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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of banking & finance"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
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Portfolio Optimization in Corp...
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Aktienmarkt
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Portfolio selection
837
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382
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382
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184
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Chou, Pin-huang
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2
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1
Abhyankar, Abhay
1
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Discussion paper / Centre for Economic Policy Research
International journal of finance & economics : IJFE
Journal of banking & finance
Finance research letters
75
International review of financial analysis
71
NBER working paper series
59
Pacific-Basin finance journal
51
Research in international business and finance
51
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51
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial and quantitative analysis : JFQA
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
106
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1
The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market
Bolognesi, Enrica
;
Ferro, Marianna
;
Zuccheri, Andrea
- In:
International journal of finance & economics : IJFE
19
(
2014
)
4
,
pp. 267-278
Persistent link: https://www.econbiz.de/10010471904
Saved in:
2
The role of portfolio constraints in the international propagation of shocks
Pavlova, Anna
;
Rigobón, Roberto
-
2008
Persistent link: https://www.econbiz.de/10003639754
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3
Time-varying correlations and optimal allocation in emerging market equities for the US investors
Cha, Heung-Joo
;
Jithendranathan, Thadavillil
- In:
International journal of finance & economics : IJFE
14
(
2009
)
2
,
pp. 172-187
Persistent link: https://www.econbiz.de/10003824847
Saved in:
4
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
-
2009
Persistent link: https://www.econbiz.de/10003887136
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5
Asset allocation and location over the life cycle with investment-linked survival-contingent payouts
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1688-1899
Persistent link: https://www.econbiz.de/10003872868
Saved in:
6
International value versus growth : evidence from stochastic dominance analysis
Abhyankar, Abhay
;
Ho, Keng-Yu
;
Zhao, Huainan
- In:
International journal of finance & economics : IJFE
14
(
2009
)
3
,
pp. 222-232
Persistent link: https://www.econbiz.de/10003901041
Saved in:
7
Sales order backlogs and momentum profits
Gu, Li
;
Huang, Dayong
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1564-1575
Persistent link: https://www.econbiz.de/10008649457
Saved in:
8
Equilibrium portfolio strategies in the presence of sentiment risk and excess volatility
Dumas, Bernard
;
Kurshev, Alexander
;
Uppal, Raman
-
2007
Persistent link: https://www.econbiz.de/10003549572
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9
The cross-section and time-series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2012
Persistent link: https://www.econbiz.de/10009577595
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10
A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong
;
Choi, Kyoung Jin
;
Koo, Hyeng-keun
- In:
Journal of banking & finance
55
(
2015
),
pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
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