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source:"econis"
subject:"Portfolio selection"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Asymmetric information"
~subject:"Schätzung"
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Portfolio selection
Asymmetric information
Schätzung
Theorie
2,543
Theory
2,543
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398
Time series analysis
336
Zeitreihenanalyse
336
USA
296
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296
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259
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Gil-Alaña, Luis A.
6
Chang, Tsangyao
5
Boudt, Kris
3
Caporale, Guglielmo Maria
3
Engle, Robert F.
3
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3
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Lian, Heng
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2
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2
Bhaskara Rao, Buddhavarapu
2
Bia, Michela
2
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2
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2
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2
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2
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2
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2
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2
Chen, Jingnan
2
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2
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2
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2
Enders, Walter
2
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Esteve García, Vicente
2
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2
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2
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2
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2
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Applied economics letters
Finance research letters
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper / National Bureau of Economic Research, Inc.
814
NBER working paper series
776
NBER Working Paper
689
Discussion paper / Centre for Economic Policy Research
572
Economics letters
396
Journal of banking & finance
383
Applied economics
378
CESifo working papers
375
European journal of operational research : EJOR
335
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191
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Journal of international money and finance
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IZA Discussion Paper
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European economic review : EER
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of theoretical and applied finance
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Finance and stochastics
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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ECONIS (ZBW)
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1
Constructing Bayesian tangency portfolios under short-selling restrictions
Bodnar, Olha
;
Bodnar, Taras
;
Niklasson, Vilhelm
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530749
Saved in:
2
Execution uncertainty of dark pools and portfolio balance
Zhu, Jianchang
;
Sun, Xuchu
;
Li, Tangrong
- In:
Finance research letters
63
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531284
Saved in:
3
Evolution of stock market efficiency in Europe : evidence from measuring periods of inefficiency
Bock, J.
;
Geissel, S.
- In:
Finance research letters
62
(
2024
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014530836
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4
SVARs identification through bounds on the forecast error variance
Volpicella, Alessio
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1291-1301
Persistent link: https://www.econbiz.de/10013539513
Saved in:
5
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
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6
Information quality and cost of credit bond financing
Chen, Qian
;
Li, Yang
;
Zhao, Qiuyun
;
Liu, Fan
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445232
Saved in:
7
Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
Saved in:
8
Measuring systemic risk contribution : a higher-order moment augmented approach
Wang, Peiwen
;
Huang, Guanglin
- In:
Finance research letters
59
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014445409
Saved in:
9
Financial technology and financing constraints
Du, Lixia
;
Geng, Baiyang
- In:
Finance research letters
60
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490186
Saved in:
10
Multi-period portfolio optimization : a parallel NSGA-III algorithm with real-world constraints
Qian, Yihe
;
Wang, Jinpeng
- In:
Finance research letters
60
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014490203
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