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~subject:"Portfolio selection"
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Portfolio selection
Capital income
152
Kapitaleinkommen
152
Theorie
95
Theory
94
Börsenkurs
82
Share price
82
Portfolio-Management
63
CAPM
57
Estimation
54
Risk
54
Schätzung
54
Risiko
53
Volatility
50
Volatilität
50
Capital market returns
47
Kapitalmarktrendite
47
Aktienmarkt
43
Stock market
43
USA
41
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41
Forecasting model
37
Prognoseverfahren
37
Risikoprämie
33
Risk premium
32
Anlageverhalten
30
Behavioural finance
30
China
25
Hedge fund
21
Hedgefonds
21
Welt
21
World
21
Corporate bond
18
Forecast
18
Hedging
18
Prognose
18
Unternehmensanleihe
18
Option pricing theory
14
Optionspreistheorie
14
Risikomaß
13
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27
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14
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Article
32
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31
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31
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31
Arbeitspapier
8
Graue Literatur
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8
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8
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English
63
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Bali, Turan G.
47
Tu, Jun
13
Demirtas, K. Ozgur
12
Brown, Stephen J.
10
Atilgan, Yigit
6
Caglayan, Mustafa O.
6
Cakici, Nusret
6
Tang, Yi
6
Zhou, Guofu
5
Gunaydin, A. Doruk
4
Günaydin, A. Doruk
4
Wen, Quan
4
Whitelaw, Robert F.
4
Bai, Jennie
3
Kelly, Bryan T.
3
Murray, Scott
3
Weigert, Florian
3
Arisoy, Yakup Eser
2
Celiker, Umut
2
Chen, Zilin
2
Chu, Liya
2
Duan, Xinrui
2
Fabozzi, Frank J.
2
Focardi, Sergio M.
2
Goyal, Amit
2
He, Xue-zhong
2
Hovakimian, Armen
2
Jansson, Thomas
2
Jiang, Fuwei
2
Karabulut, Yigitcan
2
Levy, Haim
2
Li, Kai
2
Mörke, Mathis
2
Zhang, Ran
2
Zhu, Zhaobo
2
Aspara, Jaakko
1
Beckmeyer, Heiner
1
Brown, Stephen
1
Chang, Ran
1
Chen, Jian
1
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National Bureau of Economic Research
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Journal of financial economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Georgetown McDonough School of Business Research Paper
4
NBER working paper series
3
China finance review international
2
Journal of banking & finance
2
Journal of financial and quantitative analysis : JFQA
2
Research paper series / Swiss Finance Institute
2
The Frank J. Fabozzi series
2
The journal of portfolio management : a publication of Institutional Investor
2
Working paper / National Bureau of Economic Research, Inc.
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial management
1
Frank J. Fabozzi Ser
1
Intelligent hedge fund investing
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of the Academy of Marketing Science
1
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1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Review of finance : journal of the European Finance Association
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The review of financial studies
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ECONIS (ZBW)
63
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1
Concept links and return momentum
Du, Qianqian
;
Liang, Dawei
;
Chen, Zilin
;
Tu, Jun
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013400091
Saved in:
2
Is regime switching in stock returns important in portfolio decisions?
Tu, Jun
- In:
Management science : journal of the Institute for …
56
(
2010
)
7
,
pp. 1198-1215
Persistent link: https://www.econbiz.de/10003996529
Saved in:
3
Characteristics-based portfolio policy : evidence from China
Chen, Zilin
;
Fei, Zhe
- In:
Emerging markets, finance & trade : a journal of the …
57
(
2021
)
4
,
pp. 1141-1158
Persistent link: https://www.econbiz.de/10012483309
Saved in:
4
Markowitz meets Talmud : a combination of sophisticated and naive diversification strategies
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 204-215
Persistent link: https://www.econbiz.de/10009242394
Saved in:
5
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
6
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:
7
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
8
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
9
Momentum and reversal : the role of short selling
Zhu, Zhaobo
;
Duan, Xinrui
;
Sun, Licheng
;
Tu, Jun
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 95-110
Persistent link: https://www.econbiz.de/10012131100
Saved in:
10
Relative strength over investment horizons and stock returns
Zhu, Zhaobo
;
Duan, Xinrui
;
Tu, Jun
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012433122
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