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Journal of financial and quantitative analysis : JFQA
European journal of operational research : EJOR
1,386
Computers & operations research : and their applications to problems of world concern ; an international journal
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NBER working paper series
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Journal of banking & finance
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International review of financial analysis
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The review of financial studies
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Europäische Hochschulschriften / 5
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Discussion paper / Centre for Economic Policy Research
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Research paper series / Swiss Finance Institute
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International journal of theoretical and applied finance
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International journal of production economics
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Finance and stochastics
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
252
Economic modelling
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The European journal of finance
240
International review of economics & finance : IREF
238
Quantitative finance
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Pacific-Basin finance journal
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The North American journal of economics and finance : a journal of financial economics studies
223
Journal of the Operational Research Society : OR
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ECONIS (ZBW)
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1
Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
Saved in:
2
Mimicking portfolios with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
;
Xu, Pisun
- In:
Journal of financial and quantitative analysis : JFQA
41
(
2006
)
3
,
pp. 607-636
Persistent link: https://www.econbiz.de/10003374650
Saved in:
3
Why do demand curves for stocks slope down?
Petajisto, Antti
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
5
,
pp. 1013-1044
Persistent link: https://www.econbiz.de/10003938859
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4
Dynamic general equilibrium and T-period fund separation
Gerber, Anke
;
Hens, Thorsten
;
Wöhrmann, Peter
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10003990695
Saved in:
5
Disagreement, portfolio optimization, and excess volatility
Duchin, Ran
;
Levy, Moshe
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
3
,
pp. 623-640
Persistent link: https://www.econbiz.de/10008657215
Saved in:
6
The impact of investability on asset valuation
Errunza, Vihang R.
;
Ta, Hai
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
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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
Sharpe ratios and alphas in continuous time
Nielsen, Lars Tyge
;
Vassalou, Maria
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10001988574
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9
Arbitrage equilibrium with skewed asset returns
Barone-Adesi, Giovanni
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10001873815
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10
A log-transformed binomial numerical analysis method for valuing complex multi-option investments
Trigeorgis, Lenos
- In:
Journal of financial and quantitative analysis : JFQA
26
(
1991
)
3
,
pp. 309-326
Persistent link: https://www.econbiz.de/10001113534
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