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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Kapitaleinkommen"
~subject:"Portfolio selection"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Portfolio selection
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International journal of theoretical and applied finance
Journal of econometrics
42
Finance research letters
35
Journal of banking & finance
32
Journal of empirical finance
32
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
28
Economic modelling
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Cambridge working papers in economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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European journal of operational research : EJOR
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International journal of finance & economics : IJFE
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1
Institutional investors and the dependence structure of asset returns
Cont, Rama
;
Wagalath, Lakshithe
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011454404
Saved in:
2
Portfolio return distributions : sample statistics with stochastic correlations
Chetalova, Desislava
;
Schmitt, Thilo A.
;
Schäfer, Rudi
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403228
Saved in:
3
Quantile correlations : uncovering temporal dependencies in financial time series
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Dette, Holger
;
Guhr, …
- In:
International journal of theoretical and applied finance
18
(
2015
)
7
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011403969
Saved in:
4
Dynamic modeling of high-dimensional correlation matrices in finance
Golosnoy, Vasyl
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009672608
Saved in:
5
Pricing digital outperformance options with uncertain correlation
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 709-722
Persistent link: https://www.econbiz.de/10009298474
Saved in:
6
Correlations among forward returns in the Nordic electricity market
Frestad, Dennis
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 589-603
Persistent link: https://www.econbiz.de/10003899483
Saved in:
7
Some further analytical properties of the constant correlation model for portfolio selection
Kwan, Clarence C. Y.
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1071-1092
Persistent link: https://www.econbiz.de/10003395980
Saved in:
8
A correlated stochastic volatility model measuring leverage and other stylized facts
Masoliver, Jaume
;
Perelló, Josep
- In:
International journal of theoretical and applied finance
5
(
2002
)
5
,
pp. 541-562
Persistent link: https://www.econbiz.de/10001687146
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