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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
Volatilität
Theorie
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786
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Post, Thierry
6
Andersen, Torben
5
Bali, Turan G.
5
Dai, Min
5
Shleifer, Andrei
5
Brandt, Michael W.
4
Dumas, Bernard
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4
Hong, Harrison G.
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Liu, Hong
4
Subrahmanyam, Avanidhar
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Titman, Sheridan
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4
Vishny, Robert W.
4
Zhou, Guofu
4
Ang, Andrew
3
Barberis, Nicholas
3
Bekaert, Geert
3
Brennan, Michael J.
3
Carr, Peter
3
Chordia, Tarun
3
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Lakonishok, Josef
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3
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3
Westerfield, Mark M.
3
Whaley, Robert E.
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Wu, Liuren
3
Adler, Michael
2
Andrei, Daniel
2
Arvanitis, Stelios
2
Bakshi, Gurdip S.
2
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Management science : journal of the Institute for Operations Research and the Management Sciences
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
621
NBER working paper series
511
Journal of banking & finance
496
Finance research letters
428
NBER Working Paper
411
European journal of operational research : EJOR
298
Insurance / Mathematics & economics
292
Applied economics
280
International review of financial analysis
279
The review of financial studies
274
Economic modelling
266
Energy economics
263
International review of economics & finance : IREF
262
Journal of empirical finance
262
Discussion paper / Centre for Economic Policy Research
261
Journal of economic dynamics & control
260
Journal of financial economics
258
The journal of futures markets
245
Economics letters
236
Journal of econometrics
234
International journal of theoretical and applied finance
227
The North American journal of economics and finance : a journal of financial economics studies
225
Mathematical finance : an international journal of mathematics, statistics and financial theory
222
Working paper
214
Research paper series / Swiss Finance Institute
199
Finance and stochastics
197
Quantitative finance
197
Discussion paper / Tinbergen Institute
195
Applied financial economics
179
Journal of international money and finance
179
The European journal of finance
179
Applied economics letters
168
Journal of financial and quantitative analysis : JFQA
166
Journal of international financial markets, institutions & money
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
153
Journal of risk and financial management : JRFM
153
CESifo working papers
152
Research in international business and finance
150
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
150
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ECONIS (ZBW)
404
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1
Closed-end fund shares' abnormal returns and the
information
content of discounts and premiums
Brauer, Greggory A.
- In:
The journal of finance : the journal of the American …
43
(
1988
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10001057975
Saved in:
2
A tangled tale of training and talent : PhDs in institutional asset management
Chaudhuri, Ranadeb
;
Ivković, Zoran
;
Pollet, Joshua M.
; …
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5623-5647
Persistent link: https://www.econbiz.de/10012391403
Saved in:
3
Option pricing with stochastic volatility :
information
-time vs. calendar-time
Chang, Carolyn C. W.
- In:
Management science : journal of the Institute for …
42
(
1996
)
7
,
pp. 974-991
Persistent link: https://www.econbiz.de/10001204540
Saved in:
4
The joint cross section of stocks and options
An, Byeong-Je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
Saved in:
5
Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew
;
Jotikasthira, Chotibhak
;
Lundblad, Christian
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
Saved in:
6
FX trading and exchange rate dynamics
Evans, Martin D. D.
- In:
The journal of finance : the journal of the American …
57
(
2002
)
6
,
pp. 2405-2447
Persistent link: https://www.econbiz.de/10001721527
Saved in:
7
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
8
The economic value of volatility timing
Fleming, Jeff
;
Kirby, Chris
;
Ostdiek, Barbara
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
,
pp. 329-352
Persistent link: https://www.econbiz.de/10001575075
Saved in:
9
Portfolio selection and asset pricing models
Pástor, Ľuboš
- In:
The journal of finance : the journal of the American …
55
(
2000
)
1
,
pp. 179-223
Persistent link: https://www.econbiz.de/10001496990
Saved in:
10
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
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