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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
667
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1
Ambiguity aversion and underdiversification
Guidolin, Massimo
;
Liu, Hening
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1297-1323
Persistent link: https://www.econbiz.de/10011610419
Saved in:
2
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:
3
Innovation under ambiguity and
risk
Coiculescu, Gabriela
;
Izhakian, Yehuda
;
Ravid, Simon Abraham
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
7
,
pp. 3190-3229
Persistent link: https://www.econbiz.de/10015156680
Saved in:
4
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:
5
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:
6
A new method to estimate
risk
and return of nontraded assets from cash flows : the case of private equity funds
Driessen, Joost
;
Lin, Tse-chun
;
Phalippou, Ludovic
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
3
,
pp. 511-535
Persistent link: https://www.econbiz.de/10009672538
Saved in:
7
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
8
Coskewness
risk
decomposition, covariation
risk
, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
9
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:
10
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
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