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~isPartOf:"Applied economics letters"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
Volatilität
Theorie
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97
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Haley, M. Ryan
3
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2
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2
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Applied economics letters
NBER working paper series
399
Working paper / National Bureau of Economic Research, Inc.
342
NBER Working Paper
334
Journal of banking & finance
331
European journal of operational research : EJOR
294
Insurance / Mathematics & economics
286
Finance research letters
271
Journal of economic dynamics & control
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Finance and stochastics
189
Economics letters
169
Journal of financial economics
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Quantitative finance
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Journal of empirical finance
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Discussion paper / Centre for Economic Policy Research
158
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155
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Journal of econometrics
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The review of financial studies
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International review of economics & finance : IREF
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Applied economics
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The journal of portfolio management : a publication of Institutional Investor
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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Journal of international money and finance
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ECONIS (ZBW)
86
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1
The Shapley decomposition for portfolio risk
Mussard, Stéphane
;
Terraza, Virginie
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 713-715
Persistent link: https://www.econbiz.de/10003741652
Saved in:
2
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
3
A quantitative analysis of cost-push shocks and optimal inflation volatility
Senay, Özge
;
Sutherland, Alan
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 753-757
Persistent link: https://www.econbiz.de/10003785551
Saved in:
4
The effect of an interest-free banking system on level and volatility of inflation : a GARCH model
Eslamloueyan, Karim
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 879-882
Persistent link: https://www.econbiz.de/10003785779
Saved in:
5
A study of financial volatility forecasting techniques in the FTSE ASE 20 index
Maris, K.
;
Pantou, G.
;
Nikolopoulos, K.
;
Pagourtzi, E.
; …
- In:
Applied economics letters
11
(
2004
)
7
,
pp. 453-457
Persistent link: https://www.econbiz.de/10002111344
Saved in:
6
Modelling the structural break in volatility
Cholodilin, Konstantin Arkadʹevič
;
Yao, Vincent Wenxiong
- In:
Applied economics letters
13
(
2006
)
7
,
pp. 417-422
Persistent link: https://www.econbiz.de/10003338355
Saved in:
7
Analysing the c-minus-age strategy for life-cycle investing
Lai, Christine W.
;
Lai, Tsung-chyan
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 711-718
Persistent link: https://www.econbiz.de/10003854785
Saved in:
8
Modelling Fiji-US exchange rate volatility
Narayan, Paresh Kumar
;
Narayan, Seema
;
Prasad, Arti
- In:
Applied economics letters
16
(
2009
)
7/9
,
pp. 831-834
Persistent link: https://www.econbiz.de/10003855049
Saved in:
9
Feasibility of riskless hedged portfolios in imperfect markets
Hsu, Hsinan
;
Wang, Yaw-Bin
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 1149-1153
Persistent link: https://www.econbiz.de/10003886674
Saved in:
10
Growth and volatility in the European Union : a linear or a non-parametric approach?
Botsaris, Charalampos
;
Tsagkanos, Athanasios
- In:
Applied economics letters
14
(
2007
)
1/3
,
pp. 65-69
Persistent link: https://www.econbiz.de/10003448353
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