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~isPartOf:"Journal of banking & finance"
~person:"Bierwag, Gerald O."
~person:"Nogales, Francisco J."
~person:"Skiadopoulos, George"
~subject:"Portfolio selection"
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Portfolio selection
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Bierwag, Gerald O.
Nogales, Francisco J.
Skiadopoulos, George
Baptista, Alexandre M.
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Journal of banking & finance
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Dissecting climate risks : are they reflected in stock prices?
Faccini, Renato
;
Matin, Rastin
;
Skiadopoulos, George
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014490511
Saved in:
2
Portfolio selection with proportional transaction costs and predictability
Mei, Xiaoling
;
Nogales, Francisco J.
- In:
Journal of banking & finance
94
(
2018
),
pp. 131-151
Persistent link: https://www.econbiz.de/10011966487
Saved in:
3
Multiperiod portfolio optimization with multiple risky assets and general transaction costs
Mei, Xiaoling
;
DeMiguel, Victor
;
Nogales, Francisco J.
- In:
Journal of banking & finance
69
(
2016
),
pp. 108-120
Persistent link: https://www.econbiz.de/10011635053
Saved in:
4
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
- In:
Journal of banking & finance
62
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011634054
Saved in:
5
Optimal portfolios with minimum capital requirements
Santos, André A. P.
;
Nogales, Francisco J.
;
Ruiz, Esther
; …
- In:
Journal of banking & finance
36
(
2012
)
7
,
pp. 1928-1942
Persistent link: https://www.econbiz.de/10009629778
Saved in:
6
Size matters : optimal calibration of shrinkage estimators for portfolio selection
DeMiguel, Victor
;
Martin-Utrera, Alberto
;
Nogales, …
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3018-3034
Persistent link: https://www.econbiz.de/10009777150
Saved in:
7
Should investors include commodities in their portfolios after all? : new evidence
Daskalaki, Charoula
;
Skiadopoulos, George
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2606-2626
Persistent link: https://www.econbiz.de/10009273277
Saved in:
8
Designing an immunized portfolio : is M-squared the key?
Bierwag, Gerald O.
- In:
Journal of banking & finance
17
(
1993
)
6
,
pp. 1147-1170
Persistent link: https://www.econbiz.de/10001156858
Saved in:
9
Durations for portfolios of bonds priced on different term structures
Bierwag, Gerald O.
- In:
Journal of banking & finance
16
(
1992
)
4
,
pp. 705-714
Persistent link: https://www.econbiz.de/10001126196
Saved in:
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