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~subject:"Portfolio selection"
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Portfolio selection
Börsenkurs
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53,700
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Zaremba, Adam
39
Fabozzi, Frank J.
30
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30
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28
Mensi, Walid
27
Platen, Eckhard
26
Hammoudeh, Shawkat
24
Wolf, Michael
23
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21
Caporale, Guglielmo Maria
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Ledoit, Olivier
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19
Lo, Andrew W.
19
Plastun, Alex
19
Uppal, Raman
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Zhou, Guofu
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Christiansen, Charlotte
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Lakonishok, Josef
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Vo Xuan Vinh
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Chang, Chia-Lin
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Dumas, Bernard
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Engle, Robert F.
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Bali, Turan G.
15
Bekaert, Geert
15
Escobar, Marcos
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Frahm, Gabriel
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Gupta, Rangan
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Härdle, Wolfgang
15
Jarrow, Robert A.
15
Ammann, Manuel
14
Bouri, Elie
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Cakici, Nusret
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Ranaldo, Angelo
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Springer Fachmedien Wiesbaden
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Eric Cuvillier <Firma>
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IEAP Meeting: Investor Emotions & Asset Pricing <1., 2022, Lille>
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Karlsruher Ökonometrie-Workshop <7, 1999, Karlsruhe>
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Leonard N. Stern School of Business / Information Systems Department
1
Princeton University / International Finance Section
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Finance research letters
188
Journal of banking & finance
139
International review of financial analysis
104
Journal of financial economics
99
Journal of empirical finance
97
The North American journal of economics and finance : a journal of financial economics studies
77
NBER working paper series
75
Pacific-Basin finance journal
75
Applied economics
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International review of economics & finance : IREF
64
Quantitative finance
63
European journal of operational research : EJOR
61
Management science : journal of the Institute for Operations Research and the Management Sciences
61
NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
58
Research in international business and finance
55
Research paper series / Swiss Finance Institute
55
Economic modelling
53
Journal of econometrics
52
Journal of international financial markets, institutions & money
52
Energy economics
51
The journal of asset management
51
Journal of risk and financial management : JRFM
46
Risks : open access journal
46
Applied economics letters
44
The European journal of finance
43
International journal of theoretical and applied finance
42
Review of quantitative finance and accounting
42
Journal of economic dynamics & control
41
Insurance / Mathematics & economics
40
Investment management and financial innovations
39
Computational economics
38
Working paper
38
The journal of finance : the journal of the American Finance Association
37
Cogent economics & finance
35
Journal of financial markets
35
Journal of risk
34
Swiss Finance Institute Research Paper
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
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ECONIS (ZBW)
7,715
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1
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7,715
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1
Correlated idiosyncratic
volatility
shocks
Qiao, Xiao
;
Wang, Yongning
- In:
Journal of risk
23
(
2021
)
5
,
pp. 25-54
Persistent link: https://www.econbiz.de/10012630868
Saved in:
2
A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah
;
Polak, Petr
;
Imran, Zulfiqar Ali
- In:
Management : journal of contemporary management issues
26
(
2021
)
1
,
pp. 189-200
Persistent link: https://www.econbiz.de/10012659646
Saved in:
3
Econometric analysis of multivariate realised QML : estimation of the covariation of equity prices under asynchronous trading
Shephard, Neil G.
;
Xiu, Dacheng
- In:
Journal of econometrics
201
(
2017
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011917413
Saved in:
4
Expected stock returns, common idiosyncratic
volatility
and average idiosyncratic correlation
Ni, Xuanming
;
Qian, Long
;
Zhao, Huimin
;
Liu, Jia
- In:
International review of financial analysis
76
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
Saved in:
5
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
6
Three essays on financial markets and institutions
Souto, Marcos Rietti
-
2005
Persistent link: https://www.econbiz.de/10003904272
Saved in:
7
Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
205
(
2018
)
2
,
pp. 381-401
Persistent link: https://www.econbiz.de/10012110307
Saved in:
8
Return and risk of pairs trading using a
simulation
-based Bayesian procedure for predicting stable ratios of stock prices
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Dijk, Herman K. van
-
2014
implicit statistical arbitrage method. We use a
simulation
-based Bayesian procedure for predicting stable ratios, defined in a …
Persistent link: https://www.econbiz.de/10010259626
Saved in:
9
Return and risk of pairs trading using a
simulation
-based Bayesian procedure for predicting stable ratios of stock prices
Ardia, David
;
Gatarek, Lukasz T.
;
Hoogerheide, Lennart
; …
- In:
Econometrics : open access journal
4
(
2016
)
1
,
pp. 1-19
. A
simulation
-based Bayesian procedure is introduced for predicting stable stock price ratios, defined in a cointegration …
Persistent link: https://www.econbiz.de/10011505854
Saved in:
10
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
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