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~isPartOf:"Economic theory : official journal of the Society for the Advancement of Economic Theory"
~isPartOf:"Journal of banking & finance"
~subject:"Portfolio-Management"
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Portfolio-Management
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Branger, Nicole
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Kwan, Clarence C. Y.
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Economic theory : official journal of the Society for the Advancement of Economic Theory
Journal of banking & finance
European journal of operational research : EJOR
281
Insurance / Mathematics & economics
280
NBER working paper series
246
Finance research letters
196
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196
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191
Journal of economic dynamics & control
171
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156
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154
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119
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106
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102
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Journal of risk and financial management : JRFM
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SpringerLink / Bücher
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The journal of portfolio management : JPM
63
Journal of economic theory
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Annals of finance
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ECONIS (ZBW)
271
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1
Liquidity
risk in stock returns : an event-study perspective
Cao, Charles Q.
;
Petrasek, Lubomir
- In:
Journal of banking & finance
45
(
2014
),
pp. 72-83
Persistent link: https://www.econbiz.de/10010466646
Saved in:
2
Do banks actively manage their
liquidity
?
DeYoung, Robert
;
Jang, Karen Y.
- In:
Journal of banking & finance
66
(
2016
),
pp. 143-161
Persistent link: https://www.econbiz.de/10011634570
Saved in:
3
Liquidity
at risk : joint stress testing of solvency and
liquidity
Cont, Rama
;
Kotlicki, Artur
;
Valderrama, Laura
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012520907
Saved in:
4
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
5
Liquidity
commonality in commodities
Marshall, Ben R.
;
Nguyen, Nhut H.
;
Visaltanachoti, Nuttawat
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 11-20
Persistent link: https://www.econbiz.de/10009675559
Saved in:
6
Capital and risk in property-liability insurance markets
Cummins, John David
- In:
Journal of banking & finance
20
(
1996
)
6
,
pp. 1069-1092
Persistent link: https://www.econbiz.de/10001203099
Saved in:
7
Joint Extreme events in equity returns and
liquidity
and their cross-sectional pricing implications
Ruenzi, Stefan
;
Ungeheuer, Michael
;
Weigert, Florian
- In:
Journal of banking & finance
115
(
2020
),
pp. 1-31
Persistent link: https://www.econbiz.de/10012489163
Saved in:
8
Network origins of portfolio risk
Zareei, Abalfazl
- In:
Journal of banking & finance
109
(
2019
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012224980
Saved in:
9
Liquidity
shocks, size and the relative performance of hedge fund strategies/ Bill Ding; Hany A. Shawky; Jianbo Tian
Ding, Bill
;
Shawky, Hany A.
;
Tian, Jianbo
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 883-891
Persistent link: https://www.econbiz.de/10003836443
Saved in:
10
What determines corporate pension fund risk-taking strategy?
An, Heng
;
Huang, Zhaodan
;
Zhang, Ting
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 597-613
Persistent link: https://www.econbiz.de/10009705612
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