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type:"article"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Pacific-Basin finance journal"
~subject:"Volatilität"
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Search: subject_exact:"Portfolio performance"
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Volatilität
Portfolio selection
269
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94
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94
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59
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57
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Ajlouni, Ahmed AL
1
Amar, Amine Ben
1
Balli, Faruk
1
Barunik, Jozef
1
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1
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1
Cheema, Muhammad A.
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Journal of financial econometrics
Journal of international money and finance
Pacific-Basin finance journal
Finance research letters
39
Journal of banking & finance
39
Energy economics
30
Journal of empirical finance
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Journal of financial economics
26
The journal of asset management
25
International review of economics & finance : IREF
20
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
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Research in international business and finance
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European journal of operational research : EJOR
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Journal of econometrics
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International journal of theoretical and applied finance
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International journal of finance & economics : IJFE
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Risks : open access journal
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The European journal of finance
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The journal of portfolio management : JPM
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Journal of mathematical finance
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of financial studies
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10
International journal of forecasting
10
Cogent economics & finance
9
The journal of alternative investments
9
Annals of finance
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Applied financial economics
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Computational economics
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Journal of risk
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
24
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1
Arbitrage pricing theory for idiosyncratic variance factors
Renaut, Eric
;
Heijden, Thijs van der
;
Werker, Bas J. M.
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1403-1442
Persistent link: https://www.econbiz.de/10014444683
Saved in:
2
Geographic dependence and diversification in house price returns : the role of leverage
Heinen, Andréas
;
Kim, Mi Lim
;
Hamadi, Malika
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10014526319
Saved in:
3
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
4
Quantile spectral beta : a tale of tail risks, investment horizons, and asset prices
Barunik, Jozef
;
Nevrla, Matĕj
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1590-1646
Persistent link: https://www.econbiz.de/10014444704
Saved in:
5
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao
;
Xing, Ruina
;
Liu, Jiajun
;
Shao, Yifei
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
Saved in:
6
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
Saved in:
7
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
8
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? : evidence from the global financial crisis and Covid-19 pande...
Yousaf, Imran
;
Beljid, Makram
;
Chaibi, Anis
;
Ajlouni, …
- In:
Pacific-Basin finance journal
73
(
2022
),
pp. 1-45
Persistent link: https://www.econbiz.de/10013388961
Saved in:
9
Dynamic global currency hedging
Christensen, Bent Jesper
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 97-127
Persistent link: https://www.econbiz.de/10012504315
Saved in:
10
Dynamics of equity factor returns and asset pricing
Stoyanov, Stoyan V.
;
Fabozzi, Francesco A.
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 178-201
Persistent link: https://www.econbiz.de/10012504326
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