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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Portfolio selection"
~subject:"USA"
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Elton, Edwin J.
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Journal of financial and quantitative analysis : JFQA
Working paper / National Bureau of Economic Research, Inc.
1,978
European journal of operational research : EJOR
722
Journal of banking & finance
707
NBER working paper series
641
Discussion paper / Centre for Economic Policy Research
603
The review of financial studies
455
Finance research letters
454
The journal of finance : the journal of the American Finance Association
454
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434
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413
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397
Applied economics
388
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366
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361
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352
Economics letters
333
International review of financial analysis
327
The journal of portfolio management : a publication of Institutional Investor
280
American journal of agricultural economics
277
The review of economics and statistics
274
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270
CESifo working papers
259
The journal of asset management
257
Computers & operations research : and their applications to problems of world concern ; an international journal
256
Economic modelling
244
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of empirical finance
235
Applied economics letters
234
International journal of theoretical and applied finance
233
Discussion paper series / IZA
232
Research paper series / Swiss Finance Institute
231
SpringerLink / Bücher
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Journal of monetary economics
225
Finance and economics discussion series
220
International review of economics & finance : IREF
215
Journal of political economy
212
Finance and stochastics
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Quantitative finance
199
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ECONIS (ZBW)
266
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11
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:
12
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:
13
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:
14
Improving minimum-variance portfolios by alleviating overdispersion of eigenvalues
Shi, Fangquan
;
Shu, Lianjie
;
Yang, Aijun
;
He, Fangyi
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
8
,
pp. 2700-2731
Persistent link: https://www.econbiz.de/10012384771
Saved in:
15
Optimal Consumption and Investment under Time-Varying Liquidity Constraints
Ahn, Seryoong
;
Choi, Kyoung Jin
;
Lim, Byung Hwa
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
4
,
pp. 1643-1681
Persistent link: https://www.econbiz.de/10012139951
Saved in:
16
The application of errors-in-variables methodology to capital market research : evidence on the small-firm effect
Booth, James R.
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
4
,
pp. 501-515
Persistent link: https://www.econbiz.de/10001007344
Saved in:
17
Positively weighted minimum-variance portfolios and the structure of asset expected returns
Best, Michael J.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
4
,
pp. 513-537
Persistent link: https://www.econbiz.de/10001137817
Saved in:
18
Arbitrage, clientele effects, and the term structure of interest rates
Katz, Eliakim
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
4
,
pp. 435-443
Persistent link: https://www.econbiz.de/10001119168
Saved in:
19
On universal currency hedges
Adler, Michael
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10001122228
Saved in:
20
Optimal dynamic trading with leverage constraints
Grossman, Sanford J.
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10001125364
Saved in:
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