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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Portfolio selection
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Management science : journal of the Institute for Operations Research and the Management Sciences
NBER working paper series
877
MPRA Paper
774
Journal of banking & finance
752
Working paper / National Bureau of Economic Research, Inc.
714
NBER Working Paper
606
Finance research letters
570
Journal of financial economics
435
Insurance / Mathematics & economics
410
European journal of operational research : EJOR
406
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396
Research paper series / Swiss Finance Institute
392
International review of financial analysis
367
Working Paper
366
The journal of finance : the journal of the American Finance Association
326
The review of financial studies
319
Discussion paper / Centre for Economic Policy Research
316
Journal of economic dynamics & control
308
ECB Working Paper
295
Journal of empirical finance
293
CESifo Working Paper
273
Swiss Finance Institute Research Paper
272
CESifo working papers
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The journal of portfolio management : a publication of Institutional Investor
266
Applied economics
265
The journal of asset management
264
International review of economics & finance : IREF
256
Working paper
251
International journal of theoretical and applied finance
245
Journal of international money and finance
240
Journal of financial and quantitative analysis : JFQA
237
CEPR Discussion Papers
229
Economic modelling
224
Economics letters
215
Journal of risk and financial management : JRFM
214
Quantitative finance
212
The North American journal of economics and finance : a journal of financial economics studies
212
The European journal of finance
202
Finance and stochastics
197
Journal of international financial markets, institutions & money
197
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ECONIS (ZBW)
253
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1
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
2
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
3
Incomplete information and the liquidity premium puzzle
Chen, Yingshan
;
Dai, Min
;
Goncalves-Pinto, Luis
;
Xu, Jing
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5703-5729
Persistent link: https://www.econbiz.de/10012650154
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4
Affine modeling of credit risk, pricing of credit events, and contagion
Monfort, Alain
;
Pegoraro, Fulvio
;
Renne, Jean-Paul
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3674-3693
Persistent link: https://www.econbiz.de/10012606968
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5
Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Rossi, Alberto
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
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6
Asset pricing with downside liquidity risks
Anthonisz, Sean A.
;
Putniņš, Tālis J.
- In:
Management science : journal of the Institute for …
63
(
2017
)
8
,
pp. 2549-2572
Persistent link: https://www.econbiz.de/10011741402
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7
Tactical target date funds
Gomes, Francisco J.
;
Michaelides, Alexander G.
;
Zhang, Yuxin
- In:
Management science : journal of the Institute for …
68
(
2022
)
4
,
pp. 3047-3070
Persistent link: https://www.econbiz.de/10013368372
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8
Forward-looking market risk premium
Duan, Jin-Chuan
;
Zhang, Weiqi
- In:
Management science : journal of the Institute for …
60
(
2014
)
2
,
pp. 521-538
Persistent link: https://www.econbiz.de/10010258775
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9
Alternative approaches to comparative nth-degree risk aversion
Liu, Liqun
;
Neilson, William
- In:
Management science : journal of the Institute for …
65
(
2019
)
8
,
pp. 3824-3834
Persistent link: https://www.econbiz.de/10012062813
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10
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
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