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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"DeMiguel, Victor"
~person:"Massa, Massimo"
~subject:"Kapitalstruktur"
~subject:"Portfolio selection"
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Kapitalstruktur
Portfolio selection
Portfolio-Management
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DeMiguel, Victor
Massa, Massimo
Uppal, Raman
15
Başak, Suleyman
8
Guiso, Luigi
8
Dahlquist, Magnus
7
Pavlova, Anna
7
Michaelides, Alexander G.
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Discussion paper / Centre for Economic Policy Research
Journal of financial and quantitative analysis : JFQA
The review of financial studies
6
Discussion papers / CEPR
4
Faculty & research / Insead : working paper series
3
Journal of banking & finance
2
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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ECONIS (ZBW)
11
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1
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
-
2010
Persistent link: https://www.econbiz.de/10003948899
Saved in:
2
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
3
Investor sentiment and mutual fund strategies
Massa, Massimo
;
Yadav, Vijay
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
4
,
pp. 699-727
Persistent link: https://www.econbiz.de/10011431015
Saved in:
4
Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor
;
Nogales, Francisco J.
;
Uppal, Raman
-
2013
Persistent link: https://www.econbiz.de/10009745642
Saved in:
5
Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor
;
Martín-Utrera, Alberto
;
Nogales, …
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
Saved in:
6
Shareholder diversification and IPOs
Bodnaruk, Andrij
;
Kandel, Eugene
;
Massa, Massimo
; …
-
2005
Persistent link: https://www.econbiz.de/10002589616
Saved in:
7
History versus geography : the role of college interaction in portfolio choice and stock market prices
Massa, Massimo
;
Simonov, Andrei
-
2005
Persistent link: https://www.econbiz.de/10002589688
Saved in:
8
Portfolio diversification, proximity investment and city agglomeration
Goetzmann, William N.
;
Massa, Massimo
;
Simonov, Andrei
-
2004
Persistent link: https://www.econbiz.de/10002518072
Saved in:
9
Hedging, familiarity and portfolio choice
Massa, Massimo
;
Simonov, Andrei
-
2004
Persistent link: https://www.econbiz.de/10002518278
Saved in:
10
How inefficient is the 1/N asset-allocation strategy?
DeMiguel, Victor
;
Garlappi, Lorenzo
;
Uppal, Raman
-
2005
Persistent link: https://www.econbiz.de/10003025635
Saved in:
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