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~accessRights:"restricted"
~isPartOf:"The European journal of finance"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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Portfolio selection
Zeitreihenanalyse
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The European journal of finance
Journal of econometrics
27
Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of banking & finance
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of international financial markets, institutions & money
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Pacific-Basin finance journal
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The journal of investment strategies
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Working paper series / University of Zurich, Department of Economics
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Asia-Pacific journal of financial studies
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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IMA journal of management mathematics
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International journal of financial engineering
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Reactive global minimum variance portfolios with k-BAHC covariance cleaning
Bongiorno, Christian
;
Challet, Damien
- In:
The European journal of finance
28
(
2022
)
13/15
,
pp. 1344-1360
Persistent link: https://www.econbiz.de/10013532213
Saved in:
2
Industry portfolio allocation with asymmetric correlations
Kim, Myeong Hyeon
;
Park, Seyoung
;
Yoon, Jong Mun
- In:
The European journal of finance
27
(
2021
)
1/2
,
pp. 178-198
Persistent link: https://www.econbiz.de/10012424937
Saved in:
3
Modeling severity risk under PD-LGD correlation
Han, Chulwoo
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1572-1588
Persistent link: https://www.econbiz.de/10012014695
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