//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~person:"Collin-Dufresne, Pierre"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
3
Portfolio selection
2
Portfolio-Management
2
Theorie
2
Theory
2
Transaction costs
2
Transaktionskosten
2
1987
1
ARCH model
1
ARCH-Modell
1
Aktie
1
Algorithmic trading
1
Anleihe
1
Bond
1
CAPM
1
Capital income
1
Dynamic models
1
Electronic trading
1
Elektronisches Handelssystem
1
Financial crisis
1
Finanzkrise
1
Institutional trading costs
1
Kapitaleinkommen
1
Liquidity
1
Market making
1
Mean-variance
1
Option pricing theory
1
Optionspreistheorie
1
Portfolio choice
1
Price impact
1
Risikoprämie
1
Risk premium
1
Risk-parity
1
Securities trading
1
Share
1
Slow-moving capital
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Collin-Dufresne, Pierre
Bollerslev, Tim
5
Christoffersen, Peter F.
5
Jacobs, Kris
5
Todorov, Viktor
4
Ang, Andrew
3
Aït-Sahalia, Yacine
3
Chan, Kalok
3
Della Corte, Pasquale
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Li, Sophia Zhengzi
3
Ornthanalai, Chayawat
3
Pan, Jun
3
Sarno, Lucio
3
Andersen, Torben
2
Bai, Jennie
2
Bakshi, Gurdip S.
2
Bali, Turan G.
2
Bandi, Federico M.
2
Bekaert, Geert
2
Brandt, Michael W.
2
Chung, Kee H.
2
Dew-Becker, Ian
2
Durham, Garland B.
2
Ermolov, Andrey
2
Fleming, Jeff
2
Fusari, Nicola
2
Gourier, Elise
2
Greenwood, Robin
2
Harvey, Campbell R.
2
Jiang, Hao
2
Jones, Charles M.
2
Kang, Qiang
2
Kelly, Bryan T.
2
Kirby, Chris
2
Leippold, Markus
2
Liu, Jun
2
McCurdy, Thomas H.
2
Moreira, Alan
2
more ...
less ...
Published in...
All
Journal of financial economics
Fisher College of Business working paper series
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
2
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
3
Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Jones, …
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->