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~isPartOf:"Finance research letters"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Portfolio-Management
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692
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692
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174
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110
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110
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Boudt, Kris
3
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Finance research letters
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
276
Journal of banking & finance
237
Journal of economic dynamics & control
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
Working paper / National Bureau of Economic Research, Inc.
151
International journal of theoretical and applied finance
145
Quantitative finance
129
Research paper series / Swiss Finance Institute
119
Management science : journal of the Institute for Operations Research and the Management Sciences
102
Risks : open access journal
102
The review of financial studies
99
The journal of portfolio management : a publication of Institutional Investor
98
Journal of financial economics
97
Journal of empirical finance
94
The journal of finance : the journal of the American Finance Association
92
Economic modelling
83
Discussion paper / Centre for Economic Policy Research
82
Economics letters
80
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80
The European journal of finance
78
Mathematics and financial economics
74
Computational economics
72
International review of economics & finance : IREF
71
The journal of asset management
68
International review of financial analysis
67
Mathematical methods of operations research
65
The North American journal of economics and finance : a journal of financial economics studies
65
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
61
Annals of finance
60
Journal of economic theory
60
Discussion paper / Tinbergen Institute
59
Journal of mathematical finance
57
Applied economics
55
Applied mathematical finance
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ECONIS (ZBW)
174
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1
Risk-neutral investors do not acquire information
Muendler, Marc-Andreas
- In:
Finance research letters
5
(
2008
)
3
,
pp. 156-161
Persistent link: https://www.econbiz.de/10003769885
Saved in:
2
A generalized coherent risk measure : the firm's perspective
Jarrow, Robert A.
;
Purnanandam, Amiyatosh
- In:
Finance research letters
2
(
2005
)
1
,
pp. 23-29
Persistent link: https://www.econbiz.de/10002685600
Saved in:
3
A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution
Kissell, Robert
;
Glantz, Morton
;
Malamut, Roberto
- In:
Finance research letters
1
(
2004
)
1
,
pp. 35-46
Persistent link: https://www.econbiz.de/10003307249
Saved in:
4
Decomposing the persistence of international equity flows
Froot, Kenneth
;
Tjornhom, Jessica D.
- In:
Finance research letters
1
(
2004
)
3
,
pp. 154-170
Persistent link: https://www.econbiz.de/10003307277
Saved in:
5
Reply to "Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: comment"
Judd, Kenneth L.
;
Kubler, Felix
;
Schmedders, Karl
- In:
Finance research letters
3
(
2006
)
2
,
pp. 102-105
Persistent link: https://www.econbiz.de/10003333880
Saved in:
6
Expanding the frontier one asset at a time
Ukhov, Andrey
- In:
Finance research letters
3
(
2006
)
3
,
pp. 194-206
Persistent link: https://www.econbiz.de/10003374038
Saved in:
7
The impact of keeping up with the Joneses behavior on asset prices and portfolio choice
Gómez, Juan-Pedro
- In:
Finance research letters
4
(
2007
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10003477214
Saved in:
8
The creation of wealth
Hellwig, Klaus
- In:
Finance research letters
4
(
2007
)
3
,
pp. 172-178
Persistent link: https://www.econbiz.de/10003702380
Saved in:
9
Equity duration and convexity when firms can fail or stagnate
Shaffer, Sherrill
- In:
Finance research letters
4
(
2007
)
4
,
pp. 233-241
Persistent link: https://www.econbiz.de/10003702509
Saved in:
10
Value at Risk and Expected Shortfall for large portfolios
Lönnbark, Carl
;
Holmberg, Ulf
;
Brännäs, Kurt
- In:
Finance research letters
8
(
2011
)
2
,
pp. 59-68
Persistent link: https://www.econbiz.de/10009301309
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