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isPartOf:"Review of international economics"
type:"article"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial economics"
~person:"Collin-Dufresne, Pierre"
~person:"Liao, Yin"
~subject:"Volatilität"
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Volatilität
Portfolio selection
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Portfolio-Management
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Theorie
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Volatility
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Transaction costs
2
Transaktionskosten
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1987
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Collin-Dufresne, Pierre
Liao, Yin
Brandt, Michael W.
3
Andersen, Torben
2
Aït-Sahalia, Yacine
2
Christoffersen, Peter F.
2
Della Corte, Pasquale
2
Fałdziński, Marcin
2
Fiszeder, Piotr
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Fleming, Jeff
2
Giglio, Stefano
2
Jacobs, Kris
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Kelly, Bryan T.
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Kim, Dongcheol
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Maheu, John M.
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Molnár, Peter
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Pan, Jun
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Panageas, Stauros
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Schlag, Christian
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Shleifer, Andrei
2
Wang, Yudong
2
Wu, Chongfeng
2
Adcock, Christopher
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Ai, Hengjie
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Ammann, Manuel
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Anand, Amber
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Armstrong, Will J.
1
Bae, Kee-hong
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Baillie, Richard
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Bandi, Federico M.
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Barinov, Alexander
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Bartolini, Leonardo
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Bee, Marco
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Bekaert, Geert
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Bekiros, Stelios D.
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Benzoni, Luca
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Review of international economics
Journal of empirical finance
Journal of financial economics
Journal of banking & finance
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
International journal of forecasting
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ECONIS (ZBW)
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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:
2
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
Saved in:
3
Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca
;
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
Saved in:
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