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person:"Lakonishok, Josef"
~person:"Cakici, Nusret"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Portfolio selection
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26
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Lakonishok, Josef
Cakici, Nusret
Gupta, Rangan
67
Zaremba, Adam
40
Bouri, Elie
33
Ma, Feng
31
Wang, Yudong
25
Bollerslev, Tim
24
Chiang, Thomas C.
24
McMillan, David G.
23
Bali, Turan G.
21
Auer, Benjamin R.
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Demirer, Rıza
20
Kumar, Dilip
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Pierdzioch, Christian
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Zhang, Yaojie
20
Fabozzi, Frank J.
19
Tiwari, Aviral Kumar
19
Caporale, Guglielmo Maria
18
Grobys, Klaus
18
McAleer, Michael
18
Wohar, Mark E.
18
Zhang, Wei
18
Nguyen, Duc Khuong
17
Sehgal, Sanjay
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Shen, Dehua
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Todorov, Viktor
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Gil-Alaña, Luis A.
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Guidolin, Massimo
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Narayan, Paresh Kumar
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Satchell, Stephen
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Andersen, Torben
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Brooks, Robert
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Hammoudeh, Shawkat
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Xuan Vinh Vo
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14
Lien, Da-hsiang Donald
14
Umutlu, Mehmet
14
Wong, Wing Keung
14
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13
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The journal of finance : the journal of the American Finance Association
3
Journal of financial and quantitative analysis : JFQA
2
Emerging markets review
1
Financial management
1
Journal of economic dynamics & control
1
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1
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The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
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ECONIS (ZBW)
16
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1
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
2
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
3
Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
1
,
pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
Saved in:
4
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
Saved in:
5
Size, value, and momentum in emerging market stock returns
Cakici, Nusret
;
Fabozzi, Frank J.
;
Tan, Sinan
- In:
Emerging markets review
16
(
2013
),
pp. 46-65
Persistent link: https://www.econbiz.de/10010243168
Saved in:
6
Size, value, and momentum in developed country equity returns : macroeconomic and liquidity exposures
Cakici, Nusret
;
Tan, Sinan
- In:
Journal of international money and finance
44
(
2014
),
pp. 179-209
Persistent link: https://www.econbiz.de/10010391061
Saved in:
7
Does idiosyncratic risk really matter?
Bali, Turan G.
;
Cakici, Nusret
;
Yan, Xuemin Sterling
; …
- In:
The journal of finance : the journal of the American …
60
(
2005
)
2
,
pp. 905-930
Persistent link: https://www.econbiz.de/10002730681
Saved in:
8
Matched-long term maturity stock and bond returns in international markets
Cakici, Nusret
;
Kellman, Mitchell H.
;
Kraizberg, Elli
- In:
The American economist : journal of Omnicron Delta …
46
(
2002
)
2
,
pp. 45-53
Persistent link: https://www.econbiz.de/10001745542
Saved in:
9
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
10
Good news for value stocks : further evidence on market efficiency
La Porta, Rafael
;
Lakonishok, Josef
;
Shleifer, Andrei
; …
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
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