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~subject:"Portfolio-Management"
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Portfolio-Management
Volatility
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Capital income
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Gatfaoui, Hayette
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Ma, Guiyuan
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Economic modelling
Journal of banking & finance
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Finance research letters
124
Journal of financial economics
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International review of financial analysis
118
NBER working paper series
118
Working paper / National Bureau of Economic Research, Inc.
102
Journal of empirical finance
100
The journal of asset management
91
NBER Working Paper
82
The North American journal of economics and finance : a journal of financial economics studies
72
Applied economics
70
International review of economics & finance : IREF
62
Pacific-Basin finance journal
59
Research paper series / Swiss Finance Institute
58
Research in international business and finance
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Journal of risk and financial management : JRFM
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Journal of international financial markets, institutions & money
55
The European journal of finance
55
Applied economics letters
51
The journal of portfolio management : a publication of Institutional Investor
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Journal of investment management : JOIM
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Financial markets and portfolio management
49
Review of quantitative finance and accounting
47
The review of financial studies
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Investment management and financial innovations
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Swiss Finance Institute Research Paper
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Energy economics
42
Discussion paper / Centre for Economic Policy Research
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Insurance / Mathematics & economics
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Journal of financial markets
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Applied financial economics
38
Quantitative finance
38
Journal of financial and quantitative analysis : JFQA
37
Journal of economic dynamics & control
36
The journal of finance : the journal of the American Finance Association
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The journal of investing
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
2
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
3
Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette
- In:
Economic modelling
30
(
2013
),
pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
Saved in:
4
Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets
Xia, Xin
;
Gan, Liu
- In:
Economic modelling
98
(
2021
),
pp. 349-360
Persistent link: https://www.econbiz.de/10012793994
Saved in:
5
Optimal hedge ratios for clean energy equities
Ahmad, Wasim
;
Sadorsky, Perry A.
;
Sharma, Amit
- In:
Economic modelling
72
(
2018
),
pp. 278-295
Persistent link: https://www.econbiz.de/10012100422
Saved in:
6
How rational could VIX investing be?
Bahaji, Hamza
;
Aberkane, Salah
- In:
Economic modelling
58
(
2016
),
pp. 556-568
Persistent link: https://www.econbiz.de/10011647532
Saved in:
7
On the usefulness of intraday price ranges to gauge liquidity in cap-based portfolios
Mazza, Paolo
;
Petitjean, Mikael
- In:
Economic modelling
54
(
2016
),
pp. 67-81
Persistent link: https://www.econbiz.de/10011641382
Saved in:
8
Revisiting the shock and volatility transmissions among GCC stock and oil markets : a further investigation
Jouini, Jamel
;
Harrathi, Nizar
- In:
Economic modelling
38
(
2014
),
pp. 486-494
Persistent link: https://www.econbiz.de/10010418988
Saved in:
9
Extracting portfolio management strategies from volatility transmission models in regime-changing environments : evidence from GCC and global markets
Khalifa, Ahmed A. A.
;
Hammoudeh, Shawkat
;
Otranto, Edoardo
- In:
Economic modelling
41
(
2014
),
pp. 365-374
Persistent link: https://www.econbiz.de/10010440698
Saved in:
10
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette
- In:
Economic modelling
64
(
2017
),
pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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