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~isPartOf:"Journal of financial markets"
~language:"eng"
~language:"msa"
~person:"Amihud, Yakov"
~person:"Bijvank, Marco"
~person:"Glock, Christoph H."
~person:"Lo, Andrew W."
~person:"Rossi, Roberto"
~person:"Wong, Wing Keung"
~subject:"Decision under risk"
~subject:"Decision"
~subject:"Lagermanagement"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Sammelwerk"
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Decision under risk
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3
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Amihud, Yakov
Bijvank, Marco
Glock, Christoph H.
Lo, Andrew W.
Rossi, Roberto
Wong, Wing Keung
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Journal of financial markets
European journal of operational research : EJOR
22
International journal of production research
14
International journal of production economics
8
Journal of investment management : JOIM
6
Annals of financial economics
4
Journal of risk and financial management : JRFM
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The review of financial studies
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Risk management : a journal of risk, crisis and disaster
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
6
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1
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
2
Stop-loss strategies with serial correlation, regime switching, and transaction costs
Lo, Andrew W.
;
Remorov, Alexander
- In:
Journal of financial markets
34
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011815030
Saved in:
3
When do stop-loss rules stop losses?
Kaminski, Kathryn M.
;
Lo, Andrew W.
- In:
Journal of financial markets
18
(
2014
),
pp. 234-254
Persistent link: https://www.econbiz.de/10010442454
Saved in:
4
What happened to the quants in August 2007? : evidence from factors and transactions data
Khandani, Amir E.
;
Lo, Andrew W.
- In:
Journal of financial markets
14
(
2011
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10009267118
Saved in:
5
International momentum strategies : a stochastic dominance approach
Fong, Wai-mun
;
Wong, Wing Keung
;
Lean, Hooi Hooi
- In:
Journal of financial markets
8
(
2005
)
1
,
pp. 89-109
Persistent link: https://www.econbiz.de/10002575589
Saved in:
6
Optimal control of execution costs
Bertsimas, Dimitris
- In:
Journal of financial markets
1
(
1998
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10001249274
Saved in:
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