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~isPartOf:"The review of financial studies"
~source:"econis"
~subject:"Portfolio-Management"
~subject:"Volatilität"
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Portfolio-Management
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Portfolio selection
192
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Başak, Suleyman
6
Detemple, Jérôme B.
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Dybvig, Philip H.
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Uppal, Raman
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The review of financial studies
Journal of banking & finance
572
NBER working paper series
542
Finance research letters
479
Working paper / National Bureau of Economic Research, Inc.
461
European journal of operational research : EJOR
406
Insurance / Mathematics & economics
385
NBER Working Paper
379
International review of financial analysis
289
Journal of financial economics
278
Research paper series / Swiss Finance Institute
274
The journal of asset management
255
Journal of economic dynamics & control
253
The journal of portfolio management : a publication of Institutional Investor
253
The journal of finance : the journal of the American Finance Association
234
International journal of theoretical and applied finance
220
Discussion paper / Centre for Economic Policy Research
212
Applied economics
208
Journal of empirical finance
207
Management science : journal of the Institute for Operations Research and the Management Sciences
204
Quantitative finance
204
Finance and stochastics
196
Swiss Finance Institute Research Paper
187
Risks : open access journal
185
Journal of financial and quantitative analysis : JFQA
179
Journal of risk and financial management : JRFM
179
International review of economics & finance : IREF
178
Mathematical finance : an international journal of mathematics, statistics and financial theory
177
The European journal of finance
175
Economic modelling
174
SpringerLink / Bücher
174
The North American journal of economics and finance : a journal of financial economics studies
160
Economics letters
157
Journal of investment management : JOIM
148
Research in international business and finance
148
Pacific-Basin finance journal
141
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140
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ECONIS (ZBW)
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1
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
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2
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
Saved in:
3
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
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4
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:
5
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:
6
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
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7
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:
8
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:
9
Hedging, familiarity and portfolio choice
Massa, Massimo
;
Simonov, Andrei
- In:
The review of financial studies
19
(
2006
)
2
,
pp. 633-685
Persistent link: https://www.econbiz.de/10003355249
Saved in:
10
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
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