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~subject:"Portfolio selection"
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DOES PRODUCT MARKET COMPETITIO...
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Portfolio selection
Theorie
85
Theory
85
CAPM
53
Capital income
44
Kapitaleinkommen
44
USA
37
United States
35
Börsenkurs
34
Share price
34
Estimation
31
Schätzung
31
Portfolio-Management
25
Financial crisis
20
Risikoprämie
20
Finanzkrise
19
Risk premium
19
Dividende
16
Securities trading
16
Stock market
16
Wertpapierhandel
16
Dividend
15
Großbritannien
15
Aktienmarkt
14
Cost of capital
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United Kingdom
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Kapitalkosten
13
Auction
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Auktion
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Investmentfonds
12
Prognoseverfahren
12
Risiko
12
Risk
12
Volatility
12
Volatilität
12
Anlageverhalten
11
Börsengang
11
Forecasting model
11
Initial public offering
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Arbeitspapier
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Jagannathan, Ravi
25
Ma, Tongshu
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Da, Zhi
5
Gao, Pengjie
5
Korajczyk, Robert A.
4
Marakani, Srikant
4
Basak, Gopal K.
2
Ravikumar, Ashwin
2
Sammon, Marco
2
Basak, Gopal
1
Basak, Gopal Krishna
1
Breen, William
1
Ofer, Aharon R.
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7
NBER working paper series
4
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3
The journal of business : B
2
CEA_372Cass working paper series
1
Journal of economic dynamics & control
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Review of asset pricing studies
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The journal of finance : the journal of the American Finance Association
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Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003793423
Saved in:
2
Jackknife estimator for tracking error variance of optimal portfolios
Basak, Gopal Krishna
;
Jagannathan, Ravi
;
Ma, Tongshu
- In:
Management science : journal of the Institute for …
55
(
2009
)
6
,
pp. 990-1002
Persistent link: https://www.econbiz.de/10003865939
Saved in:
3
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2009
Persistent link: https://www.econbiz.de/10003899118
Saved in:
4
Informed trading, liquidity provision, and stock selection by mutual funds
Da, Zhi
;
Gao, Pengjie
;
Jagannathan, Ravi
-
2007
Persistent link: https://www.econbiz.de/10003606472
Saved in:
5
Price-dividend ratio factor proxies for long-run risks
Jagannathan, Ravi
;
Marakani, Srikant
- In:
Review of asset pricing studies
5
(
2015
)
1
,
pp. 1-47
Persistent link: https://www.econbiz.de/10011318437
Saved in:
6
A direct test for mean variance efficiency of portfolio
Basak, Gopal
;
Jagannathan, Ravi
;
Sun, Guoqiang
- In:
Journal of economic dynamics & control
26
(
2002
)
7/8
,
pp. 1195-1215
Persistent link: https://www.econbiz.de/10001656077
Saved in:
7
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
8
Assessing the risk in sample minimum risk portfolios
Basak, Gopal K.
;
Jagannathan, Ravi
;
Ma, Tongshu
-
2004
Persistent link: https://www.econbiz.de/10002039152
Saved in:
9
Assessing the market timing performance of managed portfolios
Jagannathan, Ravi
- In:
The journal of business : B
59
(
1986
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001010465
Saved in:
10
Correcting for heteroscedasticity in tests for market timing ability
Breen, William
- In:
The journal of business : B
59
(
1986
)
4
,
pp. 585-598
Persistent link: https://www.econbiz.de/10001014975
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