//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Transaction Costs, Trading Vol...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
178
Portfolio-Management
178
USA
69
United States
69
Theorie
54
Theory
54
Capital income
34
Investment Fund
34
Investmentfonds
34
Kapitaleinkommen
34
Anlageverhalten
28
Behavioural finance
28
Börsenkurs
23
Capital market returns
23
Kapitalmarktrendite
23
Share price
23
Transaction costs
21
Transaktionskosten
21
CAPM
20
Estimation
20
Schätzung
20
Welt
18
World
18
Handelsvolumen der Börse
14
Trading volume
14
Financial analysis
12
Finanzanalyse
12
Institutional investor
12
Institutioneller Investor
12
Performance measurement
11
Performance-Messung
11
Risiko
11
Risk
11
Aktienmarkt
10
Hedge fund
10
Hedgefonds
10
Risikoprämie
10
Risk premium
10
Stock market
10
Forecasting model
9
more ...
less ...
Online availability
All
Undetermined
70
Free
5
Type of publication
All
Article
209
Type of publication (narrower categories)
All
Article in journal
206
Aufsatz in Zeitschrift
206
Language
All
English
209
Author
All
Elton, Edwin J.
5
Gruber, Martin Jay
4
Bessembinder, Hendrik
3
Cici, Gjergji
3
Post, Thierry
3
Statman, Meir
3
Zhou, Guofu
3
Ahn, Dong-Hyun
2
Balduzzi, Pierluigi
2
Bick, Avi
2
Bollen, Nicolas P. B.
2
Botshekan, Mahmoud
2
Chen, Hsiu-lang
2
Dahlquist, Magnus
2
DeMiguel, Victor
2
Ehrhardt, Michael C.
2
Filippou, Ilias
2
Gibson, Scott
2
Grauer, Robert R.
2
Green, Tracy Clifton
2
Grinblatt, Mark
2
Han, Yufeng
2
Hilliard, Jimmy E.
2
Jegadeesh, Narasimhan
2
Johnson, Herbert
2
Jordan, Susan D.
2
Kan, Raymond
2
Korkie, Robert M.
2
Kumar, Alok
2
Lucas, André
2
Massa, Massimo
2
Prado, Melissa Porras
2
Santa-Clara, Pedro
2
Subrahmanyam, Avanidhar
2
Söderlind, Paul
2
Taylor, Mark P.
2
Teo, Melvyn
2
Tonks, Ian
2
Adams, Zeno
1
Adler, Michael
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
NBER Working Papers
988
MPRA Paper
948
NBER working paper series
790
Journal of banking & finance
668
Working paper / National Bureau of Economic Research, Inc.
616
Working Paper
579
Research paper series / Swiss Finance Institute
517
NBER Working Paper
504
CEPR Discussion Papers
479
ECB Working Paper
449
Finance research letters
443
Insurance / Mathematics & economics
407
European journal of operational research : EJOR
391
CESifo Working Paper
383
Swiss Finance Institute Research Paper
370
CESifo working papers
343
Journal of financial economics
341
International review of financial analysis
327
Economics Papers from University Paris Dauphine
323
Journal of Banking & Finance
322
The journal of finance : the journal of the American Finance Association
314
Journal of economic dynamics & control
284
Discussion paper / Centre for Economic Policy Research
282
The review of financial studies
274
The journal of portfolio management : a publication of Institutional Investor
261
The journal of asset management
259
Applied economics
254
Journal of empirical finance
249
Discussion paper / Tinbergen Institute
246
Journal of risk and financial management : JRFM
246
International journal of theoretical and applied finance
238
Finance and stochastics
234
CESifo Working Paper Series
228
Management science : journal of the Institute for Operations Research and the Management Sciences
222
SpringerLink / Bücher
222
Working paper
220
Working paper series / European Central Bank
220
Economic modelling
204
International review of economics & finance : IREF
200
more ...
less ...
Source
All
ECONIS (ZBW)
209
Showing
1
-
10
of
209
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
2
Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
1
,
pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
Saved in:
3
Implied volatilities and transaction costs
Swidler, Steven Mark
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
3
,
pp. 437-447
Persistent link: https://www.econbiz.de/10001129736
Saved in:
4
Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.
;
Tan, Sinan
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
Saved in:
5
Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
Saved in:
6
The application of errors-in-variables methodology to capital market research : evidence on the small-firm effect
Booth, James R.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 501-515
Persistent link: https://www.econbiz.de/10001007344
Saved in:
7
Market timing and risk reduction
Pfeifer, Phillip E.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 451-459
Persistent link: https://www.econbiz.de/10001007357
Saved in:
8
Economic events, information structure, and the return-generating process
Damodaran, Aswath
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 423-434
Persistent link: https://www.econbiz.de/10001007360
Saved in:
9
Positively weighted minimum-variance portfolios and the structure of asset expected returns
Best, Michael J.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
4
,
pp. 513-537
Persistent link: https://www.econbiz.de/10001137817
Saved in:
10
Arbitrage, clientele effects, and the term structure of interest rates
Katz, Eliakim
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 435-443
Persistent link: https://www.econbiz.de/10001119168
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->