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~isPartOf:"International review of financial analysis"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
Volatilität
Theorie
446
Theory
446
Börsenkurs
80
Share price
80
Capital income
73
Kapitaleinkommen
73
Portfolio selection
68
Estimation
62
Schätzung
61
Volatility
60
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An, Haizhong
2
Bouri, Elie
2
Gunaratne, Gemunu H.
2
McCauley, Joseph L.
2
Nonejad, Nima
2
Zhang, Zhekai
2
Abad Díaz, David
1
Abdullah, Mohammad
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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International review of financial analysis
NBER working paper series
399
Working paper / National Bureau of Economic Research, Inc.
342
NBER Working Paper
334
Journal of banking & finance
331
European journal of operational research : EJOR
294
Insurance / Mathematics & economics
286
Finance research letters
271
Journal of economic dynamics & control
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Finance and stochastics
189
Economics letters
169
Journal of financial economics
169
Quantitative finance
167
Journal of empirical finance
159
Discussion paper / Centre for Economic Policy Research
158
Research paper series / Swiss Finance Institute
155
Economic modelling
154
Journal of econometrics
154
The review of financial studies
148
Discussion paper / Tinbergen Institute
139
The journal of finance : the journal of the American Finance Association
136
Risks : open access journal
131
The European journal of finance
129
International review of economics & finance : IREF
125
Working paper
119
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Applied economics
113
Computational economics
112
Swiss Finance Institute Research Paper
107
The journal of portfolio management : a publication of Institutional Investor
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
International journal of forecasting
94
Journal of international money and finance
94
Journal of risk and financial management : JRFM
94
Applied mathematical finance
89
Applied economics letters
86
Journal of economic theory
83
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ECONIS (ZBW)
121
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1
Political uncertainty and cross-border equity portfolio allocation decisions : international evidence
Kwabi, Frank Obenpong
;
Boateng, Agyenim
;
Wonu, Chizindu
; …
- In:
International review of financial analysis
87
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014457708
Saved in:
2
Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
Saved in:
3
Modelling the implied volatility surface : does market efficiency matter? ; An application to MIB30 index options
Cassese, Gianluca
;
Guidolin, Massimo
- In:
International review of financial analysis
15
(
2006
)
2
,
pp. 145-178
Persistent link: https://www.econbiz.de/10003320649
Saved in:
4
Empirically based modeling in financial economics and beyond, and spurious stylized facts
Bassler, Kevin E.
;
Gunaratne, Gemunu H.
;
McCauley, Joseph L.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 767-783
Persistent link: https://www.econbiz.de/10003792190
Saved in:
5
Portfolio selection subject to experts' judgments
Smimou, Kamal
;
Bector, Chhajju R.
;
Jacoby, G.
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1036-1054
Persistent link: https://www.econbiz.de/10003792391
Saved in:
6
Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul
;
Verma, Priti
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
Saved in:
7
How to quantify the influence of correlations on investment diversification
Medo, Matúš
;
Yeung, Chi ho
;
Zhang, Yi-cheng
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 34-39
Persistent link: https://www.econbiz.de/10003850302
Saved in:
8
Are RiskMetrics forecasts good enough? : evidence from 31 stock markets
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
18
(
2009
)
3
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003880020
Saved in:
9
Financial crisis, Value-at-Risk forecasts and the puzzle of dependency modeling
Berger, Theo
;
Missong, Martin
- In:
International review of financial analysis
33
(
2014
),
pp. 33-38
Persistent link: https://www.econbiz.de/10010520086
Saved in:
10
Persistence of ex-ante volatility and the cross-section of stock returns
Simlai, Prodosh
- In:
International review of financial analysis
33
(
2014
),
pp. 253-261
Persistent link: https://www.econbiz.de/10010520455
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