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subject:"Portfolio selection"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~person:"Lo, Andrew W."
~person:"Schwartz, Eduardo S."
~subject:"Betriebliche Investitionstheorie"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Wahrscheinlichkeitsrechnung"
~subject:"Yield curve"
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Portfolio selection
Betriebliche Investitionstheorie
Stock market
Time series analysis
Wahrscheinlichkeitsrechnung
Yield curve
Theorie
14
Theory
14
USA
9
United States
9
CAPM
5
Option pricing theory
5
Optionspreistheorie
5
Derivat
3
Derivative
3
Hedging
3
Estimation
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Portfolio-Management
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Schätzung
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Zinsstruktur
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1962-1996
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1993
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Allgemeines Gleichgewicht
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English
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Lo, Andrew W.
Schwartz, Eduardo S.
Collin-Dufresne, Pierre
4
Longstaff, Francis A.
4
Uppal, Raman
4
Aït-Sahalia, Yacine
3
Barberis, Nicholas
3
Bekaert, Geert
3
Brandt, Michael W.
3
Brennan, Michael J.
3
Dammon, Robert Mark
3
Dumas, Bernard
3
Goldstein, Robert S.
3
Green, Richard C.
3
Liu, Hong
3
Shleifer, Andrei
3
Adler, Michael
2
Ang, Andrew
2
Carr, Peter
2
Chandra, Ramesh
2
DeLong, James Bradford
2
Detemple, Jérôme B.
2
Ferson, Wayne E.
2
Gennaioli, Nicola
2
Gérard, Bruno
2
Harvey, Campbell R.
2
Kim, Ŭng-han
2
Kremer, Ilan
2
Markowitz, Harry
2
Pearson, Neil D.
2
Pástor, Ľuboš
2
Santa-Clara, Pedro
2
Singleton, Kenneth J.
2
Stein, Jeremy C.
2
Sundaresan, Suresh M.
2
Triantis, Alexander J.
2
Vishny, Robert W.
2
Welch, Ivo
2
Aghion, Philippe
1
Ahn, Chang-mo
1
Albuquerque, Rui
1
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The journal of finance : the journal of the American Finance Association
NBER working paper series
14
Working paper / National Bureau of Economic Research, Inc.
12
NBER Working Paper
9
Journal of financial economics
4
The review of financial studies
4
Handbook of heavy tailed distributions in finance
3
Journal of econometrics
3
Journal of financial markets
3
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Mathematical methods of operations research
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
An Elgar reference collection
1
Computation and estimation in finance and economics
1
Econometric methods and financial time series
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Finanzmarkt und Portfolio-Management
1
Johns Hopkins Carey Business School Research Paper
1
Journal of bioeconomics
1
Macroeconomic dynamics
1
Rodney L. White Center for Financial Research
1
The energy journal
1
The international library of critical writings in financial economics
1
The journal of business : B
1
The journal of fixed income
1
The journal of real estate finance and economics
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Working paper / Federal Reserve Bank of Cleveland
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Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division
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ECONIS (ZBW)
5
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1
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
2
The relative valuation of caps and swaptions : theory and empirical evidence
Longstaff, Francis A.
;
Santa-Clara, Pedro
;
Schwartz, …
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2067-2109
Persistent link: https://www.econbiz.de/10001631728
Saved in:
3
The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
Saved in:
4
Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
Saved in:
5
Time-invariant portfolio insurance strategies
Brennan, Michael J.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
2
,
pp. 283-299
Persistent link: https://www.econbiz.de/10001059369
Saved in:
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