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language:"deu"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~subject:"Mathematische Optimierung"
~subject:"Share price"
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Mathematische Optimierung
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232
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Shleifer, Andrei
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The journal of finance : the journal of the American Finance Association
European journal of operational research : EJOR
122
Journal of banking & finance
65
Finance research letters
60
International review of financial analysis
41
Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Applied economics letters
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Journal of the Operational Research Society
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Review of quantitative finance and accounting
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Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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1
Long-run risk : is it there?
Liu, Yukun
;
Matthies, Ben
- In:
The journal of finance : the journal of the American …
77
(
2022
)
3
,
pp. 1587-1633
Persistent link: https://www.econbiz.de/10013279745
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2
Why does return predictability concentrate in bad times?
Cujean, Julien
;
Hasler, Michael
- In:
The journal of finance : the journal of the American …
72
(
2017
)
6
,
pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
Saved in:
3
The downside of asset screening for market liquidity
Vanasco, Victoria
- In:
The journal of finance : the journal of the American …
72
(
2017
)
5
,
pp. 1937-1982
Persistent link: https://www.econbiz.de/10011764331
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4
Mandatory portfolio disclosure, stock liquidity, and mutual fund performance
Agarwal, Vikas
;
Mullally, Kevin A.
;
Tang, Yuehua
;
Yang, …
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2733-2776
Persistent link: https://www.econbiz.de/10011411412
Saved in:
5
Ambiguous information, portfolio inertia, and excess volatility
Illeditsch, Philipp Karl
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2213-2247
Persistent link: https://www.econbiz.de/10009514107
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6
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
64
(
2009
)
2
,
pp. 579-629
Persistent link: https://www.econbiz.de/10003828273
Saved in:
7
Does stock return momentum explain the "smart money" effect?
Sapp, Travis
;
Tiwari, Ashish
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2605-2622
Persistent link: https://www.econbiz.de/10002502829
Saved in:
8
Delegated portfolio management and rational prolonged mispricing
Goldman, Eitan
;
Slezak, Steve L.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
1
,
pp. 283-312
Persistent link: https://www.econbiz.de/10001737282
Saved in:
9
Empirical tests for stochastic dominance efficiency
Post, Thierry
- In:
The journal of finance : the journal of the American …
58
(
2003
)
5
,
pp. 1905-1931
Persistent link: https://www.econbiz.de/10001797763
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10
Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns
Dittmar, Robert F.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
1
,
pp. 369-403
Persistent link: https://www.econbiz.de/10001650384
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