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~subject:"Portfolio selection"
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Portfolio selection
Theorie
108
Theory
108
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96
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95
Capital income
71
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71
Portfolio-Management
57
Estimation
45
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Risikoprämie
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Börsenkurs
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Estimation theory
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Wechselkurs
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Impact assessment
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Risiko
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Risk
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Wirkungsanalyse
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Ankündigungseffekt
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Anlageverhalten
11
Announcement effect
11
Behavioural finance
11
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11
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57
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Brandt, Michael W.
36
Santa-Clara, Pedro
25
Aït-Sahalia, Yacine
6
Beber, Alessandro
6
Barroso, Pedro
5
Cochrane, John H.
5
Goyal, Amit
4
Kavajecz, Kenneth A.
4
Longstaff, Francis A.
4
Ait-Sahalia, Yacine
3
Valkanov, Rossen I.
3
van Binsbergen, Jules H.
3
Binsbergen, Jules H. van
2
Blume, Marshall E.
2
Edelen, Roger M.
2
Faias, José Afonso
2
Stambaugh, Robert F.
2
Stroud, Jonathan R.
2
Addoum, Jawad M.
1
Avramov, Doron
1
Brennan, Michael J.
1
Cen, Jason
1
Cenoz, Jasone
1
Farhi, Emmanuel
1
Géczy, Christopher
1
Keim, Donald B.
1
Kogan, Leonid
1
Levin, David
1
Maio, Paulo
1
Panageas, Stauros
1
Pástor, Ľuboš
1
Storud, Jonathan
1
Stroud, Jonathan R
1
Uppal, Raman
1
Valkanov, Rossen
1
Wachter, Jessica A.
1
Xia, Yihong
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Rodney L. White Center for Financial Research
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9
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4
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3
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2
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ECONIS (ZBW)
57
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Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2004
Persistent link: https://www.econbiz.de/10002001065
Saved in:
2
International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10001599163
Saved in:
3
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
-
2004
Persistent link: https://www.econbiz.de/10002499370
Saved in:
4
A simulation approach to dynamic portfolio choice with an application to learning about return predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
-
2004
Persistent link: https://www.econbiz.de/10002485076
Saved in:
5
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
Saved in:
6
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2217
Persistent link: https://www.econbiz.de/10003378702
Saved in:
7
A simulation approach to dynamic portfolio choice with an application to learning about returns predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10003133514
Saved in:
8
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002000857
Saved in:
9
Variable selection for portfolio choice
Aït-Sahalia, Yacine
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002004105
Saved in:
10
Beyond the carry trade : optimal currency portfolios
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011431137
Saved in:
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