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Portfolio selection
196
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Journal of empirical finance
Journal of banking & finance
570
NBER working paper series
532
Working paper / National Bureau of Economic Research, Inc.
460
European journal of operational research : EJOR
386
Insurance / Mathematics & economics
385
Finance research letters
384
NBER Working Paper
379
International review of financial analysis
287
Journal of financial economics
264
The journal of asset management
255
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253
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232
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The review of financial studies
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Mathematical finance : an international journal of mathematics, statistics and financial theory
177
International review of economics & finance : IREF
174
SpringerLink / Bücher
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Risks : open access journal
167
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
159
Journal of risk and financial management : JRFM
158
Swiss Finance Institute Research Paper
151
Journal of investment management : JOIM
145
The journal of investing
140
Economics letters
137
Pacific-Basin finance journal
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The journal of wealth management
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Research in international business and finance
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ECONIS (ZBW)
197
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1
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197
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1
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
2
Expensive anomalies
Anginer, Deniz
;
Ray, Sugata
;
Seyhun, H. Nejat
;
Xu, Luqi
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014474374
Saved in:
3
Factor momentum in the Chinese stock market
Ma, Tian
;
Liao, Cunfei
;
Jiang, Fuwei
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014491862
Saved in:
4
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
Saved in:
5
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
8
Automated stock picking using random forests
Breitung, Christian
- In:
Journal of empirical finance
72
(
2023
),
pp. 532-556
Persistent link: https://www.econbiz.de/10014476902
Saved in:
9
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
10
The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477057
Saved in:
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