//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Model-free CPPI
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
464
Theory
464
Portfolio selection
187
Portfolio-Management
187
USA
135
United States
135
Capital income
109
Kapitaleinkommen
109
Risiko
108
CAPM
86
Börsenkurs
83
Risk
83
Share price
80
Estimation
55
Schätzung
55
Anlageverhalten
48
Behavioural finance
48
Investment Fund
45
Investmentfonds
45
Derivat
38
Derivative
38
Yield curve
34
Zinsstruktur
34
Volatility
33
Volatilität
33
Risikoprämie
31
Risk premium
31
Welt
31
World
31
Capital structure
29
Kapitalstruktur
29
Option pricing theory
29
Optionspreistheorie
29
Capital market returns
26
Kapitalmarktrendite
26
Kapitalanlage
22
Asymmetric information
21
Asymmetrische Information
21
Estimation theory
21
Schätztheorie
21
more ...
less ...
Online availability
All
Undetermined
174
Free
35
Type of publication
All
Article
661
Type of publication (narrower categories)
All
Article in journal
617
Aufsatz in Zeitschrift
617
Systematic review
1
Übersichtsarbeit
1
Language
All
English
635
Undetermined
26
Author
All
Bali, Turan G.
7
Chen, Ren-Raw
5
Elton, Edwin J.
5
Gruber, Martin Jay
5
Heinkel, Robert L.
5
Hull, John
5
Jarrow, Robert A.
5
Mauer, David C.
5
Chemmanur, Thomas J.
4
Filippou, Ilias
4
Harford, Jarrad V. T.
4
Hilliard, Jimmy E.
4
O'Hara, Maureen
4
Pennacchi, George G.
4
Priestley, Richard
4
Ravid, Simon Abraham
4
Statman, Meir
4
Subrahmanyam, Avanidhar
4
Zhou, Guofu
4
Abhyankar, Abhay
3
Alexander, Gordon J.
3
Boyle, Phelim P.
3
Brick, Ivan E.
3
Brogaard, Jonathan
3
Brown, Stephen J.
3
Das, Sanjiv R.
3
Driessen, Joost
3
Easley, David
3
Gonedes, Nicholas J.
3
Jiang, Lei
3
Jorion, Philippe
3
Kamara, Avraham
3
Korkie, Robert M.
3
Kumar, Alok
3
Lewis, Craig M.
3
Massa, Massimo
3
McDonald, Bill
3
Ott, Steven Henry
3
Post, Thierry
3
Santa-Clara, Pedro
3
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
NBER working paper series
8,766
NBER Working Paper
8,026
Working paper / National Bureau of Economic Research, Inc.
7,408
European journal of operational research : EJOR
6,255
Economics letters
5,854
Discussion paper / Centre for Economic Policy Research
4,845
CESifo working papers
4,293
Working paper
3,416
Journal of economic theory
3,038
Discussion paper series / IZA
2,754
The American economic review
2,698
Journal of economic dynamics & control
2,662
Discussion paper / Tinbergen Institute
2,657
Computers & operations research : and their applications to problems of world concern ; an international journal
2,614
International journal of production research
2,591
Journal of economic behavior & organization : JEBO
2,523
The economic journal : the journal of the Royal Economic Society
2,227
Europäische Hochschulschriften / 5
2,223
Applied economics
2,211
CESifo Working Paper
2,207
Discussion paper
2,196
Economic modelling
2,153
European economic review : EER
2,143
SpringerLink / Bücher
2,098
Journal of banking & finance
2,077
Management science : journal of the Institute for Operations Research and the Management Sciences
2,070
Discussion papers / CEPR
2,041
IZA Discussion Paper
1,999
Finance research letters
1,998
CESifo Working Paper Series
1,942
Games and economic behavior
1,931
Journal of public economics
1,896
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,830
Journal of econometrics
1,771
International journal of production economics
1,737
Discussion paper / Center for Economic Research, Tilburg University
1,729
Applied economics letters
1,653
IMF working papers
1,591
Journal of monetary economics
1,586
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,578
more ...
less ...
Source
All
ECONIS (ZBW)
661
Showing
1
-
10
of
661
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
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
Innovation under ambiguity and
risk
Coiculescu, Gabriela
;
Izhakian, Yehuda
;
Ravid, Simon Abraham
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
7
,
pp. 3190-3229
Persistent link: https://www.econbiz.de/10015156680
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
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:
6
A new method to estimate
risk
and return of nontraded assets from cash flows : the case of private equity funds
Driessen, Joost
;
Lin, Tse-chun
;
Phalippou, Ludovic
- In:
Journal of financial and quantitative analysis : JFQA
47
(
2012
)
3
,
pp. 511-535
Persistent link: https://www.econbiz.de/10009672538
Saved in:
7
Beta matrix and common factors in stock returns
Ahn, Seung Chan
;
Horenstein, Alex R.
;
Wang, Na
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
3
,
pp. 1417-1440
Persistent link: https://www.econbiz.de/10011930424
Saved in:
8
Coskewness
risk
decomposition, covariation
risk
, and intertemporal asset pricing
Kalev, Petko S.
;
Saxena, Konark
;
Zolotoy, Leon
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 335-368
Persistent link: https://www.econbiz.de/10012128917
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->