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isPartOf:"Journal of financial and quantitative analysis : JFQA"
subject:"Portfolio selection"
~language:"eng"
~person:"Bali, Turan G."
~person:"Schlag, Christian"
~subject:"USA"
~subject:"Volatility"
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Portfolio selection
USA
Volatility
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1959-1998
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Bali, Turan G.
Schlag, Christian
Mauer, David C.
3
Hilliard, Jimmy E.
2
Hull, John
2
Jordan, Susan D.
2
Kamara, Avraham
2
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Journal of financial and quantitative analysis : JFQA
SAFE working paper
4
The journal of futures markets
4
SAFE Working Paper
3
Georgetown McDonough School of Business Research Paper
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Working paper / National Bureau of Economic Research, Inc.
2
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
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AFA 2011 Denver Meetings Paper
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Computational economics
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Essays in asset pricing
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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Volatility-of-volatility risk
Huang, Darien
;
Schlag, Christian
;
Shaliastovich, Ivan
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2423-2452
Persistent link: https://www.econbiz.de/10012165915
Saved in:
2
Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole
;
Schlag, Christian
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
Saved in:
3
Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G.
- In:
Journal of financial and quantitative analysis : JFQA
35
(
2000
)
2
,
pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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