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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Bali, Turan G."
~person:"Branger, Nicole"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Portfolio selection
Volatilität
Volatility
7
Theorie
6
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6
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5
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4
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4
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Bali, Turan G.
Branger, Nicole
Bouri, Elie
10
Gupta, Rangan
8
Roubaud, David
7
Andersen, Torben
6
Kraft, Holger
6
Li, Duan
6
Shleifer, Andrei
6
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5
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4
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4
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of banking & finance
7
Journal of financial economics
6
Journal of financial and quantitative analysis : JFQA
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The journal of futures markets
5
Journal of empirical finance
3
Review of finance : journal of the European Finance Association
2
The journal of fixed income
2
Economics letters
1
Finance research letters
1
Financial management
1
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Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international money and finance
1
Journal of monetary economics
1
Mathematics and financial economics
1
Review of derivatives research
1
Review of managerial science
1
The European journal of finance
1
The journal of business : B
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
10
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1
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
2
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
3
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
4
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
5
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
6
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
7
Partial information about contagion risk, self-exciting processes and portfolio optimization
Branger, Nicole
;
Kraft, Holger
;
Meinerding, Christoph
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 18-36
Persistent link: https://www.econbiz.de/10010387822
Saved in:
8
A conditional extreme value volatility estimator based on high-frequency returns
Bali, Turan G.
;
Weinbaum, David
- In:
Journal of economic dynamics & control
31
(
2007
)
2
,
pp. 361-397
Persistent link: https://www.econbiz.de/10003412285
Saved in:
9
Tractable hedging : an implementation of robust hedging strategies
Branger, Nicole
;
Mahayni, Antje
- In:
Journal of economic dynamics & control
30
(
2006
)
11
,
pp. 1937-1962
Persistent link: https://www.econbiz.de/10003389801
Saved in:
10
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
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