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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Kapitalstruktur"
~subject:"Portfolio selection"
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Kapitalstruktur
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Journal of financial and quantitative analysis : JFQA
Journal of banking & finance
625
NBER working paper series
583
Working paper / National Bureau of Economic Research, Inc.
518
NBER Working Paper
416
Finance research letters
405
European journal of operational research : EJOR
388
Insurance / Mathematics & economics
386
Journal of financial economics
335
International review of financial analysis
291
The journal of finance : the journal of the American Finance Association
278
Journal of economic dynamics & control
267
The journal of asset management
256
Discussion paper / Centre for Economic Policy Research
255
The journal of portfolio management : a publication of Institutional Investor
253
The review of financial studies
247
Research paper series / Swiss Finance Institute
237
International journal of theoretical and applied finance
225
Management science : journal of the Institute for Operations Research and the Management Sciences
217
Applied economics
210
Journal of empirical finance
203
Finance and stochastics
198
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188
Economic modelling
183
International review of economics & finance : IREF
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Mathematical finance : an international journal of mathematics, statistics and financial theory
179
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The European journal of finance
174
The North American journal of economics and finance : a journal of financial economics studies
172
Risks : open access journal
168
Journal of risk and financial management : JRFM
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Swiss Finance Institute Research Paper
161
Economics letters
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Working paper
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Journal of investment management : JOIM
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The journal of investing
141
Pacific-Basin finance journal
138
Research in international business and finance
138
Applied economics letters
137
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
Saved in:
2
Measuring
risk
in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
Saved in:
3
Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A.
- In:
Journal of financial and quantitative analysis : JFQA
18
(
1983
)
4
,
pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
Saved in:
4
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
5
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
6
Risk
decomposition: variance or standard deviation : a reexamination and extension
Van Zijl, Tony
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001025728
Saved in:
7
Tail
risk
and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos
;
Tolikas, Konstantinos
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
Saved in:
8
Global political
risk
and currency momentum
Filippou, Ilias
;
Gozluklu, Arie E.
;
Taylor, Mark P.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 2227-2259
Persistent link: https://www.econbiz.de/10011959087
Saved in:
9
A multivariate model of strategic asset allocation with longevity
risk
Bisetti, Emilio
;
Favero, Carlo A.
;
Nocera, Giacomo
; …
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000
Saved in:
10
Stocks, bonds, and long-run consumption risks
Hasseltoft, Henrik
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
2
,
pp. 309-332
Persistent link: https://www.econbiz.de/10009672585
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