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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
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Option pricing theory
Portfolio selection
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Portfolio-Management
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The journal of portfolio management : a publication of Institutional Investor
Research paper series / Swiss Finance Institute
142
Swiss Finance Institute Research Paper
94
NBER working paper series
90
Journal of banking & finance
86
Finance research letters
78
Journal of financial economics
75
Working paper / National Bureau of Economic Research, Inc.
62
Journal of empirical finance
60
International journal of theoretical and applied finance
53
NBER Working Paper
49
Finance and stochastics
47
Quantitative finance
47
International review of financial analysis
46
Management science : journal of the Institute for Operations Research and the Management Sciences
46
Journal of economic dynamics & control
44
International review of economics & finance : IREF
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
43
The review of financial studies
42
Journal of risk and financial management : JRFM
41
Working paper / Centre for Financial Research
41
The journal of finance : the journal of the American Finance Association
40
Applied economics
37
The European journal of finance
37
The journal of asset management
37
Risks : open access journal
36
Annals of finance
33
Journal of investment management : JOIM
32
SFB 649 discussion paper
32
European journal of operational research : EJOR
29
Journal of financial and quantitative analysis : JFQA
28
Journal of international financial markets, institutions & money
28
Working paper
28
Discussion papers / CEPR
26
Economic modelling
26
Journal of mathematical finance
26
The North American journal of economics and finance : a journal of financial economics studies
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Discussion paper / Tinbergen Institute
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SAFE working paper
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1
Arbitrage
-free spread : a consistent measure of relative value
Finnerty, John D.
- In:
The journal of portfolio management : a publication of …
17
(
1991
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10001103968
Saved in:
2
Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Sharpe, William F.
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 21-25
Persistent link: https://www.econbiz.de/10001114319
Saved in:
3
Active portfolio management and positive alphas : fact or fantasy?
Jarrow, Robert A.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 17-22
Persistent link: https://www.econbiz.de/10008652184
Saved in:
4
Tax optimization of municipal bond portfolios : investment selection and tax rate
arbitrage
Kalotay, Andrew J.
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 118-124
Persistent link: https://www.econbiz.de/10011980750
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5
Beyond Black-Litterman : letting the data speak
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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6
Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles
;
Sornette, Didier
;
Wöhrmann, Peter
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
Saved in:
7
Valuation-indifferent weighting for bonds
Arnott, Robert D.
;
Hsu, Jason C.
;
Li, Feifei
;
Shepherd, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 117-130
Persistent link: https://www.econbiz.de/10003980054
Saved in:
8
Should equity investors care about corporate bond prices? : using bond prices to construct equity momentum strategies
Dor, Arik Ben
;
Xu, Zhe
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 35-49
Persistent link: https://www.econbiz.de/10011431827
Saved in:
9
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
10
Demystifying equity risk-based strategies : a simple alpha plus beta description
Carvalho, Raul Leote de
;
Lu, Xiao
;
Moulin, Pierre
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
3
,
pp. 56-70
Persistent link: https://www.econbiz.de/10009669691
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