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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"USA"
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Portfolio selection
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Elton, Edwin J.
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Gruber, Martin Jay
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
2,123
NBER working paper series
851
Journal of banking & finance
803
European journal of operational research : EJOR
723
Discussion paper / Centre for Economic Policy Research
674
NBER Working Paper
598
The journal of finance : the journal of the American Finance Association
543
The review of financial studies
540
Finance research letters
517
Journal of financial economics
487
Applied economics
443
Insurance / Mathematics & economics
416
Journal of economic dynamics & control
413
Economics letters
402
The American economic review
399
International review of financial analysis
391
Working paper
389
Journal of empirical finance
306
Management science : journal of the Institute for Operations Research and the Management Sciences
303
Economic modelling
299
CESifo working papers
296
The journal of portfolio management : a publication of Institutional Investor
292
Applied economics letters
281
The review of economics and statistics
279
American journal of agricultural economics
278
Research paper series / Swiss Finance Institute
267
The journal of asset management
263
International journal of theoretical and applied finance
261
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
259
International review of economics & finance : IREF
257
Computers & operations research : and their applications to problems of world concern ; an international journal
256
SpringerLink / Bücher
249
Journal of monetary economics
245
The North American journal of economics and finance : a journal of financial economics studies
243
Discussion paper series / IZA
237
The European journal of finance
236
Quantitative finance
234
Finance and economics discussion series
233
Journal of political economy
222
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ECONIS (ZBW)
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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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