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~isPartOf:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Forecasting model"
~subject:"Welt"
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Search: subject:"Portfolio theory"
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Forecasting model
Welt
Portfolio selection
729
Portfolio-Management
729
Theorie
303
Theory
303
Capital income
189
Kapitaleinkommen
189
Anlageverhalten
104
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104
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104
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103
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100
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98
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98
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85
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84
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75
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75
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48
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43
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43
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English
101
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Kang, Sang Hoon
3
Dai, Zhifeng
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
McAleer, Michael
2
Mensi, Walid
2
Munk, Claus
2
Pérez Amaral, Teodosio
2
Ur Rehman, Mobeen
2
Abinzano, Isabel
1
Adams, Zeno
1
Al-Jarrah, Idries Mohammad Wanas
1
Al-Maadid, Alanoud
1
Al-Yahyaee, Khamis Hamed
1
Alexeev, Vitali
1
Ammann, Manuel
1
Anderson, Christopher W.
1
Annaert, Jan
1
Bai, Ye
1
Balli, Faruk
1
Balli, Hatice Ozer
1
Balvers, Ronald J.
1
Basher, Syed Abul
1
Baur, Dirk G.
1
Billio, Monica
1
Bin, Feng-shun
1
Borgards, Oliver
1
Bouri, Elie
1
Branger, Nicole
1
Breloer, Bernhard
1
Buerhan Saiti
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Dar-hsin
1
Chen, Wei
1
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1
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1
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Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
62
International review of financial analysis
59
NBER working paper series
47
Journal of empirical finance
41
Journal of international money and finance
38
Working paper / National Bureau of Economic Research, Inc.
38
Applied economics
33
NBER Working Paper
33
Research in international business and finance
31
Energy economics
29
The journal of asset management
29
Journal of international financial markets, institutions & money
27
International journal of forecasting
26
Pacific-Basin finance journal
26
Journal of financial economics
25
Journal of financial and quantitative analysis : JFQA
24
Journal of forecasting
24
Economic modelling
23
International review of economics & finance : IREF
23
The European journal of finance
23
The journal of portfolio management : a publication of Institutional Investor
21
Research paper series / Swiss Finance Institute
20
Applied economics letters
19
Financial markets and portfolio management
19
SpringerLink / Bücher
19
The review of financial studies
19
Discussion paper / Tinbergen Institute
18
Quantitative finance
18
Discussion papers / CEPR
17
Swiss Finance Institute Research Paper
17
Working papers
17
Discussion paper / Centre for Economic Policy Research
16
Economics letters
16
Journal of investment management : JOIM
16
IMF working papers
15
Journal of international economics
15
Applied financial economics
14
Journal of multinational financial management
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ECONIS (ZBW)
101
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1
Modeling the time-varying dynamic term structure of interest rates
Choi, Ahjin
;
Kang, Kyu Ho
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014490339
Saved in:
2
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
3
Forecasting stock return volatility in data-rich environment : a new powerful predictor
Dai, Zhifeng
;
Zhang, Xiaotong
;
Li, Tingyu
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014246821
Saved in:
4
How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?
Wu, Hao
;
Zhu, Huiming
;
Huang, Fei
;
Mao, Weifang
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246897
Saved in:
5
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
6
Enhanced momentum strategies
Hanauer, Matthias
;
Windmüller, Steffen
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248250
Saved in:
7
Weighted least squares realized covariation estimation
Li, Yifan
;
Nolte, Ingmar
;
Vasios, Michalis
;
Voev, Valeri
; …
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013460187
Saved in:
8
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
9
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli
;
Zhang, Weiguo
;
Tan, Chunzhi
;
Liu, Xing
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
Saved in:
10
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013448802
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