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Journal of empirical finance
Discussion paper series / Philippine Institute for Development Studies
748
Journal of banking & finance
693
NBER working paper series
623
PIDS Discussion Paper Series
562
Working paper / National Bureau of Economic Research, Inc.
554
NBER Working Paper
448
Finance research letters
437
European journal of operational research : EJOR
394
Insurance / Mathematics & economics
387
International review of financial analysis
308
SpringerLink / Bücher
307
Applied economics
289
Journal of financial economics
281
Journal of economic dynamics & control
260
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Discussion paper / University of the Philippines, School of Economics
248
Discussion paper / Centre for Economic Policy Research
245
The journal of finance : the journal of the American Finance Association
242
Discussion Papers / Philippine Institute for Development Studies (PIDS), Government of the Philippines
226
International journal of theoretical and applied finance
223
Research paper series / Swiss Finance Institute
222
Management science : journal of the Institute for Operations Research and the Management Sciences
214
Working paper
209
The review of financial studies
198
International review of economics & finance : IREF
197
Finance and stochastics
196
Philippine journal of public administration : journal of the College of Public Administration
195
Quantitative finance
195
Economic modelling
193
Pacific-Basin finance journal
192
Discussion paper
190
The Philippine economic journal : the journal of the Philippine Economic Society
190
Journal of financial and quantitative analysis : JFQA
184
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
184
Journal of Philippine development
181
Risks : open access journal
181
Mathematical finance : an international journal of mathematics, statistics and financial theory
178
The European journal of finance
176
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ECONIS (ZBW)
202
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1
Modelling the distribution of the extreme share returns in
Singapore
Tolikas, Konstantinos
;
Gettinby, Gareth D.
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 254-263
Persistent link: https://www.econbiz.de/10003839316
Saved in:
2
Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
Bange, Mary M.
;
Khang, Kenneth
;
Miller, Thomas W.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003759188
Saved in:
3
Firm heterogeneity and credit risk diversification
Hanson, Samuel G.
;
Pesaran, M. Hashem
;
Schuermann, Til
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 583-612
Persistent link: https://www.econbiz.de/10003759687
Saved in:
4
Liquidity and conditional portfolio choice : a nonparametric investigation
Ghysels, Eric
;
Pereira, João Pedro
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 679-699
Persistent link: https://www.econbiz.de/10003759747
Saved in:
5
Robust performance hypothesis testing with the Sharpe ratio
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 850-859
Persistent link: https://www.econbiz.de/10003776371
Saved in:
6
Regression analysis of proportions in finance with self selection
Cook, Douglas O.
;
Kieschnick, Robert L.
;
McCullough, …
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 860-867
Persistent link: https://www.econbiz.de/10003776386
Saved in:
7
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
Saved in:
8
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
9
Multistep predictions for multivariate GARCH models : closed form solution and the value for portfolio management
Hlouskova, Jaroslava
;
Schmidheiny, Kurt
;
Wagner, Martin
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 330-336
Persistent link: https://www.econbiz.de/10003839340
Saved in:
10
Sources of contrarian profits in the Japanese stock market
Chou, Pin-huang
;
Wei, K. C. John
;
Chung, Huimin
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10003609830
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