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~subject:"Portfolio selection"
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Portfolio selection
USA
312,633
United States
274,076
Theorie
50,996
Theory
50,019
Volatility
43,339
Volatilität
43,085
Schätzung
24,597
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23,617
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16,632
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16,384
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15,524
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15,064
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14,664
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14,347
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13,748
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12,489
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11,916
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11,866
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11,635
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11,172
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11,139
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10,734
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10,708
Hedging
10,568
Geldpolitik
9,530
Monetary policy
9,098
Portfolio-Management
8,963
Vereinigte Staaten
8,859
Aktienmarkt
8,733
Wirkungsanalyse
8,618
Stock market
8,555
Impact assessment
8,413
Vergleich
8,125
Prognoseverfahren
8,013
ARCH-Modell
7,997
Wechselkurs
7,973
ARCH model
7,902
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7,850
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7,844
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Fabozzi, Frank J.
65
Platen, Eckhard
39
Kang, Sang Hoon
30
McAleer, Michael
30
Mensi, Walid
29
Hammoudeh, Shawkat
28
Warnock, Francis E.
28
Diebold, Francis X.
27
Bouri, Elie
26
Giglio, Stefano
23
Maurer, Raimond
23
Guidolin, Massimo
22
Lo, Andrew W.
22
Bali, Turan G.
21
Uppal, Raman
21
Kelly, Bryan T.
20
Lee, Cheng F.
20
Campbell, John Y.
19
Christoffersen, Peter F.
19
Tiwari, Aviral Kumar
19
Alexander, Carol
18
Xuan Vinh Vo
18
Chang, Chia-Lin
17
Daniel, Kent
17
Escobar, Marcos
17
Lien, Da-hsiang Donald
17
Mitchell, Olivia S.
17
Poterba, James M.
17
Dumas, Bernard
16
Engle, Robert F.
16
Viceira, Luis M.
16
Albrecht, Peter
15
Ang, Andrew
15
Bollerslev, Tim
15
Cotter, John
15
Ferson, Wayne E.
15
Grobys, Klaus
15
Malamud, Semyon
15
Signori, Ombretta
15
Zhou, Guofu
15
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National Bureau of Economic Research
73
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
Erasmus Research Institute of Management
2
Financial Times Limited
2
Institut für Weltwirtschaft
2
International Center for Financial Asset Management and Engineering
2
Nationalekonomiska Institutionen <Lund>
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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Working paper / National Bureau of Economic Research, Inc.
168
Finance research letters
137
Journal of banking & finance
135
The review of financial studies
114
International review of financial analysis
112
The journal of finance : the journal of the American Finance Association
107
Journal of financial economics
83
International review of economics & finance : IREF
80
Applied economics
73
NBER working paper series
73
Research paper series / Swiss Finance Institute
71
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
Journal of empirical finance
65
Insurance / Mathematics & economics
64
Journal of financial and quantitative analysis : JFQA
60
The journal of asset management
60
The journal of futures markets
58
Journal of economic dynamics & control
57
Swiss Finance Institute Research Paper
54
Economic modelling
53
The journal of portfolio management : a publication of Institutional Investor
52
Research in international business and finance
51
Finance and stochastics
49
Risks : open access journal
49
Discussion paper / Centre for Economic Policy Research
48
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
47
European journal of operational research : EJOR
45
NBER Working Paper
44
Quantitative finance
44
The European journal of finance
41
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Working paper
40
Journal of international financial markets, institutions & money
39
Journal of risk and financial management : JRFM
37
Management science : journal of the Institute for Operations Research and the Management Sciences
36
Pacific-Basin finance journal
35
Journal of international money and finance
33
SpringerLink / Bücher
31
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ECONIS (ZBW)
8,870
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1
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10
of
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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
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:
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
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:
7
Tackling investment risks using equity options during extreme economic upheavals : Indian evidence
Jose, Babu
;
Varghese, James
- In:
Colombo business journal : international journal of …
12
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012807616
Saved in:
8
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
9
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
10
Optimal option portfolio
hedging
strategy with non-Gaussian fluctuations
Hamdi, Haykel
;
Majdoub, Jihed
- In:
International journal of entrepreneurship and small …
39
(
2020
)
1/2
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012176729
Saved in:
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