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~subject:"Portfolio selection"
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Portfolio selection
Schätztheorie
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Ledoit, Olivier
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Kakushadze, Zura
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Memmel, Christoph
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Bethke, Sebastian
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Allen, David E.
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Fan, Jianqing
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Guhr, Thomas
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Jagannathan, Ravi
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Korn, Olaf
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Koumou, Gilles Boevi
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Li, Yingying
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Finance research letters
57
Journal of banking & finance
47
Journal of econometrics
38
European journal of operational research : EJOR
34
Journal of empirical finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Quantitative finance
26
International review of financial analysis
25
Insurance / Mathematics & economics
22
Journal of risk and financial management : JRFM
22
The journal of asset management
21
International review of economics & finance : IREF
20
Journal of risk
19
Management science : journal of the Institute for Operations Research and the Management Sciences
18
Risks : open access journal
18
The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial econometrics
17
Research in international business and finance
17
Applied economics
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Economic modelling
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International journal of theoretical and applied finance
16
Journal of financial economics
16
Working paper series / University of Zurich, Department of Economics
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Computational economics
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Journal of economic dynamics & control
15
Applied economics letters
14
Financial markets and portfolio management
14
International journal of forecasting
13
The European journal of finance
13
Cogent economics & finance
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
The journal of portfolio management : a publication of Institutional Investor
12
Discussion paper / Tinbergen Institute
11
Journal of forecasting
11
Journal of international financial markets, institutions & money
11
Pacific-Basin finance journal
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Working paper
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Energy economics
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NBER working paper series
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The journal of risk model validation
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ECONIS (ZBW)
2,251
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1
How to combine a billion alphas
Kakushadze, Zura
;
Yu, Willie
- In:
The journal of asset management
18
(
2017
)
1
,
pp. 64-80
Persistent link: https://www.econbiz.de/10011592763
Saved in:
2
Using the regression model for the portfolios analysis and management
Anghelache, Constantin
;
Anghel, Mădălina Gabriela
- In:
Theoretical and applied economics : GAER review
21
(
2014
)
4
,
pp. 53-66
Persistent link: https://www.econbiz.de/10010532227
Saved in:
3
On the weight sign of the global minimum variance portfolio
Chiu, Wan-Yi
;
Jiang, Ching-hai
- In:
Finance research letters
19
(
2016
),
pp. 241-246
Persistent link: https://www.econbiz.de/10011657693
Saved in:
4
Realized regression with asynchronous and noisy high frequency and high dimensional data
Chen, Dachuan
;
Mykland, Per A.
;
Zhang, Lan
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10015074483
Saved in:
5
Correlation
under stress in normal variance mixture models
Kalkbrener, Michael
;
Packham, Natalie
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 426-456
Persistent link: https://www.econbiz.de/10011350602
Saved in:
6
High frequency and dynamic pairs trading based on statistical arbitrage using a two-stage
correlation
and cointegration approach
Miao, George J.
- In:
International journal of economics and finance
6
(
2014
)
3
,
pp. 96-110
Persistent link: https://www.econbiz.de/10010339601
Saved in:
7
A investigation into share prices' conditional heteroscedasticity and non-symmetrical model in the context of South Africa, Nigeria, and Egypt
Ejaz, Abdullah
;
Polak, Petr
;
Imran, Zulfiqar Ali
- In:
Management : journal of contemporary management issues
26
(
2021
)
1
,
pp. 189-200
Persistent link: https://www.econbiz.de/10012659646
Saved in:
8
Pro-cyclicality of risk measurements - empirical quantification and theoretical confirmation
Bräutigam, Marcel
-
2020
Persistent link: https://www.econbiz.de/10012488824
Saved in:
9
Investment profit
correlation
: a regression model of profits from common stock investments
Bauman, W. Scott
-
1968
Persistent link: https://www.econbiz.de/10000633684
Saved in:
10
Hedge fund systemic risk signals
Savona, Roberto
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 282-291
Persistent link: https://www.econbiz.de/10010361715
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