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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Collin-Dufresne, Pierre"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Collin-Dufresne, Pierre
Titman, Sheridan
7
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6
Bali, Turan G.
6
Shleifer, Andrei
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Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
Journal of financial economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Liquidity, volume, and order imbalance volatility
Bogousslavsky, Vincent
;
Collin-Dufresne, Pierre
- In:
The journal of finance : the journal of the American …
78
(
2023
)
4
,
pp. 2189-2232
Persistent link: https://www.econbiz.de/10014312090
Saved in:
2
Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre
;
Fos, Vyacheslav
;
Muravyev, Dmitry
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
6
,
pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
Saved in:
3
Portfolio choice over the life-cycle when the stock and labor markets are cointegrated
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2123-2167
Persistent link: https://www.econbiz.de/10003550018
Saved in:
4
Do bonds span the fixed income markets? : Theory and evidence for unspanned stochastic volatility
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
4
,
pp. 1685-1730
Persistent link: https://www.econbiz.de/10001696255
Saved in:
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