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~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Portfolio-Management"
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Portfolio-Management
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Gabler Edition Wissenschaft
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Insurance / Mathematics & economics
164
European journal of operational research : EJOR
156
Finance research letters
151
Quantitative finance
116
Journal of banking & finance
87
Discussion paper / Centre for Economic Policy Research
82
Management science : journal of the Institute for Operations Research and the Management Sciences
73
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63
Journal of empirical finance
60
The North American journal of economics and finance : a journal of financial economics studies
58
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56
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55
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Economic modelling
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
High-dimensional dynamic covariance matrices with homogeneous structure
Ke, Yuan
;
Lian, Heng
;
Zhang, Wenyang
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 96-110
Persistent link: https://www.econbiz.de/10012804090
Saved in:
2
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets
Zhao, Zifeng
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 892-906
Persistent link: https://www.econbiz.de/10012653200
Saved in:
3
Implications of return predictability for consumption dynamics and asset pricing
Favero, Carlo A.
;
Ortu, Fulvio
;
Tamoni, Andrea
;
Yang, Haoxi
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 527-541
Persistent link: https://www.econbiz.de/10012262492
Saved in:
4
Heterogeneity in expectations, risk tolerance, and household stock shares : the attenuation puzzle
Ameriks, John
;
Kézdi, Gábor
;
Lee, Minjoon
;
Shapiro, …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
3
,
pp. 633-646
Persistent link: https://www.econbiz.de/10012262501
Saved in:
5
Moment component analysis : an illustration with international stock markets
Jondeau, Eric
;
Jurczenko, Emmanuel
;
Rockinger, Michael
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 576-598
Persistent link: https://www.econbiz.de/10012249215
Saved in:
6
Econometric analysis of vast covariance matrices using composite realized kernels and their application to portfolio choice
Lunde, Asger
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 504-518
Persistent link: https://www.econbiz.de/10011692391
Saved in:
7
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
8
Multiple regression model averaging and the focused information criterion with an application to portfolio choice
Klimenka, Filip
;
Wolter, James Lewis
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 506-516
Persistent link: https://www.econbiz.de/10012178192
Saved in:
9
Stochastic spanning
Arvanitis, Stelios
;
Hallam, Mark
;
Post, Thierry
; …
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 573-585
Persistent link: https://www.econbiz.de/10012178998
Saved in:
10
Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott
;
O'Doherty, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
4
,
pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
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