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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~isPartOf:"The review of financial studies"
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Portfolio-Management
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Başak, Suleyman
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Dybvig, Philip H.
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The journal of portfolio management : a publication of Institutional Investor
The review of financial studies
Insurance / Mathematics & economics
277
European journal of operational research : EJOR
275
Journal of banking & finance
246
NBER working paper series
245
Working paper / National Bureau of Economic Research, Inc.
200
Finance research letters
194
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192
Journal of economic dynamics & control
168
Mathematical finance : an international journal of mathematics, statistics and financial theory
154
Finance and stochastics
152
International journal of theoretical and applied finance
146
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129
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Journal of financial economics
107
Risks : open access journal
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102
Discussion paper / Centre for Economic Policy Research
99
The journal of finance : the journal of the American Finance Association
97
Journal of empirical finance
96
Economic modelling
87
Economics letters
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Swiss Finance Institute Research Paper
84
The European journal of finance
84
International review of economics & finance : IREF
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The journal of asset management
76
Mathematics and financial economics
74
Computational economics
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International review of financial analysis
73
SpringerLink / Bücher
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Mathematical methods of operations research
68
Journal of risk and financial management : JRFM
67
The North American journal of economics and finance : a journal of financial economics studies
64
Working paper
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Discussion paper / Tinbergen Institute
63
The journal of portfolio management : JPM
63
Journal of economic theory
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ECONIS (ZBW)
201
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1
Risk parity optimality
Fisher, Gregg S.
;
Maymin, Philip Z.
;
Maymin, Zakhar G.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 42-56
Persistent link: https://www.econbiz.de/10011294200
Saved in:
2
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
Saved in:
3
International asset allocation under regime switching, skew and kurtosis preferences
Guidolin, Massimo
;
Timmermann, Allan
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 889-935
Persistent link: https://www.econbiz.de/10003716663
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4
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:
5
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:
6
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:
7
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:
8
Are "market neutral" hedge funds really market neutral?
Patton, Andrew J.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2495-2530
Persistent link: https://www.econbiz.de/10003866761
Saved in:
9
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
10
An economic evaluation of empirical exchange rate models
Della Corte, Pasquale
;
Sarno, Lucio
;
Tsiakas, Ilias
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3491-3530
Persistent link: https://www.econbiz.de/10003885717
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