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~isPartOf:"The journal of asset management"
~subject:"Risk management"
~subject:"Theorie"
~subject:"Volatilität"
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Risk management
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Portfolio selection
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Fabozzi, Frank J.
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The journal of asset management
Insurance / Mathematics & economics
307
European journal of operational research : EJOR
299
Journal of banking & finance
294
NBER working paper series
278
Finance research letters
234
Working paper / National Bureau of Economic Research, Inc.
221
NBER Working Paper
220
Journal of economic dynamics & control
183
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
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154
International journal of theoretical and applied finance
152
Quantitative finance
145
Research paper series / Swiss Finance Institute
134
Risks : open access journal
127
CESifo working papers
125
The journal of portfolio management : a publication of Institutional Investor
123
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121
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International review of financial analysis
114
Journal of empirical finance
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106
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106
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The North American journal of economics and finance : a journal of financial economics studies
99
Economics letters
93
Swiss Finance Institute Research Paper
93
The European journal of finance
90
Journal of risk and financial management : JRFM
88
Discussion paper / Tinbergen Institute
87
The journal of portfolio management : JPM
87
Applied economics
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SpringerLink / Bücher
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Computational economics
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ECONIS (ZBW)
98
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1
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1
The Maximum
Diversification
index
Diyarbakırlıoğlu, Erkin
;
Satman, Mehmet H.
- In:
The journal of asset management
14
(
2013
)
6
,
pp. 400-409
Persistent link: https://www.econbiz.de/10010258476
Saved in:
2
Disentangling rebalancing return
Hallerbach, Winfried G.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 301-316
Persistent link: https://www.econbiz.de/10010476237
Saved in:
3
Diversification
with risk factors and investable hedge fund indices
Boigner, Philip
;
Gadzinski, Gregory
- In:
The journal of asset management
16
(
2015
)
2
,
pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
Saved in:
4
Portfolio optimisation in an uncertain world
Jong, Marielle de
- In:
The journal of asset management
19
(
2018
)
4
,
pp. 216-221
Persistent link: https://www.econbiz.de/10011891167
Saved in:
5
The dynamics of volatility and correlation during periods of crisis : implications for active asset management
Esposito, Marcello
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
Saved in:
6
Further evidence in support of a low-volatility anomaly : optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
Maguire, Phil
;
Kelly, Stephen
;
Miller, Robert
;
Moser, …
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 326-339
Persistent link: https://www.econbiz.de/10011741592
Saved in:
7
Portfolio selection in the presence of systemic risk
Biglova, Almira
;
Ortobelli, Sergio
;
Fabozzi, Frank J.
- In:
The journal of asset management
15
(
2014
)
5
,
pp. 285-299
Persistent link: https://www.econbiz.de/10010476238
Saved in:
8
Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R.
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
Saved in:
9
Efficient skewness/semivariance portfolios
Brito, Rui Pedro
;
Sebastião, Hélder
;
Godinho, Pedro …
- In:
The journal of asset management
17
(
2016
)
5
,
pp. 331-346
Persistent link: https://www.econbiz.de/10011634675
Saved in:
10
Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of asset management
10
(
2009/10
)
1
,
pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
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