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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The American economic review"
~subject:"Portfolio selection"
~subject:"Share price"
~subject:"USA"
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Portfolio selection
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Hall, Robert Ernest
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Journal of financial and quantitative analysis : JFQA
The American economic review
Working paper / National Bureau of Economic Research, Inc.
2,124
NBER working paper series
869
Journal of banking & finance
803
European journal of operational research : EJOR
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541
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449
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431
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American journal of agricultural economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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:
3
Income
risk
, borrowing constraints, and portfolio choice
Guiso, Luigi
- In:
The American economic review
86
(
1996
)
1
,
pp. 158-172
Persistent link: https://www.econbiz.de/10001201838
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
Entropy and the value of information for investors
Cabrales, Antonio
;
Gossner, Olivier
;
Serrano, Roberto
- In:
The American economic review
103
(
2013
)
1
,
pp. 360-377
Persistent link: https://www.econbiz.de/10009716387
Saved in:
6
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:
7
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:
8
Irreversible decisions and record-setting news principles
Bojarčenko, Svetlana I.
- In:
The American economic review
94
(
2004
)
3
,
pp. 557-568
Persistent link: https://www.econbiz.de/10002168789
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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