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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~subject:"Business cycle"
~subject:"Portfolio selection"
~subject:"Risk"
~subject:"Stock market"
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Business cycle
Portfolio selection
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Volatility
73
Volatilität
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30
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30
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24
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Dai, Min
2
Ehling, Paul
2
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
Finance research letters
254
Energy economics
187
International review of financial analysis
172
International review of economics & finance : IREF
149
The North American journal of economics and finance : a journal of financial economics studies
147
NBER working paper series
143
Working paper / National Bureau of Economic Research, Inc.
140
Applied economics
124
Economic modelling
120
NBER Working Paper
119
Research in international business and finance
110
Journal of banking & finance
100
Journal of international financial markets, institutions & money
94
Pacific-Basin finance journal
92
Applied economics letters
88
Journal of empirical finance
88
Discussion paper / Centre for Economic Policy Research
81
Journal of risk and financial management : JRFM
79
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Economics letters
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67
Working paper
67
CESifo working papers
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
60
Journal of international money and finance
57
International journal of finance & economics : IJFE
56
Global finance journal
52
Journal of economic dynamics & control
49
The European journal of finance
46
International Journal of Energy Economics and Policy : IJEEP
45
Emerging markets, finance and trade : EMFT
43
Cogent economics & finance
42
Investment management and financial innovations
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International journal of economics and finance
39
The review of financial studies
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Finance India : the quarterly journal of Indian Institute of Finance
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Review of quantitative finance and accounting
35
International journal of economics and financial issues : IJEFI
34
Journal of econometrics
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ECONIS (ZBW)
29
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1
Superstition and risk taking : evidence from "zodiac year" beliefs in China
Fisman, Raymond
;
Huang, Wei
;
Ning, Bo
;
Pan, Yue
;
Qiu, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5174-5188
Persistent link: https://www.econbiz.de/10014392900
Saved in:
2
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
3
Cross-sectional variation of option-implied volatility skew
Wu, Liuren
;
Tian, Meng
- In:
Management science : journal of the Institute for …
70
(
2024
)
6
,
pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903
Saved in:
4
A macrofinance model for option prices : a story of rare economic events
Hasler, Michael
;
Jeanneret, Alexandre
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5543-5559
Persistent link: https://www.econbiz.de/10014392944
Saved in:
5
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
Saved in:
6
The short-run and long-run components of idiosyncratic volatility and stock returns
Liu, Yunting
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1573-1589
Persistent link: https://www.econbiz.de/10012887644
Saved in:
7
The time variation in risk appetite and uncertainty
Bekaert, Geert
;
Engstrom, Eric
;
Xu, Nancy R.
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 3975-4004
Persistent link: https://www.econbiz.de/10013369010
Saved in:
8
What can explain momentum? : evidence from decomposition
Guo, Jiaqi
;
Li, Peng
;
Li, Youwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 6184-6218
Persistent link: https://www.econbiz.de/10013372945
Saved in:
9
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
10
A dynamic mean-variance analysis for log returns
Dai, Min
;
Jin, Hanqing
;
Kou, Steven
;
Xu, Yuhong
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1093-1108
Persistent link: https://www.econbiz.de/10012505370
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