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~subject:"Portfolio selection"
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Portfolio selection
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McAleer, Michael
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19
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Shleifer, Andrei
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Chang, Chia-Lin
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Uppal, Raman
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Escobar, Marcos
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Viceira, Luis M.
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Mele, Antonio
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Federal Reserve Bank of St. Louis
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Leo Cussen Institute, Melbourne, 17. and 24 Febr. 1982
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
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William Davidson Institute <Ann Arbor, Mich.>
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Finance research letters
85
Journal of banking & finance
82
International review of financial analysis
67
Journal of financial economics
54
Pacific-Basin finance journal
54
NBER working paper series
53
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49
The North American journal of economics and finance : a journal of financial economics studies
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44
International review of economics & finance : IREF
41
Energy economics
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Research in international business and finance
38
Journal of international financial markets, institutions & money
35
Research paper series / Swiss Finance Institute
34
Investment management and financial innovations
32
Journal of risk and financial management : JRFM
32
The journal of finance : the journal of the American Finance Association
32
Applied economics
31
The review of financial studies
29
Journal of financial markets
28
Applied financial economics
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Swiss Finance Institute Research Paper
27
Australian journal of management
26
Review of quantitative finance and accounting
26
Applied economics letters
25
Journal of econometrics
23
Quantitative finance
23
The European journal of finance
23
Economic modelling
22
Journal of economic dynamics & control
22
International journal of finance & economics : IJFE
21
Working paper
21
Discussion paper / Centre for Economic Policy Research
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Discussion papers / CEPR
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International journal of theoretical and applied finance
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Risks : open access journal
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International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
4,636
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1
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1
Essays on the impact of incomplete information
Leon, Chuen Hwa
-
2004
Persistent link: https://www.econbiz.de/10003555715
Saved in:
2
Bond intraday momentum
Zhang, Wei
;
Wang, Pengfei
;
Li, Yi
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815421
Saved in:
3
Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks
Herberger, Tim
;
Horn, Matthias
;
Oehler, Andreas
- In:
Financial markets and portfolio management
34
(
2020
)
2
,
pp. 179-197
Persistent link: https://www.econbiz.de/10012289620
Saved in:
4
International stock return co-movements and trading activity
Sheng, Xin
;
Brzeszczyński, Janusz
;
Ibrahim, Boulis Maher
- In:
Finance research letters
23
(
2017
),
pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
Saved in:
5
Understanding intraday momentum strategies
Rosa, Carlo
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2218-2234
Persistent link: https://www.econbiz.de/10013465878
Saved in:
6
Return
volatility
and trading volume of GameFi
Shi, Guiqiang
;
Goodell, John W.
;
Shen, Dehua
- In:
Journal of behavioral and experimental finance
43
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10015076707
Saved in:
7
Australian stock exchange and sub-variants of price momentum strategies
Ejaz, Abdullah
;
Polak, Petr
- In:
Investment management and financial innovations
15
(
2018
)
1
,
pp. 224-235
Persistent link: https://www.econbiz.de/10012002802
Saved in:
8
Volatility
modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
-
2012
Persistent link: https://www.econbiz.de/10009548356
Saved in:
9
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns : a perspective for portfolio diversification
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
108
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013203257
Saved in:
10
Equity fund performance : can momentum be explained by the pricing of idiosyncratic
volatility
?
Liu, Bin
;
Di Iorio, Amalia
;
De Silva, Ashton
- In:
Studies in economics and finance
33
(
2016
)
3
,
pp. 359-376
Persistent link: https://www.econbiz.de/10011722529
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