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~isPartOf:"Quantitative finance"
~subject:"Capital market returns"
~subject:"Theorie"
~subject:"Theory"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
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Capital market returns
Theorie
Theory
Anlageverhalten
33
Behavioural finance
33
Portfolio selection
16
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16
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13
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Aufsatz in Zeitschrift
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Abergel, Frédéric
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Quantitative finance
The review of financial studies
64
Journal of financial economics
54
Journal of economic dynamics & control
50
Journal of economic behavior & organization : JEBO
47
Journal of banking & finance
46
Finance research letters
45
Journal of financial and quantitative analysis : JFQA
38
The journal of behavioral finance : a publication of the Institute of Behavioral Finance
38
International review of financial analysis
37
The journal of finance : the journal of the American Finance Association
37
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The North American journal of economics and finance : a journal of financial economics studies
28
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27
Economics letters
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23
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23
International review of economics & finance : IREF
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16
International review of finance
15
Annals of finance
14
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14
Journal of economic theory
14
Review of finance : journal of the European Finance Association
14
The journal of futures markets
13
Journal of risk and financial management : JRFM
12
Journal of behavioral and experimental finance
11
Journal of international financial markets, institutions & money
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
European economic review : EER
10
Experimental economics : a journal of the Economic Science Association
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The journal of corporate finance : contracting, governance and organization
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ECONIS (ZBW)
18
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1
A tale of two sentiment scales : disentangling short-run and long-run components in multivariate sentiment dynamics
Vassallo, Danilo
;
Bormetti, Giacomo
;
Lillo, Fabrizio
- In:
Quantitative finance
22
(
2022
)
12
,
pp. 2237-2255
Persistent link: https://www.econbiz.de/10013490941
Saved in:
2
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
3
Portfolios of value and momentum : disappointment aversion and non-normalities
Lalancette, Simon
;
Simonato, Jean-Guy
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10013367897
Saved in:
4
The reinforcement learning Kelly strategy
Jiang, Ruihong
;
Saunders, David M.
;
Weng, Chengguo
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1445-1464
Persistent link: https://www.econbiz.de/10013367919
Saved in:
5
Trend following with momentum versus moving averages : a tale of differences
Zakamulin, Valeriy
;
Giner, Javier
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 985-1007
Persistent link: https://www.econbiz.de/10012262654
Saved in:
6
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
Saved in:
7
Investment decisions when utility depends on wealth and other attributes
Grant, Andrew
;
Satchell, Stephen
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 499-513
Persistent link: https://www.econbiz.de/10012194904
Saved in:
8
Challenging the robustness of optimal portfolio investment with moving average-based strategies
Bel Hadj Ayed, Ahmed
;
Loeper, Grégoire
;
Abergel, Frédéric
- In:
Quantitative finance
19
(
2019
)
1
,
pp. 123-135
Persistent link: https://www.econbiz.de/10012194624
Saved in:
9
Collective mental accounting : an integrated behavioural portfolio selection model for multiple mental accounts
Momen, Omid
;
Esfahanipour, Akbar
;
Seifi, Abbas
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 265-275
Persistent link: https://www.econbiz.de/10012194652
Saved in:
10
Leveraging a call-put ratio as a trading signal
Houlihan, Patrick
;
Creamer Guillén, Germán
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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