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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Quantitative finance"
~subject:"Portfolio selection"
~subject:"Risk"
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Search: subject:"Aktienrendite"
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Portfolio selection
Risk
Capital market returns
36
Kapitalmarktrendite
36
Volatility
21
Volatilität
21
USA
10
United States
10
ARCH model
9
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Aktienmarkt
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Capital income
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Forecasting model
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Portfolio-Management
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Welt
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Risikoprämie
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Risk premium
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Stochastischer Prozess
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McAleer, Michael
4
Ilomäki, Jukka
3
Laurila, Hannu
3
Chang, Chia-Lin
2
Alles Rodrigues, Alexandre
1
Ardia, David
1
Boudt, Kris
1
Chow, K. Victor
1
Fieberg, Christian
1
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1
Li, Jingrui
1
Liedtke, Gerrit
1
Lleo, Sébastien
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Metko, Daniel
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Nguyen, Giang
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Sopranzetti, Ben J.
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Econometric Institute research papers
Quantitative finance
The review of financial studies
23
Journal of financial and quantitative analysis : JFQA
21
SpringerLink / Bücher
18
Working paper / National Bureau of Economic Research, Inc.
18
NBER working paper series
16
NBER Working Paper
15
Discussion paper / Centre for Economic Policy Research
14
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
14
Springer eBook Collection
14
Finance research letters
12
Journal of banking & finance
12
Journal of financial economics
12
International review of financial analysis
11
The journal of finance : the journal of the American Finance Association
11
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Pacific-Basin finance journal
9
International review of finance
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Review of asset pricing studies
8
Energy economics
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International review of economics & finance : IREF
7
Journal of empirical finance
7
Springer eBook Collection / Economics and Finance
7
International finance discussion papers
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Journal of risk and financial management : JRFM
6
FRB International Finance Discussion Paper
5
Journal of international financial markets, institutions & money
5
The North American journal of economics and finance : a journal of financial economics studies
5
Working papers on finance
5
Finance India : the quarterly journal of Indian Institute of Finance
4
Journal of investment management : JOIM
4
Journal of risk
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Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
4
WBS Finance Group Research Paper
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Applied economics
3
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Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
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ECONIS (ZBW)
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1
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
2
Persistence of jump-induced tail risk and limits to arbitrage
Chow, K. Victor
;
John, Kose
;
Li, Jingrui
;
Sopranzetti, …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 705-719
Persistent link: https://www.econbiz.de/10014304321
Saved in:
3
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
4
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
5
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
6
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
7
Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation
Ardia, David
;
Boudt, Kris
;
Nguyen, Giang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1249-1259
Persistent link: https://www.econbiz.de/10011911535
Saved in:
8
Combining standard and behavioral portfolio theories : a practical and intuitive approach
Alles Rodrigues, Alexandre
;
Lleo, Sébastien
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 707-717
Persistent link: https://www.econbiz.de/10011906943
Saved in:
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