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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Investment Fund"
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Portfolio Optimization in Corp...
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ARCH model
Investment Fund
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928
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387
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222
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Başak, Suleyman
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Chaiyuth Padungsaksawasdi
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Discussion paper / Centre for Economic Policy Research
Journal of banking & finance
Research in international business and finance
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64
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64
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55
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52
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46
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ECONIS (ZBW)
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1
Offsetting the implicit incentives : benefits of benchmarking in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1883-1893
Persistent link: https://www.econbiz.de/10003774974
Saved in:
2
Unconditional return disturbances: A non-parametric simulation approach
Tompkins, Robert G.
;
D'Ecclesia, Rita L.
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 287-314
Persistent link: https://www.econbiz.de/10003285633
Saved in:
3
Optimal asset allocation and risk shifting in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
-
2006
Persistent link: https://www.econbiz.de/10003310548
Saved in:
4
Learning in financial markets
Pástor, Ľuboš
;
Veronesi, Pietro
-
2009
Persistent link: https://www.econbiz.de/10003807976
Saved in:
5
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
-
2009
Persistent link: https://www.econbiz.de/10003887136
Saved in:
6
ADR holdings of US-based emerging market funds
Aggarwal, Reena
;
Dahiya, Sandeep
;
Klapper, Leora
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1649-1667
Persistent link: https://www.econbiz.de/10003483282
Saved in:
7
Diversification benefits and persistence of US-based global bond funds
Polwitoon, Sirapat
;
Tawatnuntachai, Oranee
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2767-2786
Persistent link: https://www.econbiz.de/10003376479
Saved in:
8
Performance maximization of actively managed fund
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
-
2010
Persistent link: https://www.econbiz.de/10003948915
Saved in:
9
Difference in interim performance and risk taking with short-sale constraints
Başak, Suleyman
;
Makarov, Dmitry
-
2010
Persistent link: https://www.econbiz.de/10008747105
Saved in:
10
A dynamic model of active portfolio management with benchmark orientation
Zhao, Yonggan
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3336-3356
Persistent link: https://www.econbiz.de/10003577400
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