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~subject:"Portfolio selection"
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Portfolio selection
Börsenkurs
52,514
Share price
50,988
Volatility
40,917
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40,649
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22,458
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22,072
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6,417
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5,991
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5,967
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5,917
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5,895
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5,457
Behavioural finance
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Portfolio-Management
5,393
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5,343
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4,733
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Fabozzi, Frank J.
37
McAleer, Michael
30
Platen, Eckhard
29
Hammoudeh, Shawkat
26
Mensi, Walid
21
Kang, Sang Hoon
18
Shleifer, Andrei
18
Zaremba, Adam
18
Grobys, Klaus
17
Guidolin, Massimo
17
Caporale, Guglielmo Maria
16
Chang, Chia-Lin
16
Plastun, Alex
16
Uppal, Raman
15
Brooks, Robert
14
Caporin, Massimiliano
14
Kane, Alex
14
Moskowitz, Tobias J.
14
Bodie, Zvi
13
Campbell, John Y.
13
Escobar, Marcos
13
Lo, Andrew W.
13
Branger, Nicole
12
Bruns, Christoph
12
Kurshev, Alexander
12
Tiwari, Aviral Kumar
12
Viceira, Luis M.
12
Dumas, Bernard
11
Harvey, Campbell R.
11
Marcus, Alan J.
11
Mele, Antonio
11
Clements, Adam
10
Dai, Zhifeng
10
Engle, Robert F.
10
Maurer, Raimond
10
Bali, Turan G.
9
Bloss, Michael
9
Diebold, Francis X.
9
Do, Hung Xuan
9
Härdle, Wolfgang
9
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National Bureau of Economic Research
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Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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De Gruyter Oldenbourg
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Institut für Weltwirtschaft
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International Accounting Standards Board
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New York Institute of Finance
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer-Verlag GmbH
2
Universität Mannheim
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank für Internationalen Zahlungsausgleich
1
Berliner Wissenschafts-Verlag
1
Centre for New and Emerging Markets <London>
1
Centro Studi Luca d'Agliano <Turin>
1
Development Center for Finance <Quezon>
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Ekonomiska Forskningsinstitutet
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of St. Louis
1
FernUniversität in Hagen
1
Frank J. Fabozzi Associates <New Hope, Pa.>
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1
Gruppo IMI <Rom>
1
India / Forward Markets Commission
1
Institut for Finansiering <Frederiksberg>
1
Institut für Bankwirtschaft <Sankt Gallen>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institute of Finance and Accounting <London>
1
International Conference on Financial Derivatives
1
International Securities Market Association
1
International Workshop on Financial Engineering <2009, Tokio>
1
Judge Institute of Management Studies
1
KPMG Peat Marwick <Mailand>
1
Multi Commodity Exchange of India Limited
1
National Bank for Agriculture and Rural Development (India)
1
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Pensions Institute
1
Pondicherry University / Dept. of Commerce
1
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Journal of banking & finance
90
Finance research letters
88
International review of financial analysis
72
Journal of financial economics
55
NBER working paper series
55
Energy economics
50
Journal of empirical finance
50
NBER Working Paper
49
The North American journal of economics and finance : a journal of financial economics studies
49
The journal of asset management
47
Working paper / National Bureau of Economic Research, Inc.
47
International review of economics & finance : IREF
45
International journal of theoretical and applied finance
39
Pacific-Basin finance journal
39
Research in international business and finance
38
Research paper series / Swiss Finance Institute
36
The journal of finance : the journal of the American Finance Association
36
Journal of international financial markets, institutions & money
35
Journal of risk and financial management : JRFM
35
Applied economics
34
Investment management and financial innovations
32
Quantitative finance
32
Management science : journal of the Institute for Operations Research and the Management Sciences
31
The European journal of finance
31
The review of financial studies
30
Economic modelling
28
Journal of financial markets
28
European journal of operational research : EJOR
27
Journal of economic dynamics & control
27
Journal of financial and quantitative analysis : JFQA
26
Swiss Finance Institute Research Paper
26
Applied economics letters
25
Applied financial economics
25
Review of quantitative finance and accounting
25
Risks : open access journal
25
SpringerLink / Bücher
22
Computational economics
21
International journal of finance & economics : IJFE
21
Discussion papers / CEPR
20
The journal of portfolio management : JPM
20
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ECONIS (ZBW)
5,367
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1
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10
of
5,367
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date (newest first)
date (oldest first)
1
Portfolio effects of VIX futures index
Ratner, Mitchell
;
Chiu, Chih-Chieh
- In:
Quantitative finance and economics
1
(
2017
)
3
,
pp. 288-299
Persistent link: https://www.econbiz.de/10012137805
Saved in:
2
Duration models, heterogeneous beliefs, and optimal trading
Heijden, Thijs van der
-
2011
Persistent link: https://www.econbiz.de/10009159983
Saved in:
3
Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes
Rhoads, Russell
-
2011
market
volatility
index. The book will explain the mechanics and strategies associated with trading VIX options, futures … expectations about future stock market
volatility
and generally moves inversely to the overall stock market. As such, many market …
volatility
or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A …
Persistent link: https://www.econbiz.de/10009311046
Saved in:
4
Equity
volatility
trading strategy in two closely related indices : a risk management perspective
Kubli, Heinz R.
;
Kemmsies, Walter
- In:
Financial risk and financial risk management
,
(pp. 117-135)
.
2002
Persistent link: https://www.econbiz.de/10001755635
Saved in:
5
A portfolio insurance strategy for
volatility
index (VIX) futures
Jung, Young Cheol
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 189-200
Persistent link: https://www.econbiz.de/10011627439
Saved in:
6
Intraday momentum in the VIX futures market
Huang, Hong-Gia
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Yang, …
- In:
Journal of banking & finance
148
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014248282
Saved in:
7
Estimation of default risk through Merton's distance to default model : an empirical study of four Indian Public Sector banks
Bendigeri, Raghavendra S.
- In:
International journal of business and globalisation : IJBG
37
(
2024
)
4
,
pp. 535-554
Persistent link: https://www.econbiz.de/10015063989
Saved in:
8
The dynamics of
volatility
and correlation during periods of crisis : implications for active asset management
Esposito, Marcello
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 135-140
Persistent link: https://www.econbiz.de/10011485140
Saved in:
9
An empirical examination of correlation dynamics between commodity and equity
derivative
indices : evidence from India using DCC-GARCH models
Swamy, Perumandla
;
Padma, Kurisetti
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
10
(
2020
)
2
,
pp. 207-234
Persistent link: https://www.econbiz.de/10012222641
Saved in:
10
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
use of computational methods and techniques for modelling financial asset prices, returns, and
volatility
, and on the use …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
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