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Portfolio selection
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Journal of empirical finance
European journal of operational research : EJOR
1,084
Journal of banking & finance
846
NBER working paper series
822
Working paper / National Bureau of Economic Research, Inc.
748
International journal of theoretical and applied finance
742
Insurance / Mathematics & economics
638
NBER Working Paper
617
Finance research letters
583
Finance and stochastics
497
Journal of economic dynamics & control
468
Mathematical finance : an international journal of mathematics, statistics and financial theory
452
Quantitative finance
411
Journal of financial economics
397
Discussion paper / Centre for Economic Policy Research
394
The journal of futures markets
378
International review of financial analysis
363
The journal of finance : the journal of the American Finance Association
350
Management science : journal of the Institute for Operations Research and the Management Sciences
344
Applied economics
335
Research paper series / Swiss Finance Institute
335
Risks : open access journal
333
Applied mathematical finance
326
Journal of econometrics
323
The review of financial studies
319
Economics letters
318
SpringerLink / Bücher
313
Discussion paper / Tinbergen Institute
305
Economic modelling
302
The journal of computational finance
300
Working paper
298
The European journal of finance
283
Computational economics
273
The journal of portfolio management : a publication of Institutional Investor
270
The journal of asset management
267
International review of economics & finance : IREF
264
Energy economics
260
Journal of financial and quantitative analysis : JFQA
256
The North American journal of economics and finance : a journal of financial economics studies
252
Operations research
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ECONIS (ZBW)
278
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1
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
2
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
3
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
4
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
5
Option valuation via nonaffine dynamics with realized volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
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
When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.
;
Bu, Di
;
Gibberd, Alex J.
;
Liao, Yin
;
Wen, Ting
; …
- In:
Journal of empirical finance
73
(
2023
),
pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
Saved in:
9
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
10
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
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