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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"USA"
~subject:"Volatility"
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Portfolio selection
USA
Volatility
Theorie
1,601
Theory
1,601
United States
251
Portfolio-Management
229
Option pricing theory
217
Optionspreistheorie
217
CAPM
179
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Platen, Eckhard
9
Zhou, Hao
8
Gordy, Michael B.
6
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6
Zhou, Xun Yu
6
Li, Duan
5
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5
Passmore, Stuart Wayne
5
Rogers, Leonard C. G.
5
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4
Glasserman, Paul
4
Guasoni, Paolo
4
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4
Jin, Hanqing
4
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4
Kiley, Michael T.
4
Madan, Dilip B.
4
Muhle-Karbe, Johannes
4
Schweizer, Martin
4
Touzi, Nizar
4
Whelan, Karl
4
Williams, John C.
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3
Barnichon, Regis
3
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3
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3
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3
Carassus, Laurence
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3
Dynan, Karen E.
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El Karoui, Nicole
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Engstrom, Eric
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Gürkaynak, Refet S.
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Hobson, David G.
3
Jamshidian, Farshid
3
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3
Klee, Elizabeth
3
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Journal of financial and quantitative analysis : JFQA
Finance and economics discussion series
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper / National Bureau of Economic Research, Inc.
1,656
European journal of operational research : EJOR
617
Discussion paper / Centre for Economic Policy Research
496
NBER working paper series
478
Journal of banking & finance
447
NBER Working Paper
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The American economic review
339
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256
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ECONIS (ZBW)
565
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1
Spectral backtests unbounded and folded
Gordy, Michael B.
;
McNeil, Alexander J.
-
2024
Persistent link: https://www.econbiz.de/10015056427
Saved in:
2
Factor selection and structural breaks
Chib, Siddhartha
;
Smith, Simon C.
-
2024
-
Draft: May 31, 2024
Persistent link: https://www.econbiz.de/10015055696
Saved in:
3
Industry clusters and the geography of portfolio choice
Addoum, Jawad M.
;
Delikouras, Stefanos
;
Da Ke
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1031-1063
Persistent link: https://www.econbiz.de/10015055399
Saved in:
4
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim
-
2023
-
This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
Saved in:
5
Assessing the common ownership hypothesis in the US banking industry
Grundl, Serafin
;
Gramlich, Jacob
-
2023
Persistent link: https://www.econbiz.de/10015054006
Saved in:
6
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
7
Volatility in home sales and prices : supply or demand?
Anenberg, Elliot
;
Ringo, Daniel
-
2022
Persistent link: https://www.econbiz.de/10013413199
Saved in:
8
How did it happen? : the Great Inflation of the 1970s and lessons for today
Nelson, Edward
-
2022
Persistent link: https://www.econbiz.de/10013413207
Saved in:
9
Does private equity over-lever portfolio companies?
Haque, Sharjil Muktafi
-
2022
-
This version: November 2022
Persistent link: https://www.econbiz.de/10014282985
Saved in:
10
One vol to rule them all : common volatility dynamics in factor returns
Kapadia, Nishad
;
Linn, Matthew
;
Paye, Bradley
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1185-1212
Persistent link: https://www.econbiz.de/10015055404
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