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~isPartOf:"Quantitative finance"
~isPartOf:"The journal of asset management : a major new, international quarterly journal for the financial community"
~subject:"Estimation"
~subject:"Statistische Verteilung"
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Quantitative finance
The journal of asset management : a major new, international quarterly journal for the financial community
Working paper / National Bureau of Economic Research, Inc.
40
Discussion paper / Centre for Economic Policy Research
33
NBER Working Paper
27
NBER working paper series
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Finance research letters
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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The risk-return tradeoff : are sustainable investors compensated adequately?
Bannier, Christina E.
;
Bofinger, Yannik
;
Rock, Björn
- In:
The journal of asset management : a major new, …
24
(
2023
)
3
,
pp. 165-172
Persistent link: https://www.econbiz.de/10014325179
Saved in:
2
Factor momentum, option-implied volatility scaling, and investor sentiment
Grobys, Klaus
;
Kolari, James W.
;
Rutanen, Jere
- In:
The journal of asset management : a major new, …
23
(
2022
)
2
,
pp. 138-155
Persistent link: https://www.econbiz.de/10013171033
Saved in:
3
Empirical asset pricing via machine learning : evidence from the European stock market
Drobetz, Wolfgang
;
Otto, Tizian
- In:
The journal of asset management : a major new, …
22
(
2021
)
7
,
pp. 507-538
Persistent link: https://www.econbiz.de/10012793590
Saved in:
4
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
5
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
6
The impact of volatility scaling on factor portfolio performance and factor timing
Nucera, Federico
;
Uhl, Björn
- In:
The journal of asset management : a major new, …
23
(
2022
)
6
,
pp. 522-533
Persistent link: https://www.econbiz.de/10013392128
Saved in:
7
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
8
Optimal embedded leverage
Lundström, Christian
;
Peltomäki, Jarkko
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1077-1085
Persistent link: https://www.econbiz.de/10011911520
Saved in:
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