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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The review of financial studies"
~subject:"Portfolio selection"
~subject:"Vergleich"
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Portfolio selection
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ECONIS (ZBW)
166
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1
Rhineland exit?
Bovenberg, Ary Lans
;
Teulings, Coen N.
-
2007
Persistent link: https://www.econbiz.de/10003645109
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2
Taxable and tax-deferred investing : a tax-arbitrage approach
Huang, Jennifer
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2173-2207
Persistent link: https://www.econbiz.de/10003765152
Saved in:
3
Biases in decomposing holding-period portfolio returns
Liu, Weimin
;
Strong, Norman
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
Saved in:
4
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
5
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
6
Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1467-1502
Persistent link: https://www.econbiz.de/10003352976
Saved in:
7
A trade-based analysis of momentum
Hvidkjær, Søren
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 457-491
Persistent link: https://www.econbiz.de/10003355177
Saved in:
8
Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
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9
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:
10
Bank portfolio exposure to emerging markets and its effects on bank market value
Fissel, Gary S.
;
Goldberg, Lawrence G.
;
Hanweck, Gerald …
- In:
Journal of banking & finance
30
(
2006
)
4
,
pp. 1103-1126
Persistent link: https://www.econbiz.de/10003310221
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