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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial economics"
~language:"eng"
~subject:"Portfolio selection"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Systematic review"
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Portfolio selection
Volatility
Theorie
3,034
Theory
3,034
Estimation theory
1,669
Schätztheorie
1,669
USA
1,097
United States
1,097
Estimation
759
Schätzung
754
Volatilität
749
Time series analysis
733
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733
Börsenkurs
651
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651
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637
Kapitaleinkommen
637
Option pricing theory
611
Optionspreistheorie
611
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572
Stochastischer Prozess
572
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557
Nonparametric statistics
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Portfolio-Management
546
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467
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277
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266
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266
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265
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251
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1,237
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1,241
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10
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Bollerslev, Tim
25
Todorov, Viktor
21
Tauchen, George Eugene
17
Aït-Sahalia, Yacine
15
Andersen, Torben
13
Xiu, Dacheng
10
McAleer, Michael
9
Patton, Andrew J.
9
Li, Yingying
8
Meddahi, Nour
8
Benth, Fred Espen
7
Ghysels, Eric
7
Korn, Ralf
7
Li, Jia
7
Mykland, Per A.
7
Renò, Roberto
7
Shephard, Neil G.
7
Stambaugh, Robert F.
7
Bali, Turan G.
6
Bekaert, Geert
6
Brigo, Damiano
6
Cavaliere, Giuseppe
6
Fabozzi, Frank J.
6
Fan, Jianqing
6
Gallant, A. Ronald
6
Kim, Donggyu
6
Linton, Oliver
6
Sentana, Enrique
6
Zhou, Guofu
6
Ang, Andrew
5
Asai, Manabu
5
Bakshi, Gurdip S.
5
Bandi, Federico M.
5
Christoffersen, Peter F.
5
Francq, Christian
5
Gouriéroux, Christian
5
Hallin, Marc
5
Jacobs, Kris
5
Konno, Hiroshi
5
Liu, Rui Hua
5
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Conference on Realized Volatility <2006, Montréal>
1
Published in...
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International journal of theoretical and applied finance
Journal of econometrics
Journal of financial economics
Finance research letters
958
Journal of banking & finance
903
Energy economics
679
International review of financial analysis
675
Applied economics
564
International review of economics & finance : IREF
520
Economic modelling
499
The North American journal of economics and finance : a journal of financial economics studies
453
European journal of operational research : EJOR
450
The journal of futures markets
436
Journal of empirical finance
433
Insurance / Mathematics & economics
418
Applied economics letters
384
Journal of economic dynamics & control
379
Economics letters
375
Quantitative finance
370
Applied financial economics
368
Research in international business and finance
365
Journal of international financial markets, institutions & money
344
The journal of finance : the journal of the American Finance Association
339
Journal of international money and finance
338
Journal of risk and financial management : JRFM
335
The European journal of finance
313
The review of financial studies
308
Pacific-Basin finance journal
293
The journal of asset management
282
The journal of portfolio management : a publication of Institutional Investor
280
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
276
Journal of financial and quantitative analysis : JFQA
271
Mathematical finance : an international journal of mathematics, statistics and financial theory
268
Finance and stochastics
265
Management science : journal of the Institute for Operations Research and the Management Sciences
264
Risks : open access journal
249
Computational economics
217
Review of quantitative finance and accounting
198
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
192
International journal of finance & economics : IJFE
187
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ECONIS (ZBW)
1,241
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1
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10
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1
The use of asset growth in empirical asset pricing models
Cooper, Michael J.
;
Gulen, Huseyin
;
Ion, Mihai
- In:
Journal of financial economics
151
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452109
Saved in:
2
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
3
Asymptotic F test in regressions with observations collected at high frequency over long span
Pellatt, Daniel F.
;
Sun, Yixiao
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1281-1309
Persistent link: https://www.econbiz.de/10014471377
Saved in:
4
Bias reduction in spot volatility estimation from options
Todorov, Viktor
;
Zhang, Yang
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014364661
Saved in:
5
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
6
Cross-stock momentum and factor momentum
Yan, Jingda
;
Yu, Jialin
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10014462602
Saved in:
7
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
8
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G.
;
Günaydin, A. Doruk
;
Jansson, Thomas
; …
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014462604
Saved in:
9
The fundamental-to-market ratio and the value premium decline
Gonçalves, Andrei S.
;
Leonard, Gregory K.
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 382-405
Persistent link: https://www.econbiz.de/10013546677
Saved in:
10
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
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