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person:"Blake, David"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Cochrane, John H."
~person:"Jarrow, Robert A."
~person:"Lo, Andrew W."
~subject:"Arbitrage"
~subject:"Theorie"
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Search: subject_exact:"Portfolio management"
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Arbitrage
Theorie
Portfolio selection
14
Portfolio-Management
14
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6
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5
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Blake, David
Cochrane, John H.
Jarrow, Robert A.
Lo, Andrew W.
Campbell, John Y.
6
Viceira, Luis M.
6
Brandt, Michael W.
5
Cooper, Russell W.
5
MacKinlay, Archie Craig
5
Mitchell, Olivia S.
5
Ang, Andrew
4
Bodie, Zvi
4
Bonaparte, Yosef
4
Maurer, Raimond
4
Nieuwerburgh, Stijn van
4
Poterba, James M.
4
Pástor, Ľuboš
4
Santa-Clara, Pedro
4
Shleifer, Andrei
4
Stambaugh, Robert F.
4
Wang, Jiang
4
Abel, Andrew B.
3
Aït-Sahalia, Yacine
3
Barberis, Nicholas
3
Berk, Jonathan B.
3
Ferson, Wayne E.
3
Gorton, Gary
3
Lustig, Hanno
3
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3
Svensson, Lars E. O.
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Veldkamp, Laura
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2
Bekaert, Geert
2
Brunnermeier, Markus Konrad
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Chacko, George
2
Chien, YiLi
2
Cole, Harold L.
2
Daniel, Kent
2
Davis, Steven J.
2
Dumas, Bernard
2
Eberly, Janice C.
2
Engle, Robert F.
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Working paper / National Bureau of Economic Research, Inc.
NBER working paper series
10
NBER Working Paper
6
Journal of financial markets
4
The review of financial studies
4
Discussion paper in financial economics : FE
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Rodney L. White Center for Financial Research
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Routledge international studies in money and banking
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Scottish journal of political economy : the journal of the Scottish Economic Society
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The economic journal : the journal of the Royal Economic Society
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The journal of fixed income : JFI
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
12
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1
A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H.
-
2013
Persistent link: https://www.econbiz.de/10009715068
Saved in:
2
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
Saved in:
3
Financial markets and the real economy
Cochrane, John H.
-
2005
Persistent link: https://www.econbiz.de/10002684046
Saved in:
4
Two trees : asset price dynamics induced by market clearing
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
-
2003
Persistent link: https://www.econbiz.de/10001852332
Saved in:
5
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
6
International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001599163
Saved in:
7
Portfolio advice for a multifactor world
Cochrane, John H.
-
1999
Persistent link: https://www.econbiz.de/10001391040
Saved in:
8
Nonparametric risk management and implied risk aversion
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1997
Persistent link: https://www.econbiz.de/10000637525
Saved in:
9
Econometric models of limit-order executions
Lo, Andrew W.
;
MacKinlay, Archie Craig
;
Zhang, June
-
1997
Persistent link: https://www.econbiz.de/10000645107
Saved in:
10
Maximizing predictability in the stock and bond markets
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000909184
Saved in:
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