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The review of financial studies
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
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219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
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The journal of computational finance
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Econometric reviews
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Energy economics
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Finance research letters
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Economic modelling
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Transportation research / E : an international journal
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INFORMS journal on computing : JOC
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International journal of financial engineering
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Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Computational Management Science : CMS
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ECONIS (ZBW)
34
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1
Asset price dynamics with limited attention
Hendershott, Terrence
;
Menkveld, Albert J.
;
Praz, Rémy
; …
- In:
The review of financial studies
35
(
2022
)
2
,
pp. 962-1008
Persistent link: https://www.econbiz.de/10012878980
Saved in:
2
Implied stochastic volatility models
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 394-450
Persistent link: https://www.econbiz.de/10012405816
Saved in:
3
Beta risk in the cross-section of equities
Boloorforoosh, Ali
;
Christoffersen, Peter F.
;
Fournier, …
- In:
The review of financial studies
33
(
2020
)
9
,
pp. 4318-4366
Persistent link: https://www.econbiz.de/10012387374
Saved in:
4
Special isstue: new methods in the cross-section
Karolyi, G. Andrew
(
ed.
);
Nieuwerburgh, Stijn van
(
ed.
)
-
2020
Persistent link: https://www.econbiz.de/10012238686
Saved in:
5
New methods for the cross-section of returns
Karolyi, G. Andrew
;
Nieuwerburgh, Stijn van
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1879-1890
Persistent link: https://www.econbiz.de/10012244724
Saved in:
6
Factor timing
Haddad, Valentin
;
Kozak, Serhiy
;
Santosh, Shrihari
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 1980-2018
Persistent link: https://www.econbiz.de/10012244728
Saved in:
7
The value of green energy : optimal investment in mutually exclusive projects and operating leverage
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
The review of financial studies
33
(
2020
)
7
,
pp. 3307-3347
Persistent link: https://www.econbiz.de/10012248922
Saved in:
8
Long forward probabilities, recovery, and the term structure of bond risk premiums
Qin, Likuan
;
Linetsky, Vadim
;
Nie, Yutian
- In:
The review of financial studies
31
(
2018
)
12
,
pp. 4863-4883
Persistent link: https://www.econbiz.de/10012005231
Saved in:
9
A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
;
Gao, Xiaohui
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
Saved in:
10
Implications of incomplete markets for international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
- In:
The review of financial studies
31
(
2018
)
10
,
pp. 4017-4062
Persistent link: https://www.econbiz.de/10011927903
Saved in:
11
What is the consumption-CAPM missing? : an information-theoretic framework for the analysis of asset pricing models
Ghosh, Anisha
;
Julliard, Christian
;
Taylor, Alex P.
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 442-504
Persistent link: https://www.econbiz.de/10011746108
Saved in:
12
Learning about unstable, publicly unobservable payoffs
Payzan Le Nestour, Elise
;
Bossaerts, Peter L.
- In:
The review of financial studies
28
(
2015
)
7
,
pp. 1874-1913
Persistent link: https://www.econbiz.de/10011376094
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13
Monotonicity of the stochastic discount factor and expected option returns
Chaudhuri, Ranadeb
;
Schroder, Mark D.
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1463-1505
Persistent link: https://www.econbiz.de/10011338195
Saved in:
14
Human capital as an asset class implications from a general equilibrium model
Palacios, Miguel
- In:
The review of financial studies
28
(
2015
)
4
,
pp. 978-1023
Persistent link: https://www.econbiz.de/10011338243
Saved in:
15
Robust econometric inference for stock return predictability
Kostakis, Alexandros
;
Magdalinos, Tassos
; …
- In:
The review of financial studies
28
(
2015
)
5
,
pp. 1506-1553
Persistent link: https://www.econbiz.de/10011338192
Saved in:
16
Decomposition of optimal portfolio weight in a jump-diffusion model and its applications
Jin, Xing
;
Zhang, Allen X.
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2877-2919
Persistent link: https://www.econbiz.de/10009630184
Saved in:
17
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
18
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
19
Robust stochastic discount factors
Boyle, Phelim P.
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
Saved in:
20
Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn
;
Driessen, Joost
;
Maenhout, Pascal J.
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
Saved in:
21
Options and bubbles
Heston, Steven L.
;
Loewenstein, Mark A.
;
Willard, Gregory A.
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 359-390
Persistent link: https://www.econbiz.de/10003554435
Saved in:
22
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey
;
Scaillet, Olivier
- In:
The review of financial studies
20
(
2007
)
2
,
pp. 427-459
Persistent link: https://www.econbiz.de/10003554444
Saved in:
23
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
24
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
25
Evaluating government bond fund performance with stochastic discount factors
Ferson, Wayne E.
;
Henry, Tyler R.
;
Kisgen, Darren J.
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003355173
Saved in:
26
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.
;
Jarrow, Robert A.
;
Protter, Philip E.
; …
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Saved in:
27
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
28
Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao
;
Li, Haitao
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
Saved in:
29
An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun
;
Pan, Jun
;
Wang, Tan
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
Saved in:
30
Pricing interest rate derivatives : a general approach
Chacko, George
;
Das, Sanjiv
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 195-241
Persistent link: https://www.econbiz.de/10001639615
Saved in:
31
The dynamics of the forward interest rate curve with stochastic string shocks
Santa-Clara, Pedro
;
Sornette, Didier
- In:
The review of financial studies
14
(
2001
)
1
,
pp. 149-185
Persistent link: https://www.econbiz.de/10001543111
Saved in:
32
The term structure of interest rates as a random field
Goldstein, Robert S.
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10001485504
Saved in:
33
A parametric nonlinear model of term structure dynamics
Ahn, Dong-Hyun
- In:
The review of financial studies
12
(
1999
)
4
,
pp. 721-762
Persistent link: https://www.econbiz.de/10001421854
Saved in:
34
Short-term interest rates as subordinated diffusions
Conley, Timothy G.
;
Hansen, Lars Peter
;
Luttmer, Erzo …
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 525-577
Persistent link: https://www.econbiz.de/10001227983
Saved in:
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