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~source:"econis"
~subject:"Portfolio-Management"
~subject:"Volatility"
~subject:"Volatilität"
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Fabozzi, Frank J.
128
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77
Maurer, Raimond
74
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68
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65
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60
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52
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49
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Springer Fachmedien Wiesbaden
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World Bank
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4
Instituto Valenciano de Investigaciones Económicas
4
International Monetary Fund
4
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4
Nationalekonomiska Institutionen <Lund>
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NBER working paper series
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342
NBER Working Paper
333
Journal of banking & finance
330
European journal of operational research : EJOR
287
Insurance / Mathematics & economics
284
Finance research letters
269
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
189
Journal of financial economics
167
Quantitative finance
167
Economics letters
165
Journal of empirical finance
159
Discussion paper / Centre for Economic Policy Research
157
Economic modelling
154
Research paper series / Swiss Finance Institute
154
Journal of econometrics
150
The review of financial studies
148
Discussion paper / Tinbergen Institute
139
The journal of finance : the journal of the American Finance Association
136
Risks : open access journal
129
The European journal of finance
129
International review of economics & finance : IREF
125
International review of financial analysis
120
Working paper
119
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Applied economics
112
Computational economics
111
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 risk and financial management : JRFM
94
Journal of international money and finance
93
Applied mathematical finance
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Applied economics letters
84
Journal of economic theory
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ECONIS (ZBW)
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1
Valuing a lost opportunity : an alternative perspective on the illiquidity discount
Baz, Jamil
;
Sapra, Steve
;
Stracke, Christian
;
Zhao, Wentao
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 112-121
Persistent link: https://www.econbiz.de/10012423066
Saved in:
2
Gestione delle obbligazioni e curva di inviluppo
Cattarozzi, Gabriele
-
1993
Persistent link: https://www.econbiz.de/10000882071
Saved in:
3
Multifaktor-Modell für den Schweizer Aktienmarkt : eine empirische Untersuchung unter besonderer Berücksichtigung der Arbitrage Preis Theorie
Gallati, Reto Rolf
-
1993
Persistent link: https://www.econbiz.de/10000882946
Saved in:
4
International portfolio choice and asset pricing : an integrative survey
Stulz, René M.
-
1994
Persistent link: https://www.econbiz.de/10000883027
Saved in:
5
Essays in intertemporal investment decisions and asset prices
Restoy, Fernando
-
1991
Persistent link: https://www.econbiz.de/10000883054
Saved in:
6
Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.
;
Galí, Jordi
-
1994
Persistent link: https://www.econbiz.de/10000883655
Saved in:
7
Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
8
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
9
Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion
Hu, Jie
-
1993
Persistent link: https://www.econbiz.de/10000885309
Saved in:
10
Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard
-
1994
Persistent link: https://www.econbiz.de/10000885516
Saved in:
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