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source:"econis"
subject:"Portfolio selection"
~isPartOf:"Applied economics letters"
~isPartOf:"Finance research letters"
~subject:"Asymmetric information"
~subject:"Schätzung"
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Portfolio selection
Asymmetric information
Schätzung
Theorie
1,766
Theory
1,766
Estimation
250
Portfolio-Management
213
Börsenkurs
144
Share price
144
Capital income
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Gil-Alaña, Luis A.
7
Chang, Tsangyao
5
Boudt, Kris
3
Caporale, Guglielmo Maria
3
Gupta, Rangan
3
Haley, M. Ryan
3
Ardakani, Omid M.
2
Bahmani-Oskooee, Mohsen
2
Bhaskara Rao, Buddhavarapu
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Božović, Miloš
2
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2
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2
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2
Chen, Jingnan
2
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2
Csóka, Péter
2
Esteve García, Vicente
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2
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Applied economics letters
Finance research letters
Working paper / National Bureau of Economic Research, Inc.
814
NBER working paper series
777
NBER Working Paper
689
Discussion paper / Centre for Economic Policy Research
572
Economics letters
397
Journal of banking & finance
383
Applied economics
379
CESifo working papers
378
European journal of operational research : EJOR
345
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201
The review of financial studies
197
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195
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190
Journal of empirical finance
190
Journal of international money and finance
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IZA Discussion Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
164
International journal of theoretical and applied finance
163
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91
Shortfall portfolio selection : a bootstrap and k-fold analysis
Haley, M. Ryan
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 307-310
Persistent link: https://www.econbiz.de/10012803526
Saved in:
92
Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence
Kim, Seonghoon
;
Moon, Seongman
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
Saved in:
93
Recovering election winner probabilities from stock prices
Hanke, Michael
;
Stöckl, Sebastian
;
Weissensteiner, Alex
- In:
Finance research letters
45
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014575493
Saved in:
94
Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki
;
Tabata, Tomoaki
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576141
Saved in:
95
Asset pricing model uncertainty and portfolio choice
Carrasco, Ignacio
;
Hansen, Erwin
- In:
Finance research letters
45
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014576820
Saved in:
96
Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
Kurosaki, Tetsuo
;
Kim, Young Shin
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576824
Saved in:
97
Inflation and portfolio selection
Vukovic, Darko B.
;
Maiti, Moinak
;
Frömmel, Michael
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014233958
Saved in:
98
Comparisons of alternative information share measures
Lien, Da-hsiang Donald
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240185
Saved in:
99
What can we learn from financial stress indicator?
Zhang, Dan
;
Li, Biangxiang
- In:
Finance research letters
50
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014240192
Saved in:
100
Salience theory and enhancing momentum profits
Sim, Myounghwa
;
Kim, Hee-Eun
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014240201
Saved in:
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