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Portfolio selection
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Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
NBER working paper series
1,504
Working paper / National Bureau of Economic Research, Inc.
1,355
European journal of operational research : EJOR
1,330
NBER Working Paper
1,211
Journal of banking & finance
1,059
Finance research letters
951
Insurance / Mathematics & economics
897
International journal of theoretical and applied finance
766
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627
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605
Discussion paper / Centre for Economic Policy Research
573
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557
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550
International review of financial analysis
545
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515
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511
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418
International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
393
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385
Journal of econometrics
385
The North American journal of economics and finance : a journal of financial economics studies
371
Journal of empirical finance
360
Journal of risk and financial management : JRFM
342
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335
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ECONIS (ZBW)
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1
Estimation of multivariate asset models with jumps
Ballotta, Laura
;
Fusai, Gianluca
;
Loregian, Angela
; …
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
5
,
pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
Saved in:
2
Tail
risk
and the cross-section of mutual fund expected returns
Karagiannis, Nikolaos
;
Tolikas, Konstantinos
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
1
,
pp. 425-447
Persistent link: https://www.econbiz.de/10012128923
Saved in:
3
Maturity
driven mispricing of options
Eisdorfer, Assaf
;
Sadka, Ronnie
;
Zhdanov, Alexei
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 514-542
Persistent link: https://www.econbiz.de/10012805807
Saved in:
4
Optimal portfolios under time-varying investment opportunities, parameter uncertainty, and ambiguity aversion
Dangl, Thomas
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1163-1198
Persistent link: https://www.econbiz.de/10012244217
Saved in:
5
Pitfalls in the use of systemic
risk
measures
Löffler, Gunter
;
Raupach, Peter
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
1
,
pp. 269-298
Persistent link: https://www.econbiz.de/10011929424
Saved in:
6
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
Hilliard, Jimmy E.
- In:
Journal of financial and quantitative analysis : JFQA
33
(
1998
)
1
,
pp. 61-86
Persistent link: https://www.econbiz.de/10001243204
Saved in:
7
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
8
Spillover effects among financial institutions : a state-dependent sensitivity value-at-
risk
approach
Adams, Zeno
;
Füss, Roland
;
Gropp, Reint
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 575-598
Persistent link: https://www.econbiz.de/10010487100
Saved in:
9
Model comparison with sharpe ratios
Barillas, Francisco
;
Kan, Raymond
;
Robotti, Cesare
; …
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
6
,
pp. 1840-1874
Persistent link: https://www.econbiz.de/10012307548
Saved in:
10
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
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