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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Risks : open access journal"
~language:"eng"
~subject:"Risikoprämie"
~subject:"Stochastischer Prozess"
~type:"article"
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Portfolio selection
Risikoprämie
Stochastischer Prozess
Theorie
1,814
Theory
1,814
Estimation
163
Schätzung
161
Portfolio-Management
158
Risk
154
Risiko
152
Börsenkurs
111
Decision under uncertainty
111
Entscheidung unter Unsicherheit
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Share price
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108
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Laeven, Roger J. A.
3
Bernardi, Mauro
2
Branger, Nicole
2
Conlon, Thomas
2
Dimitrakopoulos, Stefanos
2
Drugov, Mikhail
2
Eeckhoudt, Louis R.
2
Jang, Bong-Gyu
2
Jarrow, Robert A.
2
Liu, Jun
2
Park, Seyoung
2
Prokhorov, Artem
2
Rosazza Gianin, Emanuela
2
Ryvkin, Dmitry
2
Scotti, Simone
2
Seeger, Norman
2
Teguia, Alberto
2
Tian, Weidong
2
Topaloglou, Nikolas
2
Wang, Yuanping
2
Wang, Yudong
2
Yang, Jinqiang
2
Abhyankar, Abhay
1
Adcock, Christopher
1
Afsharian, Mohsen
1
Ai, Jing
1
Albagli, Elias
1
Albrecher, Hansjörg
1
Anderson, Gordon
1
Ankirchner, Stefan
1
Antell, Jan
1
Anthropelos, Michail
1
Ararat, Çağın
1
Asimit, Alexandru V.
1
Asmussen, Søren
1
Assa, Hirbod
1
Auh, Jun Kyung
1
Babaei, Esmaeil
1
Back, Kerry E.
1
Bagliano, Fabio C.
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Journal of economic theory
Economics letters
Journal of empirical finance
Mathematics and financial economics
Risks : open access journal
European journal of operational research : EJOR
427
Insurance / Mathematics & economics
222
Finance research letters
185
Quantitative finance
141
Journal of banking & finance
120
Management science : journal of the Institute for Operations Research and the Management Sciences
118
Computers & operations research : and their applications to problems of world concern ; an international journal
110
Operations research
110
Journal of financial economics
95
Operations research letters
85
Journal of economic dynamics & control
84
International journal of production research
81
The North American journal of economics and finance : a journal of financial economics studies
75
International journal of theoretical and applied finance
73
Economic modelling
72
International review of economics & finance : IREF
71
International review of financial analysis
71
Computational economics
70
Mathematics of operations research
68
Journal of econometrics
66
The journal of portfolio management : JPM
63
Finance and stochastics
62
The European journal of finance
56
Scandinavian actuarial journal
55
Omega : the international journal of management science
52
Applied economics
51
Journal of the Operational Research Society
51
The journal of investing : JOI
48
International journal of production economics
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
46
Transportation research / E : an international journal
44
The journal of asset management
43
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
42
IMA journal of management mathematics
41
INFORMS journal on computing : JOC
41
International journal of financial engineering
39
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
248
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1
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
Saved in:
2
Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
Hediger, Simon
;
Näf, Jeffrey
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014578530
Saved in:
3
Aggregate portfolio choice
Inkmann, Joachim
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578534
Saved in:
4
Factor-based portfolio optimization
Auh, Jun Kyung
;
Cho, Wonho
- In:
Economics letters
228
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014451319
Saved in:
5
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
8
Portfolio allocation over the life cycle with multiple late-in-life saving motives
Lee, Minjoon
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014477088
Saved in:
9
The commodity risk premium and neural networks
Rad, Hossein
;
Low, Rand Kwong Yew
;
Miffre, Joëlle
; …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477111
Saved in:
10
A financial modeling approach to industry exchange-traded funds selection
Conlon, Thomas
;
Cotter, John
;
Kovalenko, Illia
;
Post, …
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014477136
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