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subject:"Portfolio-Management"
subject:"United States"
~language:"afr"
~language:"eng"
~language:"nor"
~person:"Ang, Andrew"
~person:"Schwartz, Eduardo S."
~subject:"Volatilität"
~subject:"Wettbewerb"
~type:"article"
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Portfolio-Management
United States
Volatilität
Wettbewerb
Theorie
74
Theory
74
Portfolio selection
21
USA
20
Option pricing theory
14
Optionspreistheorie
14
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10
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10
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7
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Ang, Andrew
Schwartz, Eduardo S.
Fabozzi, Frank J.
83
Gupta, Rangan
35
Heckman, James J.
31
Satchell, Stephen
31
Wong, Wing Keung
31
Bollerslev, Tim
30
Korn, Ralf
30
Jarrow, Robert A.
29
Lee, Cheng F.
29
Escobar, Marcos
28
McAleer, Michael
27
Diebold, Francis X.
26
Račev, Svetlozar T.
26
Chavas, Jean-Paul
25
Li, Duan
25
Markowitz, Harry
25
Acemoglu, Daron
22
Caporale, Guglielmo Maria
22
Gil-Alaña, Luis A.
22
Gollier, Christian
22
Hall, Robert Ernest
22
Lo, Andrew W.
22
Madan, Dilip B.
22
Platen, Eckhard
22
Campbell, John Y.
21
Christiano, Lawrence J.
21
Engle, Robert F.
21
Ferson, Wayne E.
21
Glaeser, Edward L.
21
Härdle, Wolfgang
21
Lien, Da-hsiang Donald
21
Prigent, Jean-Luc
21
Zagst, Rudi
21
Forsyth, Peter A.
20
Stein, Jeremy C.
20
Audretsch, David B.
19
Levy, Haim
19
Longstaff, Francis A.
19
Serletis, Apostolos
19
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The journal of finance : the journal of the American Finance Association
10
Handbook of heavy tailed distributions in finance
3
The journal of business : B
3
Journal of economic dynamics & control
2
Mathematical methods of operations research
2
The review of financial studies
2
Advances in futures and options research : a research annual
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Credit risk models and management
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finanzmarkt und Portfolio-Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of energy finance & development
1
Journal of financial economics
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Options : classic approaches to pricing and modelling
1
Real estate economics : journal of the American Real Estate and Urban Economics Association
1
Real options and investment under uncertainty : classical readings and recent contributions
1
The journal of asset management
1
The journal of investing : JOI
1
The journal of portfolio management : JPM
1
The journal of portfolio management : a publication of Institutional Investor
1
The journal of real estate finance and economics
1
The journal of wealth management
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ECONIS (ZBW)
41
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41
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1
Net-zero investing for multi-asset portfolios seeking to satisfy Paris-aligned benchmark requirements with climate alpha signals
Hodges, Philip
;
Ren, He
;
Schwaiger, Katharina
;
Ang, Andrew
- In:
The journal of portfolio management : JPM
48
(
2022
)
4
,
pp. 33-58
Persistent link: https://www.econbiz.de/10013175500
Saved in:
2
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
3
Factors with style
Kimura, Keiko
;
Schwaiger, Katharina
;
Sharma, Deepika
; …
- In:
The journal of investing : JOI
30
(
2021
)
3
,
pp. 21-46
Persistent link: https://www.econbiz.de/10012503316
Saved in:
4
Factors and advisor portfolios
Lawler, Brian
;
Mossman, Brett
;
Nolan, Patrick
;
Ang, Andrew
- In:
The journal of wealth management
22
(
2020
)
4
,
pp. 37-61
Persistent link: https://www.econbiz.de/10012302826
Saved in:
5
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew
;
Hogan, Kedreth C.
;
Shores, Sara
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
Saved in:
6
Factor timing with cross-sectional and time-series predictors
Hodges, Philip
;
Hogan, Kedreth C.
;
Peterson, Justin R.
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
Saved in:
7
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
8
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
9
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
Saved in:
10
The term structure of real rates and expected inflation
Ang, Andrew
;
Bekaert, Geert
;
Wei, Min
- In:
The journal of finance : the journal of the American …
63
(
2008
)
2
,
pp. 797-849
Persistent link: https://www.econbiz.de/10003822775
Saved in:
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