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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of monetary economics"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"USA"
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Portfolio selection
Share price
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Bali, Turan G.
6
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4
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4
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3
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3
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Post, Thierry
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Carnegie Rochester Conference on Public Policy <2010, 11, Rochester, NY>
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Journal of financial and quantitative analysis : JFQA
Journal of monetary economics
Working paper / National Bureau of Economic Research, Inc.
2,124
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863
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803
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736
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ECONIS (ZBW)
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1
Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
5
,
pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
Saved in:
2
The market price of fiscal uncertainty
Croce, Mariano M.
;
Nguyen, Thien T.
;
Schmid, Lukas
- In:
Journal of monetary economics
59
(
2012
)
5
,
pp. 401-416
Persistent link: https://www.econbiz.de/10009622350
Saved in:
3
Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A.
- In:
Journal of financial and quantitative analysis : JFQA
18
(
1983
)
4
,
pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
Saved in:
4
Measuring
risk
in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
Saved in:
5
Risk
aversion and asset prices
Epstein, Larry G.
- In:
Journal of monetary economics
22
(
1988
),
pp. 179-192
Persistent link: https://www.econbiz.de/10001051192
Saved in:
6
Why do rational investors like variance at the peak of a crisis? : a learning-based explanation
Ghaderi, Mohammad
;
Kilic, Mete
;
Seo, Sang Byung
- In:
Journal of monetary economics
142
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015071160
Saved in:
7
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
8
Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor
;
Plyakha, Yuliya
;
Uppal, Raman
; …
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
6
,
pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
Saved in:
9
Evaluating international consumption
risk
sharing gains : an asset return view
Lewis, Karen K.
;
Liu, Edith X.
- In:
Journal of monetary economics
71
(
2015
),
pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
Saved in:
10
Liquidity
risk
, return predictability, and hedge funds' performance : an empirical study
Gibson, Rajna
;
Wang, Songtao
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
1
,
pp. 219-244
Persistent link: https://www.econbiz.de/10009772364
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