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~accessRights:"restricted"
~isPartOf:"The journal of investment strategies"
~subject:"Anlageverhalten"
~subject:"Estimation"
~subject:"Indexderivat"
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Anlageverhalten
Estimation
Indexderivat
Index derivative
4
Behavioural finance
2
Investment Fund
2
Investmentfonds
2
Portfolio selection
2
Portfolio-Management
2
Volatility
2
Volatilität
2
exchange-traded funds (ETFs)
2
Aktienindex
1
Capital income
1
Chicago Board Options Exchange (CBOE) volatility index (VIX) futures
1
Correlation
1
Estimation theory
1
Index
1
Index futures
1
Index number
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Index-Futures
1
Kapitaleinkommen
1
Karhunen-Loeve transform (KLT)
1
Korrelation
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Leerverkauf
1
Schätztheorie
1
Sharpe ratio
1
Short selling
1
Stock index
1
Toeplitz matrix
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compouding effect
1
eigendecomposition
1
eigenportfolios
1
exchange-traded fund (ETF)
1
exponential correlation model
1
household finance
1
iPath Standard & Poor's 500 volatility index short-term futures exchange-traded fund (VXX)
1
leveraged exchange-traded funds (ETFs)
1
market exposure
1
market portfolio
1
minimum variance portfolio
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Akansu, Ali N.
1
Avellaneda, Marco
1
Papadopoulos, Simeon
1
Papanicolaou, Andrew
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Tsalikis, George
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Wanger, Hans Philipp
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Xiong, Anqi
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The journal of investment strategies
Finance research letters
16
International review of financial analysis
15
Applied economics
12
The review of financial studies
11
Pacific-Basin finance journal
10
The journal of beta investment strategies
10
The journal of futures markets
10
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
9
Applied economics letters
8
Global finance journal
8
Journal of banking & finance
8
Energy economics
7
Journal of financial economics
7
Discussion paper / Centre for Economic Policy Research
6
Journal of financial markets
6
The journal of investing : JOI
6
Journal of international financial markets, institutions & money
5
Review of finance : journal of the European Finance Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Discussion papers / CEPR
4
Economic modelling
4
Investment management and financial innovations
4
Journal of financial and quantitative analysis : JFQA
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Research in international business and finance
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Review of asset pricing studies : RAPS
4
SpringerLink / Bücher
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
Theoretical economics letters
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Working paper / National Bureau of Economic Research, Inc.
4
Computational economics
3
Emerging markets, finance and trade : EMFT
3
Financial analysts journal : FAJ
3
Journal of mathematical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Managerial finance
3
Studies in economics and finance
3
The financial review : the official publication of the Eastern Finance Association
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The journal of asset management
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ECONIS (ZBW)
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1
Does reinvesting payouts in plain vanilla exchange-traded funds enhance household portfolio performance?
Wanger, Hans Philipp
- In:
The journal of investment strategies
11
(
2022
)
1
,
pp. 23-57
Persistent link: https://www.econbiz.de/10014335808
Saved in:
2
Eigenportfolios of US equities for the exponential correlation model
Akansu, Ali N.
;
Xiong, Anqi
- In:
The journal of investment strategies
9
(
2020
)
1
,
pp. 55-77
Persistent link: https://www.econbiz.de/10012597129
Saved in:
3
Can shorting leveraged exchange-traded fund pairs be a profitable trade?
Tsalikis, George
;
Papadopoulos, Simeon
- In:
The journal of investment strategies
8
(
2019
)
2
,
pp. 69-88
Persistent link: https://www.econbiz.de/10012140132
Saved in:
4
Statistics of VIX futures and their applications to trading volatility exchange-traded products
Avellaneda, Marco
;
Papanicolaou, Andrew
- In:
The journal of investment strategies
7
(
2018
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011880127
Saved in:
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