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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Portfolio-Management"
~subject:"Volatility"
~subject:"Volatilität"
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Portfolio-Management
Volatility
Volatilität
Theorie
839
Theory
839
USA
214
United States
213
CAPM
158
Börsenkurs
141
Share price
140
Portfolio selection
96
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Brandt, Michael W.
4
Dumas, Bernard
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Uppal, Raman
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Brennan, Michael J.
3
Carr, Peter
3
Dammon, Robert Mark
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2
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2
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2
Gennaioli, Nicola
2
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2
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2
Subrahmanyam, Avanidhar
2
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2
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1
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1
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1
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1
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The journal of finance : the journal of the American Finance Association
NBER working paper series
399
Working paper / National Bureau of Economic Research, Inc.
342
NBER Working Paper
333
Journal of banking & finance
330
European journal of operational research : EJOR
294
Insurance / Mathematics & economics
284
Finance research letters
270
Journal of economic dynamics & control
232
Mathematical finance : an international journal of mathematics, statistics and financial theory
218
International journal of theoretical and applied finance
209
Finance and stochastics
190
Economics letters
169
Journal of financial economics
169
Quantitative finance
167
Journal of empirical finance
162
Discussion paper / Centre for Economic Policy Research
157
Journal of econometrics
155
Economic modelling
154
Research paper series / Swiss Finance Institute
154
The review of financial studies
148
Discussion paper / Tinbergen Institute
139
Risks : open access journal
130
The European journal of finance
129
International review of economics & finance : IREF
125
International review of financial analysis
120
Working paper
120
Management science : journal of the Institute for Operations Research and the Management Sciences
115
Applied economics
113
Computational economics
112
Swiss Finance Institute Research Paper
106
The journal of portfolio management : a publication of Institutional Investor
104
The North American journal of economics and finance : a journal of financial economics studies
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
100
International journal of forecasting
94
Journal of international money and finance
94
Journal of risk and financial management : JRFM
94
Applied mathematical finance
89
Applied economics letters
88
Journal of economic theory
83
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ECONIS (ZBW)
136
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1
Systematic risk and international portfolio choice
Das, Sanjiv R.
;
Uppal, Raman
- In:
The journal of finance : the journal of the American …
59
(
2004
)
6
,
pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
Saved in:
2
Portfolio selection
Markowitz, Harry
- In:
The journal of finance : the journal of the American …
7
(
1952
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10003818663
Saved in:
3
Ambiguity, information quality, and asset pricing
Epstein, Larry G.
;
Schneider, Martin
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 197-228
Persistent link: https://www.econbiz.de/10003821586
Saved in:
4
Price volatility and investor behavior in an overlapping generations model with information asymmetry
Watanabe, Masahiro
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 229-272
Persistent link: https://www.econbiz.de/10003821591
Saved in:
5
Volatility information trading in the option market
Ni, Sophie X.
;
Pan, Jun
;
Poteshman, Allen M.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
3
,
pp. 1059-1091
Persistent link: https://www.econbiz.de/10003822210
Saved in:
6
Marketwide private information in stocks : forecasting currency returns
Albuquerque, Rui
;
De Francisco, Eva
;
Marques, Luis B.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
5
,
pp. 2297-2343
Persistent link: https://www.econbiz.de/10003822486
Saved in:
7
Stock returns and volatility : pricing the short-run and long-run components of market risk
Adrian, Tobias
;
Rosenberg, Joshua V.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
6
,
pp. 2997-3030
Persistent link: https://www.econbiz.de/10003823154
Saved in:
8
Fund manager use of public information : new evidence on managerial skills
Kacperczyk, Marcin
;
Seru, Amit
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 485-528
Persistent link: https://www.econbiz.de/10003444980
Saved in:
9
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
Saved in:
10
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
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