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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of political economy"
~subject:"Allgemeines Gleichgewicht"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"USA"
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Allgemeines Gleichgewicht
Portfolio selection
Share price
USA
Theorie
1,443
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1,442
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338
Portfolio-Management
198
Risiko
158
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Campbell, John Y.
5
Bali, Turan G.
4
Elton, Edwin J.
4
Gruber, Martin Jay
4
Kehoe, Patrick J.
4
Zhou, Guofu
4
Cameron, Stephen V.
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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3
Kumar, Alok
3
Mauer, David C.
3
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3
Pennacchi, George G.
3
Post, Thierry
3
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3
Santa-Clara, Pedro
3
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3
Statman, Meir
3
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3
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2
Agarwal, Vikas
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
Chiappori, Pierre-André
2
Cochrane, John H.
2
Dahlquist, Magnus
2
DeMiguel, Victor
2
Deaton, Angus
2
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2
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Journal of financial and quantitative analysis : JFQA
Journal of political economy
Working paper / National Bureau of Economic Research, Inc.
2,270
NBER working paper series
1,033
Journal of banking & finance
813
Discussion paper / Centre for Economic Policy Research
775
NBER Working Paper
754
European journal of operational research : EJOR
749
Finance research letters
665
The journal of finance : the journal of the American Finance Association
551
The review of financial studies
546
Journal of financial economics
515
Working paper
488
Journal of economic dynamics & control
486
Economics letters
473
Applied economics
460
Insurance / Mathematics & economics
418
The American economic review
416
International review of financial analysis
414
CESifo working papers
413
Economic modelling
409
Management science : journal of the Institute for Operations Research and the Management Sciences
317
Journal of empirical finance
311
International review of economics & finance : IREF
305
Applied economics letters
301
American journal of agricultural economics
296
The journal of portfolio management : a publication of Institutional Investor
292
Energy economics
288
The review of economics and statistics
282
Journal of monetary economics
277
Discussion paper series / IZA
276
Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Discussion paper
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The journal of asset management
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International journal of theoretical and applied finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
257
Finance and economics discussion series
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The European journal of finance
250
Quantitative finance
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ECONIS (ZBW)
550
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1
Asset pricing and asymmetric reasoning
Asparouhova, Elena
;
Bossaerts, Peter L.
;
Eguia, Jon X.
; …
- In:
Journal of political economy
123
(
2015
)
1
,
pp. 66-122
Persistent link: https://www.econbiz.de/10010513938
Saved in:
2
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:
3
The international diversification puzzle is not as bad as you think
Heathcote, Jonathan
;
Perri, Fabrizio
- In:
Journal of political economy
121
(
2013
)
6
,
pp. 1108-1159
Persistent link: https://www.econbiz.de/10010255658
Saved in:
4
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:
5
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:
6
Asset classes
Jacquet, Nicolas Laurent
- In:
Journal of political economy
129
(
2021
)
4
,
pp. 1100-1156
Persistent link: https://www.econbiz.de/10012610444
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
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
Saved in:
10
Cash flow and discount rate
risk
in up and down markets : what is actually priced?
Botshekan, Mahmoud
;
Kräussl, Roman
;
Lucas, André
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
6
,
pp. 1279-1301
Persistent link: https://www.econbiz.de/10009728907
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