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Search: subject_exact:"Portfolio optimization"
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Portfolio selection
425
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67
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Detemple, Jérôme B.
6
Başak, Suleyman
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Uppal, Raman
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Brandt, Michael W.
4
Brennan, Michael J.
4
Dammon, Robert Mark
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Dybvig, Philip H.
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Lo, Andrew W.
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Liu, Jun
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Longstaff, Francis A.
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MacKinlay, Archie Craig
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Santa-Clara, Pedro
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Shleifer, Andrei
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Sundaresan, Suresh M.
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Welch, Ivo
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Zhang, Harold H.
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Adler, Michael
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Levy, Haim
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Loewenstein, Mark A.
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Maenhout, Pascal J.
2
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The journal of finance : the journal of the American Finance Association
The review of financial studies
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
239
NBER working paper series
237
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191
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Finance research letters
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154
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98
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Economics letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
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Journal of economic theory
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ECONIS (ZBW)
195
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61
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
62
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
63
Rational inattention and portfolio selection
Huang, Lixin
;
Liu, Hong
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1999-2040
Persistent link: https://www.econbiz.de/10003522425
Saved in:
64
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
65
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 41-81
Persistent link: https://www.econbiz.de/10003403673
Saved in:
66
Life-cycle portfolio with additive habit formation preferences and uninsurable labor income risk
Polkovnichenko, Valery
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 83-124
Persistent link: https://www.econbiz.de/10003403674
Saved in:
67
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
68
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
Saved in:
69
Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Cvitanić, Jakša
;
Lazrak, Ali
;
Martellini, Lionel
; …
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1113-1156
Persistent link: https://www.econbiz.de/10003391743
Saved in:
70
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
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