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~isPartOf:"Journal of financial economics"
~isPartOf:"The journal of economic perspectives : EP ; a journal of the American Economic Association"
~isPartOf:"The review of financial studies"
~subject:"Portfolio-Management"
~subject:"Theory"
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Portfolio-Management
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Ferson, Wayne E.
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3
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3
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3
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3
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Journal of financial economics
The journal of economic perspectives : EP ; a journal of the American Economic Association
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
1,852
Discussion paper / Centre for Economic Policy Research
676
NBER working paper series
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American journal of agricultural economics
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Journal of political economy
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Computers & operations research : and their applications to problems of world concern ; an international journal
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International review of economics & finance : IREF
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ECONIS (ZBW)
602
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1
The effects of martial status and children on savings and portfolio choice
Love, David A.
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 385-432
Persistent link: https://www.econbiz.de/10003941655
Saved in:
2
Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen
;
Sorescu, Sorin M.
;
Boehme, Rodney D.
; …
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
Saved in:
3
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
4
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
5
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
6
Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick
;
Porchia, Paolo
;
Trojani, Fabio
- In:
The review of financial studies
22
(
2009
)
10
,
pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
Saved in:
7
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
Saved in:
8
Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob
;
Richardson, Matthew
;
Shen, YuQing
; …
- In:
Journal of financial economics
83
(
2007
)
2
,
pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
Saved in:
9
Downside risk
Ang, Andrew
;
Chen, Joseph
;
Xing, Yuhang
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1191-1239
Persistent link: https://www.econbiz.de/10003391755
Saved in:
10
The conditional CAPM does not explain asset-pricing anomalies
Lewellen, Jonathan
;
Nagel, Stefan
- In:
Journal of financial economics
82
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003387865
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