Narrow search
Showing 1 - 10 of 814
Cover Image
The real effects of equity markets on innovation
Mace, Christopher - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 6, pp. 2522-2552
Persistent link: https://www.econbiz.de/10014365204
Cover Image
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
Cover Image
The asset pricing effects of fixed holding costs : an upper bound
Viard, Alan D. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10001217164
Cover Image
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
Cover Image
Option value, uncertainty, and the investment decision
Kandel, Eugene; Pearson, Neil D. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 3, pp. 341-374
Persistent link: https://www.econbiz.de/10001705064
Cover Image
Ambiguity aversion and underdiversification
Guidolin, Massimo; Liu, Hening - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 4, pp. 1297-1323
Persistent link: https://www.econbiz.de/10011610419
Cover Image
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
Cover Image
International diversification with large- and small-cap stocks
Eun, Cheol S.; Huang, Wei; Lai, Sandy - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 489-524
Persistent link: https://www.econbiz.de/10003729143
Cover Image
Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
Cover Image
Portfolio concentration and the performance of individual investors
Ivković, Zoran; Sialm, Clemens; Weisbenner, Scott J. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 613-655
Persistent link: https://www.econbiz.de/10003757789