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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of monetary economics"
~subject:"Portfolio selection"
~subject:"USA"
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Portfolio selection
USA
Theorie
1,824
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1,824
Geldpolitik
363
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362
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335
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212
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Bali, Turan G.
4
Elton, Edwin J.
4
Gruber, Martin Jay
4
Cici, Gjergji
3
Korkie, Robert M.
3
Lewis, Karen K.
3
Lucas, André
3
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3
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3
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3
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3
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2
Ahn, Dong-Hyun
2
Aivazian, Varouj A.
2
Aiyagari, Sudhakar Rao
2
Balke, Nathan S.
2
Bick, Avi
2
Bollen, Nicolas P. B.
2
Botshekan, Mahmoud
2
Chan, Louis K. C.
2
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2
Chirinko, Robert S.
2
Cooper, Russell W.
2
Cúrdia, Vasco
2
Dahlquist, Magnus
2
DeMiguel, Victor
2
Driessen, Joost
2
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2
Engle, Robert F.
2
Erceg, Christopher J.
2
Evans, Martin D. D.
2
Faust, Jon
2
Filippou, Ilias
2
Flood, Robert P.
2
Gibson, Scott
2
Grauer, Robert R.
2
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2
Han, Yufeng
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.
1,979
European journal of operational research : EJOR
729
Journal of banking & finance
708
NBER working paper series
648
Discussion paper / Centre for Economic Policy Research
603
Finance research letters
507
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456
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434
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410
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391
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368
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366
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353
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340
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327
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280
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277
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260
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Finance and economics discussion series
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International review of economics & finance : IREF
215
Journal of political economy
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207
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ECONIS (ZBW)
493
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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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