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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Estimation theory"
~subject:"Portfolio selection"
~subject:"USA"
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
2,039
European journal of operational research : EJOR
734
Journal of banking & finance
721
Economics letters
714
NBER working paper series
655
Discussion paper / Centre for Economic Policy Research
626
Finance research letters
511
Journal of econometrics
509
The journal of finance : the journal of the American Finance Association
467
The review of financial studies
463
NBER Working Paper
438
Applied economics
437
Insurance / Mathematics & economics
425
Journal of financial economics
416
Working paper
399
Journal of economic dynamics & control
391
The American economic review
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
The review of economics and statistics
364
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
342
International review of financial analysis
330
American journal of agricultural economics
319
Econometric theory
296
Management science : journal of the Institute for Operations Research and the Management Sciences
293
CESifo working papers
285
The journal of portfolio management : a publication of Institutional Investor
280
Discussion paper series / IZA
277
Economic modelling
259
The journal of asset management
257
Computers & operations research : and their applications to problems of world concern ; an international journal
256
Journal of empirical finance
249
Discussion paper / Tinbergen Institute
248
International journal of theoretical and applied finance
241
Journal of monetary economics
241
Journal of applied econometrics
240
Applied economics letters
239
Finance and economics discussion series
239
SpringerLink / Bücher
238
Research paper series / Swiss Finance Institute
232
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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
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Corporate governance and
risk
taking in pension plans : evidence from defined benefit asset allocations
Phan, Hieu V.
;
Hegde, Shantaram P.
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
3
,
pp. 919-946
Persistent link: https://www.econbiz.de/10010201778
Saved in:
9
Stocks, bonds, and long-run consumption risks
Hasseltoft, Henrik
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
2
,
pp. 309-332
Persistent link: https://www.econbiz.de/10009672585
Saved in:
10
Risk
decomposition: variance or standard deviation : a reexamination and extension
Van Zijl, Tony
- In:
Journal of financial and quantitative analysis : JFQA
22
(
1987
)
2
,
pp. 237-247
Persistent link: https://www.econbiz.de/10001025728
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