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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Volatility"
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Portfolio-Management
United States
Volatility
Theorie
2,749
Theory
2,749
Estimation
402
Schätzung
402
Portfolio selection
369
Volatilität
219
USA
195
Capital income
186
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186
Börsenkurs
176
Share price
176
Risk
166
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163
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158
Prognoseverfahren
158
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157
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157
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156
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153
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153
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114
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114
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106
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106
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96
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93
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93
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90
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90
Derivat
87
Derivative
87
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86
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86
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85
Risk measure
85
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81
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81
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746
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3
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3
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English
748
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Fabozzi, Frank J.
8
Gupta, Rangan
8
Korn, Ralf
6
Konno, Hiroshi
5
Brigo, Damiano
4
Platen, Eckhard
4
Wilmott, Paul
4
Baviera, Roberto
3
Benth, Fred Espen
3
Boudt, Kris
3
Bouri, Elie
3
Escobar, Marcos
3
Forsyth, Peter A.
3
Gil-Alaña, Luis A.
3
Johnson, Paul A.
3
Kim, Young Shin
3
Kolari, James W.
3
Li, Daye
3
Mensi, Walid
3
Nawrocki, David N.
3
Schoutens, Wim
3
Sensoy, Ahmet
3
Wohar, Mark E.
3
Wu, Xinyu
3
Xiong, Xiong
3
Yoon, Seong-min
3
Zagst, Rudi
3
Abakah, Emmanuel Joel Aikins
2
Al-Yahyaee, Khamis Hamed
2
Barucci, Emilio
2
Bayraktar, Erhan
2
Belton, Willie James
2
Blazsek, Szabolcs
2
Bodnar, Olha
2
Bodnar, Taras
2
Bollen, Bernard
2
Božović, Miloš
2
Cassou, Steven Peter
2
Castañeda, Pablo
2
Chen, Jingnan
2
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Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
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Applied economics
Finance research letters
International journal of theoretical and applied finance
Working paper / National Bureau of Economic Research, Inc.
1,637
European journal of operational research : EJOR
611
Discussion paper / Centre for Economic Policy Research
494
NBER working paper series
474
Journal of banking & finance
446
NBER Working Paper
376
The American economic review
339
Economics letters
335
Journal of economic dynamics & control
325
The review of financial studies
325
Working paper
323
The journal of finance : the journal of the American Finance Association
316
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310
Journal of financial economics
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
267
American journal of agricultural economics
253
Computers & operations research : and their applications to problems of world concern ; an international journal
248
Journal of monetary economics
240
The review of economics and statistics
238
Journal of econometrics
231
Mathematical finance : an international journal of mathematics, statistics and financial theory
224
CESifo working papers
214
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210
Journal of political economy
203
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199
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics letters
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Journal of international money and finance
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The journal of futures markets
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ECONIS (ZBW)
748
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61
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
62
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
63
Efficient portfolios computed with moment-based bounds
Morton, David P.
;
Dokov, Steftcho
;
Popova, Ivilina
- In:
Finance research letters
51
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014291616
Saved in:
64
Modified degree of operating leverage risk measure
Aharon, David Y.
;
Kroll, Yoram
;
Riff, Sivan
- In:
Finance research letters
51
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014291622
Saved in:
65
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
66
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
67
Mean-variance portfolio selection with estimation risk and transaction costs
Mei, Xiaoling
;
Zhu, Huanjun
;
Chen, Chongzhu
- In:
Applied economics
55
(
2023
)
13
,
pp. 1436-1453
Persistent link: https://www.econbiz.de/10013554924
Saved in:
68
Factor investing : a unified view
Kim, Saejoon
- In:
Applied economics
55
(
2023
)
14
,
pp. 1567-1580
Persistent link: https://www.econbiz.de/10013554952
Saved in:
69
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
70
Coherent measure of portfolio risk
Ardakani, Omid M.
- In:
Finance research letters
57
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014525068
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