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~subject:"Portfolio selection"
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A STRUCTURAL MODEL OF DEFAULT...
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Portfolio selection
Theorie
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Theory
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31
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30
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30
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27
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Welt
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English
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Santa-Clara, Pedro
26
Brandt, Michael W.
14
Barroso, Pedro
5
Cochrane, John H.
5
Goyal, Amit
4
Longstaff, Francis A.
4
Valkanov, Rossen I.
3
Faias, José Afonso
2
Stroud, Jonathan R.
2
Maio, Paulo
1
Nielsen, Lars Tyge
1
Saá-Requejo, Jesús
1
Storud, Jonathan
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Stroud, Jonathan R
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4
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3
The review of financial studies
3
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
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1
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ECONIS (ZBW)
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Exchange rate and term structure dynamics and the pricing of derivative securities
Nielsen, Lars Tyge
;
Saá-Requejo, Jesús
-
1992
Persistent link: https://www.econbiz.de/10000853366
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2
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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3
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
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4
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
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5
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:
6
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
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7
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
8
Dynamic portfolio selection by augmenting the asset space
Brandt, Michael W.
(
contributor
); …
-
2004
-
rev.
Persistent link: https://www.econbiz.de/10003229529
Saved in:
9
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:
10
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
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