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~subject:"Portfolio selection"
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Portfolio selection
microeconomics
128
Economics
94
mathematical economics
72
operations research and management science
53
public economics
34
labour economics
31
Economics ()
28
econometrics
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25
mathematical economics and econometrics
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marketing
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13
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13
industrial organization
13
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12
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11
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computer science applications
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Giot, Pierre
11
Petitjean, Mikael
6
Grammig, Joachim
3
Beaupain, Renaud
2
Hege, Ulrich
1
Moerloose, Sandrine de
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CORE discussion paper : DP
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance : revue de l'Association Française de Finance
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ECONIS (ZBW)
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How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001720490
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2
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
-
2002
Persistent link: https://www.econbiz.de/10001710321
Saved in:
3
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386833
Saved in:
4
Short-term market timing using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003386845
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5
Market-wide liquidity co-movements, volatility regimes and market cap sizes
Beaupain, Renaud
(
contributor
);
Giot, Pierre
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003386948
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6
Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
Giot, Pierre
(
contributor
);
Petitjean, Mikael
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003278446
Saved in:
7
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
8
How large is liquidity risk in an automated auction market?
Giot, Pierre
;
Grammig, Joachim
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 867-887
Persistent link: https://www.econbiz.de/10003233768
Saved in:
9
Style investing and momentum investing : a case study
Moerloose, Sandrine de
;
Giot, Pierre
- In:
The journal of asset management
12
(
2011
)
6
,
pp. 407-417
Persistent link: https://www.econbiz.de/10009408638
Saved in:
10
Volatility regimes and liquidity co-movements in cap-based portfolios
Beaupain, Renaud
;
Giot, Pierre
;
Petitjean, Mikael
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 55-79
Persistent link: https://www.econbiz.de/10008660584
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