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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"
~subject:"Kapitaleinkommen"
~subject:"Risikoprämie"
~type:"article"
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Portfolio selection
Kapitaleinkommen
Risikoprämie
Theorie
1,814
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1,814
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163
Schätzung
161
Portfolio-Management
159
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Laeven, Roger J. A.
3
Min, Byoung-Kyu
3
Bernardi, Mauro
2
Branger, Nicole
2
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2
Cotter, John
2
Deng, Kaihua
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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Journal of economic theory
Economics letters
Journal of empirical finance
Mathematics and financial economics
Risks : open access journal
Finance research letters
227
Insurance / Mathematics & economics
175
European journal of operational research : EJOR
160
Journal of banking & finance
143
Quantitative finance
132
Management science : journal of the Institute for Operations Research and the Management Sciences
120
Journal of financial economics
114
International review of financial analysis
97
International review of economics & finance : IREF
93
The North American journal of economics and finance : a journal of financial economics studies
85
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80
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77
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67
Applied economics
66
International journal of theoretical and applied finance
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61
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50
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ECONIS (ZBW)
252
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1
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:
2
Aggregate portfolio choice
Inkmann, Joachim
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014578534
Saved in:
3
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:
4
Factor correlation and the cross section of asset returns : a correlation-robust machine learning approach
Sun, Chuanping
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578566
Saved in:
5
International asset pricing with heterogeneous agents : estimation and inference
Tédongap, Roméo
;
Tinang, Jules
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491863
Saved in:
6
Human capital and portfolio choice : borrowing constraint and reversible retirement
Jeon, Junkee
;
Koo, Hyeng-keun
;
Kwak, Minsuk
- In:
Mathematics and financial economics
18
(
2024
)
1
,
pp. 113-150
Persistent link: https://www.econbiz.de/10015045587
Saved in:
7
Optimal collective investment : an analysis of individual welfare
Branger, Nicole
;
Chen, An
;
Mahayni, Antje
;
Nguyen, Thai
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 101-125
Persistent link: https://www.econbiz.de/10014226255
Saved in:
8
An optimal portfolio and consumption problem with a benchmark and partial information
Bellalah, Mondher
;
Zhang, Detao
;
Zhang, Panpan
- In:
Mathematics and financial economics
17
(
2023
)
1
,
pp. 127-152
Persistent link: https://www.econbiz.de/10014226256
Saved in:
9
Non-concave portfolio optimization with average value-at-risk
Zhang, Fangyuan
- In:
Mathematics and financial economics
17
(
2023
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10014328920
Saved in:
10
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
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