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~isPartOf:"Journal of financial economics"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Risk"
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Portfolio selection
Risiko
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CAPM
325
Theorie
175
Theory
175
Capital income
155
Kapitaleinkommen
155
Risikoprämie
111
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111
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Bali, Turan G.
5
Fama, Eugene F.
3
French, Kenneth Ronald
3
Moskowitz, Tobias J.
3
Pedersen, Lasse Heje
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Robotti, Cesare
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Journal of financial economics
NBER working paper series
122
Research paper series / Swiss Finance Institute
104
Finance research letters
98
Journal of banking & finance
97
Working paper / National Bureau of Economic Research, Inc.
83
Swiss Finance Institute Research Paper
75
Journal of empirical finance
73
NBER Working Paper
73
The review of financial studies
65
International review of financial analysis
59
International review of economics & finance : IREF
56
Management science : journal of the Institute for Operations Research and the Management Sciences
55
The journal of finance : the journal of the American Finance Association
51
Journal of economic dynamics & control
48
Working paper / Centre for Financial Research
46
Journal of risk and financial management : JRFM
45
Applied economics
42
CESifo working papers
40
The journal of portfolio management : a publication of Institutional Investor
39
SAFE working paper
36
The journal of asset management
36
Annals of finance
35
Journal of financial and quantitative analysis : JFQA
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Quantitative finance
34
Journal of international financial markets, institutions & money
33
Pacific-Basin finance journal
33
The European journal of finance
33
Economic modelling
32
Finance and stochastics
32
The North American journal of economics and finance : a journal of financial economics studies
32
Discussion papers / CEPR
31
Discussion paper / Centre for Economic Policy Research
29
Journal of investment management : JOIM
29
International journal of theoretical and applied finance
28
Journal of financial markets
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Mathematics and financial economics
26
Risks : open access journal
26
Economics letters
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ECONIS (ZBW)
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1
Turning alphas into betas :
arbitrage
and endogenous risk
Cho, Thummim
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 550-570
Persistent link: https://www.econbiz.de/10012652836
Saved in:
2
Do limits to
arbitrage
explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
3
Global currency hedging with common risk factors
Opie, Wei
;
Riddiough, Steven J.
- In:
Journal of financial economics
136
(
2020
)
3
,
pp. 780-805
Persistent link: https://www.econbiz.de/10012545731
Saved in:
4
Dissecting currency momentum
Zhang, Shaojun
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 154-173
Persistent link: https://www.econbiz.de/10013407087
Saved in:
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
An empirical analysis of the incentives to engage in costly information acquisition : the case of risk
arbitrage
Larcker, David F.
- In:
Journal of financial economics
18
(
1987
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10001020470
Saved in:
7
Intraday
arbitrage
between ETFs and their underlying portfolios
Box, Travis
;
Davis, Ryan
;
Evans, Richard
;
Lynch, Andrew
- In:
Journal of financial economics
141
(
2021
)
3
,
pp. 1078-1095
Persistent link: https://www.econbiz.de/10012873154
Saved in:
8
Do idiosyncratic jumps matter?
Kapadia, Nishad
;
Zekhnini, Morad
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 666-692
Persistent link: https://www.econbiz.de/10012133035
Saved in:
9
Left-tail momentum : underreaction to bad news, costly
arbitrage
and equity returns
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 725-753
Persistent link: https://www.econbiz.de/10012543218
Saved in:
10
Demand-and-supply imbalance risk and long-term swap spreads
Hanson, Samuel G.
;
Malkhozov, Aytek
;
Venter, Gyuri
- In:
Journal of financial economics
154
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10015072199
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