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~isPartOf:"Journal of financial economics"
~subject:"Hedgefonds"
~subject:"Portfolio choice"
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Hedgefonds
Portfolio choice
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Journal of financial economics
Journal of banking & finance
36
Finance research letters
23
The journal of alternative investments
21
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
15
International review of financial analysis
15
Journal of derivatives & hedge funds
14
Journal of economic dynamics & control
14
Journal of empirical finance
14
The journal of asset management
14
Economics letters
13
Funds of hedge funds : performance, assessment, diversification, and statistical properties
13
Hedge funds : structure, strategies, and performance
12
International review of economics & finance : IREF
12
Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
12
The European journal of finance
11
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10
Journal of financial and quantitative analysis : JFQA
10
Review of finance : journal of the European Finance Association
10
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Economic modelling
9
Financial markets and portfolio management
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Journal of economic behavior & organization : JEBO
9
Quantitative finance
9
Wiley finance
9
Applied economics
8
Intelligent hedge fund investing
8
NBER working paper series
8
Review of economic dynamics
8
Review of quantitative finance and accounting
8
Wiley finance series
8
Insurance / Mathematics & economics
7
Journal of financial markets
7
Journal of international financial markets, institutions & money
7
Research in international business and finance
7
Research paper series / Swiss Finance Institute
7
The North American journal of economics and finance : a journal of financial economics studies
7
Working paper / Centre for Financial Research
7
Global finance journal
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ECONIS (ZBW)
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1
Liquidity risk and the cross-section of hedge-fund returns
Sadka, Ronnie
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 54-71
Persistent link: https://www.econbiz.de/10008702751
Saved in:
2
Difference in interim performance and risk taking with short-sale constraints
Başak, Suleyman
;
Makarov, Dmitry
- In:
Journal of financial economics
103
(
2012
)
2
,
pp. 377-392
Persistent link: https://www.econbiz.de/10009501365
Saved in:
3
Performance maximization of actively managed funds
Guasoni, Paolo
;
Huberman, Gur
;
Wang, Zhenyu
- In:
Journal of financial economics
101
(
2011
)
3
,
pp. 574-595
Persistent link: https://www.econbiz.de/10009247600
Saved in:
4
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
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5
Arbitrage crashes and the speed of capital
Mitchell, Mark
;
Pulvino, Todd
- In:
Journal of financial economics
104
(
2012
)
3
,
pp. 469-490
Persistent link: https://www.econbiz.de/10009622475
Saved in:
6
Are hedge fund managers systematically misreporting? Or not?
Jorion, Philippe
;
Schwarz, Christopher
- In:
Journal of financial economics
111
(
2014
)
2
,
pp. 311-327
Persistent link: https://www.econbiz.de/10010255518
Saved in:
7
The role of stock ownership by US members of Congress on the market for political favors
Tahoun, Ahmed
- In:
Journal of financial economics
111
(
2014
)
1
,
pp. 86-110
Persistent link: https://www.econbiz.de/10010255538
Saved in:
8
The genetics of investment biases
Cronqvist, Henrik
;
Siegel, Stephan
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 215-234
Persistent link: https://www.econbiz.de/10010479555
Saved in:
9
Value versus growth investing : why do different investors have different styles?
Cronqvist, Henrik
;
Siegel, Stephan
;
Yu, Fang
- In:
Journal of financial economics
117
(
2015
)
2
,
pp. 333-349
Persistent link: https://www.econbiz.de/10011480259
Saved in:
10
Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
- In:
Journal of financial economics
136
(
2020
)
2
,
pp. 379-406
Persistent link: https://www.econbiz.de/10012545569
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