis
Syriopoulos, Theodore
;
Makram, Beljid
;
Boubaker, Adel
- In:
International review of financial analysis
39
(
2015
),
pp. 7-18
Persistent link: https://www.econbiz.de/10011573010
Saved in:
24
Cross-market volatility index with Factor-DCC
Aboura, Sofiane
;
Chevallier, Julien
- In:
International review of financial analysis
42
(
2015
),
pp. 132-140
Persistent link: https://www.econbiz.de/10011573356
Saved in:
25
Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets
Liu, Lu
- In:
International review of financial analysis
33
(
2014
),
pp. 39-48
Persistent link: https://www.econbiz.de/10010520085
Saved in:
26
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
27
The determinants of home bias puzzle in equity portfolio investment in Australia
Daly, Kevin James
;
Xuan Vinh Vo
- In:
International review of financial analysis
27
(
2013
),
pp. 34-42
Persistent link: https://www.econbiz.de/10009736951
Saved in:
28
Pricing of derivatives on commodity indices
Rauch, Johannes
;
Krayzler, Mikhail
;
Brunner, Bernhard
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 143-151
Persistent link: https://www.econbiz.de/10010244113
Saved in:
29
Dynamic hedge fund portfolio construction
Harris, Richard D. F.
;
Mazibas, Murat
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 351-357
Persistent link: https://www.econbiz.de/10009272647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->