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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of economics and statistics"
~isPartOf:"The review of financial studies"
~subject:"Portfolio selection"
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Portfolio selection
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Lakonishok, Josef
5
Brandt, Michael W.
4
Conrad, Jennifer S.
4
Cohen, Lauren
3
Dittmar, Robert F.
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Lo, Andrew W.
3
MacKinlay, Archie Craig
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2
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2
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2
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2
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2
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The journal of finance : the journal of the American Finance Association
The review of economics and statistics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
158
Journal of financial and quantitative analysis : JFQA
51
Journal of banking & finance
38
The journal of portfolio management : a publication of Institutional Investor
36
Discussion paper / Centre for Economic Policy Research
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International review of financial analysis
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The journal of futures markets
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NBER working paper series
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The journal of alternative investments
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The financial review : the official publication of the Eastern Finance Association
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Finance and economics discussion series
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International finance discussion papers
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Research paper series / Swiss Finance Institute
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The American economic review
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International review of economics & finance : IREF
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Journal of empirical finance
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Financial services review : the journal of individual financial management
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
Taxable and tax-deferred investing : a tax-arbitrage approach
Huang, Jennifer
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2173-2207
Persistent link: https://www.econbiz.de/10003765152
Saved in:
2
Biases in decomposing holding-period portfolio returns
Liu, Weimin
;
Strong, Norman
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 2243-2274
Persistent link: https://www.econbiz.de/10003765176
Saved in:
3
LYON taming
McConnell, John J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
3
,
pp. 561-576
Persistent link: https://www.econbiz.de/10001047828
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4
Asset allocation with a high dimensional latent factor stochastic volatility model
Han, Yufeng
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 237-271
Persistent link: https://www.econbiz.de/10003325179
Saved in:
5
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1369-1402
Persistent link: https://www.econbiz.de/10003352847
Saved in:
6
Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1467-1502
Persistent link: https://www.econbiz.de/10003352976
Saved in:
7
A trade-based analysis of momentum
Hvidkjær, Søren
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 457-491
Persistent link: https://www.econbiz.de/10003355177
Saved in:
8
Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
Saved in:
9
Do the Fama-French factors proxy for innovations in predictive variables?
Petkova, Ralitsa
- In:
The journal of finance : the journal of the American …
61
(
2006
)
2
,
pp. 581-612
Persistent link: https://www.econbiz.de/10003305096
Saved in:
10
Learning and asset prices under ambiguous information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
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