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~isPartOf:"Journal of empirical finance"
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Portfolio selection
199
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90
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Nijman, Theodore E.
4
Gouriéroux, Christian
3
Rhee, S. Ghon
3
Scherer, Bernd
3
Wang, Yudong
3
Bernardi, Mauro
2
Blitz, David
2
Cheng, Tingting
2
Chiang, I-Hsuan Ethan
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2
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2
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Pesaran, M. Hashem
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Roon, Frans de
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2
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1
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Journal of empirical finance
Journal of banking & finance
573
NBER working paper series
558
Working paper / National Bureau of Economic Research, Inc.
480
Finance research letters
478
European journal of operational research : EJOR
424
NBER Working Paper
394
Insurance / Mathematics & economics
385
International review of financial analysis
288
Journal of financial economics
278
Journal of economic dynamics & control
255
The journal of asset management
255
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
235
Research paper series / Swiss Finance Institute
223
Applied economics
221
International journal of theoretical and applied finance
221
Discussion paper / Centre for Economic Policy Research
219
Management science : journal of the Institute for Operations Research and the Management Sciences
208
Quantitative finance
203
Finance and stochastics
198
The review of financial studies
197
Journal of financial and quantitative analysis : JFQA
181
Risks : open access journal
180
Mathematical finance : an international journal of mathematics, statistics and financial theory
179
International review of economics & finance : IREF
178
Economic modelling
177
The European journal of finance
176
SpringerLink / Bücher
173
Economics letters
166
The North American journal of economics and finance : a journal of financial economics studies
160
Journal of risk and financial management : JRFM
159
Swiss Finance Institute Research Paper
152
Research in international business and finance
151
Journal of investment management : JOIM
148
The journal of investing
140
Working paper
140
Applied economics letters
139
Energy economics
139
Pacific-Basin finance journal
138
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ECONIS (ZBW)
200
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Portfolio selection with heavy tails
Hyung, Namwon
;
Vries, Casper G. de
- In:
Journal of empirical finance
14
(
2007
)
3
,
pp. 383-400
Persistent link: https://www.econbiz.de/10003609845
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