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isPartOf:"The review of financial studies"
~isPartOf:"Economics letters"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Kapitaleinkommen"
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Search: subject_exact:"Portfolio selection"
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Kapitaleinkommen
Portfolio selection
1,179
Portfolio-Management
1,179
Theorie
640
Theory
640
USA
266
United States
265
Capital income
164
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148
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Brandt, Michael W.
6
Ferson, Wayne E.
6
Santa-Clara, Pedro
6
Bekaert, Geert
5
Lo, Andrew W.
5
MacKinlay, Archie Craig
5
Goetzmann, William N.
4
Lakonishok, Josef
4
Rouwenhorst, K. Geert
4
Chan, Louis K. C.
3
Harvey, Campbell R.
3
Longstaff, Francis A.
3
Moskowitz, Tobias J.
3
Nieuwerburgh, Stijn van
3
Pedersen, Lasse Heje
3
Pástor, Ľuboš
3
Qin, Zhongfeng
3
Ang, Andrew
2
Aït-Sahalia, Yacine
2
Baele, Lieven
2
Bernard, Carole
2
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2
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Inghelbrecht, Koen
2
Jegadeesh, Narasimhan
2
Karceski, Jason
2
Lamont, Owen A.
2
Li, Xiang
2
Lustig, Hanno
2
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The review of financial studies
Economics letters
European journal of operational research : EJOR
Working paper / National Bureau of Economic Research, Inc.
Journal of banking & finance
131
Finance research letters
111
Journal of financial economics
110
International review of financial analysis
105
NBER working paper series
97
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90
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78
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67
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60
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58
International review of economics & finance : IREF
55
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52
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51
Applied economics letters
50
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48
Financial markets and portfolio management
47
Journal of investment management : JOIM
45
Journal of international financial markets, institutions & money
44
Review of quantitative finance and accounting
44
Research paper series / Swiss Finance Institute
42
The journal of portfolio management : a publication of Institutional Investor
42
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Journal of financial markets
39
Investment management and financial innovations
36
Applied financial economics
33
The journal of investing
33
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
33
International journal of economics and finance
32
The journal of finance : the journal of the American Finance Association
32
Journal of financial and quantitative analysis : JFQA
31
Swiss Finance Institute Research Paper
31
Discussion paper / Centre for Economic Policy Research
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Economic modelling
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
27
Insurance / Mathematics & economics
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Journal of international money and finance
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ECONIS (ZBW)
164
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1
International portfolio choice with frictions : evidence from mutual funds
Bacchetta, Philippe
;
Tièche, Simon
;
Van Wincoop, Eric
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4233-4270
Persistent link: https://www.econbiz.de/10014392049
Saved in:
2
Improving factor momentum : statistical significance matters
Liu, Yangyi
;
Luo, Ronghua
;
Zhao, Senyang
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014507002
Saved in:
3
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
4
A relative robust approach on expected returns with bounded CVaR for portfolio selection
Benati, Stefano
;
Sánchez Conde, Eduardo
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 332-352
Persistent link: https://www.econbiz.de/10012820171
Saved in:
5
Reconciling mean-variance portfolio theory with non-Gaussian returns
Lassance, Nathan
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 729-740
Persistent link: https://www.econbiz.de/10013259928
Saved in:
6
Robust international portfolio optimization with worst‐case mean‐CVaR
Luan, Fei
;
Zhang, Weiguo
;
Liu, Yongjun
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 877-890
Persistent link: https://www.econbiz.de/10013364039
Saved in:
7
On the pricing of expected idiosyncratic skewness
Cui, Xiangyu
;
Guan, Zheng
- In:
Economics letters
216
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013448356
Saved in:
8
A look under the hood of momentum funds
Banegas, Ayelen
;
Rosa, Carlo
- In:
Economics letters
217
(
2022
),
pp. 1-4
Persistent link: https://www.econbiz.de/10013465321
Saved in:
9
Rationalizing trading frequency and returns : maybe trading is good for you
Bonaparte, Yosef
;
Cooper, Russell W.
;
Sha, Mengli
-
2019
Persistent link: https://www.econbiz.de/10012028264
Saved in:
10
The mean-variance relation : a 24-hour story
Wang, Wenzhao
- In:
Economics letters
208
(
2021
),
pp. 1-3
Persistent link: https://www.econbiz.de/10013207052
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