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~subject:"Portfolio selection"
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Portfolio selection
USA
317,331
United States
278,757
Theorie
51,584
Theory
50,606
Volatility
44,180
Volatilität
43,913
Schätzung
24,834
Estimation
23,854
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16,916
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16,665
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15,763
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15,303
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15,051
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14,734
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13,854
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12,673
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12,123
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12,073
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11,736
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11,412
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11,312
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10,944
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10,846
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10,781
Vereinigte Staaten
10,553
Geldpolitik
9,672
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9,229
Portfolio-Management
9,189
Aktienmarkt
8,912
Wirkungsanalyse
8,861
Stock market
8,735
Impact assessment
8,655
Vergleich
8,257
Prognoseverfahren
8,199
ARCH-Modell
8,182
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8,095
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8,087
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8,029
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7,950
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Author
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Fabozzi, Frank J.
69
Platen, Eckhard
40
Kang, Sang Hoon
32
McAleer, Michael
30
Mensi, Walid
30
Hammoudeh, Shawkat
28
Warnock, Francis E.
28
Bouri, Elie
27
Diebold, Francis X.
27
Giglio, Stefano
23
Guidolin, Massimo
23
Lo, Andrew W.
23
Maurer, Raimond
23
Bali, Turan G.
22
Kelly, Bryan T.
22
Daniel, Kent
21
Uppal, Raman
21
Lee, Cheng F.
20
Tiwari, Aviral Kumar
20
Vo Xuan Vinh
20
Campbell, John Y.
19
Christoffersen, Peter F.
19
Escobar, Marcos
19
Alexander, Carol
18
Albrecht, Peter
17
Chang, Chia-Lin
17
Grobys, Klaus
17
Lien, Da-hsiang Donald
17
Mitchell, Olivia S.
17
Poterba, James M.
17
Dumas, Bernard
16
Engle, Robert F.
16
Malamud, Semyon
16
Viceira, Luis M.
16
Ang, Andrew
15
Bollerslev, Tim
15
Cotter, John
15
Ferson, Wayne E.
15
Signori, Ombretta
15
Zhou, Guofu
15
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National Bureau of Economic Research
77
Frank J. Fabozzi Associates <New Hope, Pa.>
7
Institute of Finance and Accounting <London>
6
Rodney L. White Center for Financial Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Association for Investment Management and Research
4
Federal Reserve Bank of St. Louis
4
FinanzBuch Verlag
3
International Accounting Standards Board
3
New York Institute of Finance
3
Springer Fachmedien Wiesbaden
3
University of Canterbury / Dept. of Economics and Finance
3
University of Chicago / Center for Research in Security Prices
3
Universität Mannheim
3
Bonn Graduate School of Economics
2
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
2
Erasmus Research Institute of Management
2
Financial Times Limited
2
International Center for Financial Asset Management and Engineering
2
Lunds Universitet / Nationalekonomiska Institutionen
2
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
2
Springer International Publishing
2
Walter de Gruyter GmbH & Co. KG
2
World Bank
2
American College <Bryn Mawr, Pa.>
1
American Management Association / Research and Development Division
1
American Real Estate Society
1
Bachelier Finance Society
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Basel Committee on Banking Supervision
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Brookings Institution
1
Business Information Centre <Toronto>
1
Börsen-Buchverlag
1
Cambridge University Press
1
Catalyst Institute <Chicago, Ill.>
1
Center for Capital Market Research, University of Oregon
1
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Published in...
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Working paper / National Bureau of Economic Research, Inc.
168
Finance research letters
143
Journal of banking & finance
135
The review of financial studies
115
International review of financial analysis
112
The journal of finance : the journal of the American Finance Association
110
International review of economics & finance : IREF
85
Journal of financial economics
84
Applied economics
77
NBER working paper series
77
Research paper series / Swiss Finance Institute
71
Journal of empirical finance
70
The North American journal of economics and finance : a journal of financial economics studies
70
Energy economics
66
International journal of theoretical and applied finance
66
Insurance
64
Journal of financial and quantitative analysis : JFQA
61
The journal of futures markets
61
The journal of asset management
60
Risks : open access journal
59
Journal of economic dynamics & control
57
Economic modelling
55
Swiss Finance Institute Research Paper
54
The journal of portfolio management : a publication of Institutional Investor
52
Research in international business and finance
51
Finance and stochastics
49
Discussion paper / Centre for Economic Policy Research
48
European journal of operational research : EJOR
47
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
NBER Working Paper
44
Quantitative finance
44
Journal of international financial markets, institutions & money
43
The European journal of finance
43
Management science : journal of the Institute for Operations Research and the Management Sciences
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Working paper
40
Journal of risk and financial management : JRFM
37
Pacific-Basin finance journal
37
Journal of international money and finance
33
SpringerLink / Bücher
31
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ECONIS (ZBW)
9,096
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1
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of
9,096
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date (newest first)
date (oldest first)
1
Hedging
surprises, jumps, and model misspecification : a risk management perspective on
hedging
S&P 500 options
Kaeck, Andreas
- In:
Review of finance : journal of the European Finance …
17
(
2013
)
4
,
pp. 1535-1569
Persistent link: https://www.econbiz.de/10009776228
Saved in:
2
Does model misspecification matter for
hedging
? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
Saved in:
3
An investigation of model risk in a market with jumps and stochastic
volatility
Coqueret, Guillaume
- In:
European journal of operational research : EJOR
253
(
2016
)
3
,
pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Saved in:
4
The risks and rewards of selling
volatility
Nandi, Saikat
;
Waggoner, Daniel
- In:
Economic review
86
(
2001
)
1
,
pp. 31-39
Persistent link: https://www.econbiz.de/10001581207
Saved in:
5
Testing momentum effectfor the US market : from equity to option strategies
Siri, Julián R.
;
Serur, Juan A.
;
Dapena, José P.
-
2017
Conventional financial theory considers ex-ante that risk, generally measured by the
volatility
, has to be …
Persistent link: https://www.econbiz.de/10011757486
Saved in:
6
US implied
volatility
as a predictor of international returns
Dicle, Mehmet F.
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 388-402
Persistent link: https://www.econbiz.de/10012137841
Saved in:
7
Delta
hedging
and
volatility
-price elasticity : a two-step approach
Xia, Kun
;
Yang, Xuewei
;
Zhu, Peng
- In:
Journal of banking & finance
153
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014490307
Saved in:
8
Volatility
derivatives
Vatanen, Kari
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 87-104)
.
2025
Persistent link: https://www.econbiz.de/10015434550
Saved in:
9
Quantifying event risk with equity options
Harlow, Robert
- In:
Derivatives Applications in Asset Management : From …
,
(pp. 367-375)
.
2025
Persistent link: https://www.econbiz.de/10015434678
Saved in:
10
Variance trading and market price of variance risk
Bondarenko, Oleg
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10010379480
Saved in:
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