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~isPartOf:"Journal of empirical finance"
~subject:"Allocative efficiency"
~subject:"Portfolio selection"
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Allocative efficiency
Portfolio selection
Theorie
421
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421
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116
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116
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100
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Journal of empirical finance
European journal of operational research : EJOR
293
Insurance / Mathematics & economics
278
NBER working paper series
278
Journal of banking & finance
246
Working paper / National Bureau of Economic Research, Inc.
236
NBER Working Paper
218
Finance research letters
187
Journal of economic dynamics & control
170
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
145
Quantitative finance
130
Journal of economic theory
125
Research paper series / Swiss Finance Institute
122
Journal of financial economics
116
Discussion paper / Centre for Economic Policy Research
114
The review of financial studies
110
Management science : journal of the Institute for Operations Research and the Management Sciences
109
The journal of finance : the journal of the American Finance Association
104
Risks : open access journal
103
Economics letters
102
The journal of portfolio management : a publication of Institutional Investor
99
Economic modelling
87
Swiss Finance Institute Research Paper
86
The European journal of finance
79
Mathematics and financial economics
77
International review of economics & finance : IREF
73
Computational economics
72
Discussion paper / Tinbergen Institute
70
SpringerLink / Bücher
70
International review of financial analysis
69
Mathematical methods of operations research
69
The journal of asset management
68
Working paper
66
The North American journal of economics and finance : a journal of financial economics studies
65
CESifo working papers
64
Applied economics
63
Journal of risk and financial management : JRFM
63
The journal of portfolio management : JPM
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ECONIS (ZBW)
96
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1
"KLICing" there and back again : portfolio selection using the empirical likelihood divergence and Hellinger distance
Haley, M. Ryan
;
McGee, M. Kevin
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 341-352
Persistent link: https://www.econbiz.de/10009301111
Saved in:
2
The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot
;
Durand, Robert B.
;
Maller, Ross A.
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
Saved in:
3
Checking for asymmetric default dependence in a credit card portfolio : a copula approach
Crook, Jonathan N.
;
Moreira, Fernando
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 728-742
Persistent link: https://www.econbiz.de/10009306529
Saved in:
4
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
5
A note on the returns from minimum variance investing
Scherer, Bernd
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 652-660
Persistent link: https://www.econbiz.de/10009306537
Saved in:
6
On the distribution and estimation of trading costs
Kourtis, Apostolos
- In:
Journal of empirical finance
28
(
2014
),
pp. 104-117
Persistent link: https://www.econbiz.de/10011285084
Saved in:
7
An empirical investigation of methods to reduce transaction costs
Moorman, Theodore
- In:
Journal of empirical finance
29
(
2014
),
pp. 230-246
Persistent link: https://www.econbiz.de/10011300477
Saved in:
8
Optimal portfolio choice in real time : measuring the benefits of TIPS
Cartea, Álvaro
;
Saúl, Jonatan
;
Toro, Juan
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 721-740
Persistent link: https://www.econbiz.de/10009700594
Saved in:
9
The role of realized ex-post covariance measures and dynamic model choice on the quality of covariance forecasts
Varneskov, Rasmus Tangsgaard
;
Voev, Valeri
- In:
Journal of empirical finance
20
(
2013
),
pp. 83-95
Persistent link: https://www.econbiz.de/10009717873
Saved in:
10
Risk spillovers in international equity portfolios
Bonato, Matteo
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
Journal of empirical finance
24
(
2013
),
pp. 121-137
Persistent link: https://www.econbiz.de/10010371985
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