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Başak, Suleyman
7
Uppal, Raman
5
Brandt, Michael W.
4
Detemple, Jérôme B.
4
Dybvig, Philip H.
4
Massa, Massimo
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Chabakauri, Georgy
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The review of financial studies
Finance research letters
1,034
NBER working paper series
1,000
Working paper / National Bureau of Economic Research, Inc.
909
Journal of banking & finance
906
NBER Working Paper
776
Energy economics
726
International review of financial analysis
675
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570
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Economic modelling
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455
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Journal of empirical finance
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Journal of financial economics
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Pacific-Basin finance journal
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The journal of asset management
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The journal of portfolio management : a publication of Institutional Investor
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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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Journal of financial and quantitative analysis : JFQA
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1
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:
2
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:
3
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
Saved in:
4
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
Saved in:
5
Does idiosyncratic
volatility
proxy for risk exposure?
Chen, Zhanhui
;
Petkova, Ralitsa
- In:
The review of financial studies
25
(
2012
)
9
,
pp. 2745-2787
Persistent link: https://www.econbiz.de/10009630197
Saved in:
6
Portfolio selection in stochastic environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
Saved in:
7
International asset allocation with regime shifts
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
Saved in:
8
Delta-hedged gains and the negative market
volatility
risk premium
Bakshi, Gurdip S.
;
Kapadia, Nikunj
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Saved in:
9
On portfolio optimization : forecasting covariances and choosing the risk model
Chan, Louis K. C.
;
Karceski, Jason
;
Lakonishok, Josef
- In:
The review of financial studies
12
(
1999
)
5
,
pp. 937-974
Persistent link: https://www.econbiz.de/10001434627
Saved in:
10
A general equilibrium model of portfolio insurance
Başak, Suleyman
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1059-1090
Persistent link: https://www.econbiz.de/10001198363
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