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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Investment Fund"
~subject:"Schätzung"
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Portfolio Optimization in Corp...
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ARCH model
Investment Fund
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Portfolio selection
357
Portfolio-Management
357
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113
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113
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89
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Başak, Suleyman
3
Kaniel, Ron
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Lettau, Martin
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Ludvigson, Sydney C.
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Chaiyuth Padungsaksawasdi
2
Gozgor, Giray
2
Guasoni, Paolo
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Hammoudeh, Shawkat
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Huberman, Gur
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Lau, Chi Keung
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Ma, Sai
2
Michaelides, Alexander G.
2
Pavlova, Anna
2
Peydró, José-Luis
2
Prat, Andrea
2
Pástor, Ľuboš
2
Shapiro, Alex
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Simonov, Andrei
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Timmermann, Allan
2
Viceira, Luis M.
2
Vidal-García, Javier
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1
Abedin, Mohammad Zoynul
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Al Rababa'a, Abdel Razzaq
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Discussion paper / Centre for Economic Policy Research
Research in international business and finance
Journal of banking & finance
150
Journal of financial economics
108
Finance research letters
104
International review of financial analysis
93
Journal of empirical finance
80
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74
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73
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66
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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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25
Financial services review : the journal of individual financial management
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ECONIS (ZBW)
103
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1
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:
2
Learning in financial markets
Pástor, Ľuboš
;
Veronesi, Pietro
-
2009
Persistent link: https://www.econbiz.de/10003807976
Saved in:
3
Equilibrium prices in the presence of delegated portfolio management
Cuoco, Domenico
;
Kaniel, Ron
-
2009
Persistent link: https://www.econbiz.de/10003887136
Saved in:
4
Performance maximization of actively managed fund
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
-
2010
Persistent link: https://www.econbiz.de/10003948915
Saved in:
5
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:
6
Why do institutional investors chase return trends?
Alt, Aydogan
;
Kaniel, Ron
;
Yoeli, Uzi
-
2012
Persistent link: https://www.econbiz.de/10009502446
Saved in:
7
Individual investor activity and performance
Dahlquist, Magnus
;
Martinez, Jose Vicente
;
Söderlind, Paul
-
2012
Persistent link: https://www.econbiz.de/10009502465
Saved in:
8
Fund managers, career concerns, and asset price volatility
Guerrieri, Veronica
;
Kondor, Péter
-
2011
Persistent link: https://www.econbiz.de/10009242929
Saved in:
9
Downside risk timing by mutual funds
Bodnaruk, Andrij
;
Chokaev, Bekhan
;
Simonov, Andrei
-
2015
Persistent link: https://www.econbiz.de/10011299607
Saved in:
10
Benefits of wavelet-based carry trade diversification
Orlov, Vitaly
;
Äijö, Janne
- In:
Research in international business and finance
34
(
2015
),
pp. 17-32
Persistent link: https://www.econbiz.de/10011325759
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