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~isPartOf:"Journal of empirical finance"
~subject:"Geldpolitik"
~subject:"Portfolio selection"
~subject:"Wirtschaftswachstum"
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Geldpolitik
Portfolio selection
Wirtschaftswachstum
Theorie
421
Theory
421
Portfolio-Management
199
Capital income
186
Kapitaleinkommen
186
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Nijman, Theodore E.
4
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3
Rhee, S. Ghon
3
Scherer, Bernd
3
Wang, Yudong
3
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2
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2
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2
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1
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Journal of empirical finance
NBER working paper series
1,266
NBER Working Paper
1,072
Working paper / National Bureau of Economic Research, Inc.
1,066
Discussion paper / Centre for Economic Policy Research
709
Journal of banking & finance
608
Journal of economic dynamics & control
565
Finance research letters
461
Economic modelling
435
Journal of monetary economics
419
Economics letters
406
European journal of operational research : EJOR
392
Insurance / Mathematics & economics
385
CESifo working papers
346
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338
Journal of macroeconomics
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Working paper
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Applied economics
333
Discussion papers / CEPR
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IMF working papers
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International review of financial analysis
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283
Journal of money, credit and banking : JMCB
275
International review of economics & finance : IREF
270
Journal of international money and finance
266
Macroeconomic dynamics
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ECB Working Paper
255
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255
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239
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European economic review : EER
227
International journal of theoretical and applied finance
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ECONIS (ZBW)
208
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1
Optimal granularity for portfolio choice
Branger, Nicole
;
Lučivjanská, Katarína
; …
- In:
Journal of empirical finance
50
(
2019
),
pp. 125-146
Persistent link: https://www.econbiz.de/10012169950
Saved in:
2
Asset pricing model uncertainty
Borup, Daniel
- In:
Journal of empirical finance
54
(
2019
),
pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
Saved in:
3
Uncertainty in the Black-Litterman model : empirical estimation of the equilibrium
Fuhrer, Adrian
;
Hock, Thorsten
- In:
Journal of empirical finance
72
(
2023
),
pp. 251-275
Persistent link: https://www.econbiz.de/10014476878
Saved in:
4
Investment and profitability versus value and momentum : the price of residual
risk
Li, Yuming
- In:
Journal of empirical finance
46
(
2018
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
Saved in:
5
Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis
;
Vozlyublennaia, Nadia
- In:
Journal of empirical finance
37
(
2016
),
pp. 282-292
Persistent link: https://www.econbiz.de/10011663061
Saved in:
6
Wealth fluctuations and investment in risky assets : the UK micro evidence on households asset allocation
Payá, Ivan
;
Wang, Peng
- In:
Journal of empirical finance
38
(
2016
),
pp. 221-235
Persistent link: https://www.econbiz.de/10011663298
Saved in:
7
Portfolio optimization for heavy-tailed assets : Extreme
Risk
Index vs. Markowitz
Mainik, Georg
;
Mitov, Georgi
;
Rüschendorf, Ludger
- In:
Journal of empirical finance
32
(
2015
),
pp. 115-134
Persistent link: https://www.econbiz.de/10011556804
Saved in:
8
Beta vs. characteristics : comparison of
risk
model performances
Daehwan, Kim
- In:
Journal of empirical finance
34
(
2015
),
pp. 156-171
Persistent link: https://www.econbiz.de/10011557085
Saved in:
9
Dynamic portfolio allocation with time-varying jump
risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
10
Return expectations and
risk
aversion heterogeneity in household portfolios
Bucciol, Alessandro
;
Miniaci, Raffaele
;
Pastorello, Sergio
- In:
Journal of empirical finance
40
(
2017
),
pp. 201-219
Persistent link: https://www.econbiz.de/10011745022
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