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~isPartOf:"Journal of empirical finance"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Portfolio Selection"
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Volatility
Portfolio selection
113
Portfolio-Management
113
Capital income
58
Kapitaleinkommen
58
Theorie
57
Theory
57
CAPM
37
Estimation
28
Schätzung
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Time series analysis
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Zeitreihenanalyse
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Estimation theory
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7
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Portfolio choice
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Aufsatz in Zeitschrift
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18
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Aboulamer, Anas
1
Adcock, Christopher
1
Aretz, Kevin
1
Bessler, Wolfgang
1
Blitz, David
1
Bowman, Robert G.
1
Brockman, Paul
1
Bu, Di
1
Christensen, Kim
1
Christiansen, Charlotte
1
Conlon, Thomas
1
Dai, Yiqing
1
Dierkes, Maik
1
Ding, Wenjie
1
Dong, Liang
1
Gibberd, Alex J.
1
Guo, Tao
1
Haque, Tariq
1
James, Robert
1
Kam Fong Chan
1
Kladívko, Kamil
1
Kot, Hung Wan
1
Krupski, Jan
1
Kryzanowski, Lawrence
1
Kwok, Simon Sai Man
1
Leong, Minhao
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Li, Bo
1
Li, E.
1
Li, Leon
1
Liao, Yin
1
Liu, Hening
1
Liu, Zhenya
1
Lu, Shanglin
1
Mazouz, Khelifa
1
Miu, Peter
1
Neely, Christopher J.
1
Nolte, Ingmar
1
Posselt, Anders M.
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Journal of empirical finance
Finance research letters
39
Journal of banking & finance
26
Energy economics
25
The North American journal of economics and finance : a journal of financial economics studies
25
International review of financial analysis
23
Journal of financial economics
17
International review of economics & finance : IREF
15
Journal of international financial markets, institutions & money
15
Journal of econometrics
14
Applied economics
13
European journal of operational research : EJOR
13
Quantitative finance
13
Research in international business and finance
13
Journal of economic dynamics & control
12
The journal of asset management
12
The journal of portfolio management : JPM
12
Pacific-Basin finance journal
11
Economic modelling
10
International journal of finance & economics : IJFE
9
Journal of mathematical finance
9
The European journal of finance
9
The journal of investment strategies
8
Applied mathematical finance
7
Computational economics
7
International journal of financial engineering
7
International journal of forecasting
7
Journal of financial econometrics
7
Journal of financial markets
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Insurance / Mathematics & economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Theoretical economics letters
6
Annals of financial economics
5
Applied economics letters
5
Econometric reviews
5
Economics letters
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of emerging markets
5
International journal of theoretical and applied finance
5
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ECONIS (ZBW)
18
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
When "time varying" volatility meets "transaction cost" in
portfolio
selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
3
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
4
Maximum likelihood estimation of the Hull-White model
Kladívko, Kamil
;
Rusý, Tomáš
- In:
Journal of empirical finance
70
(
2023
),
pp. 227-247
Persistent link: https://www.econbiz.de/10014423686
Saved in:
5
Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Li, Leon
;
Miu, Peter
- In:
Journal of empirical finance
70
(
2023
),
pp. 367-385
Persistent link: https://www.econbiz.de/10014423734
Saved in:
6
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
7
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
8
Coskewness and reversal of momentum returns : the US and international evidence
Dong, Liang
;
Dai, Yiqing
;
Haque, Tariq
;
Kot, Hung Wan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 241-264
Persistent link: https://www.econbiz.de/10013478531
Saved in:
9
Characteristic-sorted portfolios and macroeconomic risks : an orthogonal decomposition
Adcock, Christopher
;
Bessler, Wolfgang
;
Conlon, Thomas
- In:
Journal of empirical finance
65
(
2022
),
pp. 24-50
Persistent link: https://www.econbiz.de/10013286399
Saved in:
10
Isolating momentum crashes
Dierkes, Maik
;
Krupski, Jan
- In:
Journal of empirical finance
66
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013370567
Saved in:
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