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~subject:"Portfolio selection"
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Portfolio selection
Volatility
40,906
Volatilität
39,811
Theorie
10,188
Theory
10,172
Börsenkurs
9,395
Share price
9,372
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3,802
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Forecasting model
3,786
Hedgefonds
3,353
Hedge fund
3,348
Portfolio-Management
3,213
Zeitreihenanalyse
3,166
Time series analysis
3,151
Risk
2,836
Risiko
2,770
volatility
2,646
Oil price
2,353
Ölpreis
2,351
Spillover-Effekt
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McAleer, Michael
32
Guirguis, Michel
23
Hammoudeh, Shawkat
19
Agarwal, Vikas
17
Kaiser, Dieter G.
17
Chang, Chia-Lin
16
Kelly, Bryan T.
16
Mensi, Walid
16
Fabozzi, Frank J.
15
Escobar, Marcos
14
Kang, Sang Hoon
14
Uppal, Raman
14
Giglio, Stefano
13
Gregoriou, Greg N.
12
Kurshev, Alexander
12
Bali, Turan G.
11
Brown, Stephen J.
11
Dumas, Bernard
11
Caporin, Massimiliano
10
Clements, Adam
10
Engle, Robert F.
10
Guidolin, Massimo
10
Harris, Richard D. F.
10
Hsieh, David A.
10
Liang, Bing
10
Moskowitz, Tobias J.
10
Naik, Narayan Y.
10
Platen, Eckhard
10
Diebold, Francis X.
9
Fung, William
9
Koutsokostas, Drosos
9
Lo, Andrew W.
9
Papathanasiou, Spyros
9
Patton, Andrew J.
9
Pelizzon, Loriana
9
Pérez Amaral, Teodosio
9
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9
Sircar, Ronnie
9
Théoret, Raymond
9
Tiwari, Aviral Kumar
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Berliner Wissenschafts-Verlag
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Euromoney Institutional Investor Plc. <London>
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of St. Louis
1
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Financial Markets Conference - Hedge Funds: Creators of Risk? <2006, Atlanta, Ga.>
1
Institut für Weltwirtschaft
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Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
Judge Institute of Management Studies
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Princeton University / International Finance Section
1
SUERF - The European Money and Finance Forum
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Springer Fachmedien Wiesbaden
1
USA / General Accounting Office
1
University of Canterbury / Dept. of Economics and Finance
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Universität Konstanz
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Universität Mannheim
1
Universität Passau / Wirtschaftswissenschaftliche Fakultät
1
Universität Ulm
1
Walter de Gruyter GmbH & Co. KG
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Journal of banking & finance
62
Finance research letters
55
Journal of financial economics
41
International review of financial analysis
40
Journal of empirical finance
37
The journal of asset management
35
Energy economics
34
International review of economics & finance : IREF
31
The North American journal of economics and finance : a journal of financial economics studies
31
NBER working paper series
30
The journal of alternative investments
30
Research paper series / Swiss Finance Institute
25
Applied economics
24
NBER Working Paper
24
Research in international business and finance
24
Working paper / National Bureau of Economic Research, Inc.
24
Journal of international financial markets, institutions & money
21
Journal of risk and financial management : JRFM
21
Swiss Finance Institute Research Paper
21
The European journal of finance
21
Economic modelling
20
Journal of economic dynamics & control
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Quantitative finance
19
Journal of investment management : JOIM
18
European journal of operational research : EJOR
17
Journal of financial and quantitative analysis : JFQA
17
Risks : open access journal
16
Discussion papers / CEPR
15
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation
15
International journal of theoretical and applied finance
15
Journal of derivatives & hedge funds
15
Journal of econometrics
15
The journal of portfolio management : JPM
15
The review of financial studies
15
Working paper
15
Financial markets and portfolio management
14
European financial management : the journal of the European Financial Management Association
13
Funds of hedge funds : performance, assessment, diversification, and statistical properties
13
Investment management and financial innovations
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ECONIS (ZBW)
3,211
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1
Performance of Chilean pension funds investments abroad 2010 - 2014
Balbontín, Renato
;
Blanch, Rodrigo
- In:
The international journal of business and finance …
10
(
2016
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10011383679
Saved in:
2
Optimal portfolio allocation with
volatility
and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
3
Hedge funds risk and connectedness
Manicaro, Christian
;
Falzon, Joseph
- In:
The journal of asset management
18
(
2017
)
4
,
pp. 295-316
Persistent link: https://www.econbiz.de/10011741590
Saved in:
4
Identifying speculative demand shocks in commodity futures markets through changes in
volatility
Hachula, Michael
;
Rieth, Malte
-
2017
weekly data to identify exogenous variation in speculators' positions. The results suggest that
idiosyncratic
net long demand … relevant driver of returns, especially during periods of high speculative demand
volatility
. These findings confirm significant …
Persistent link: https://www.econbiz.de/10011619592
Saved in:
5
Dissecting hedge funds' strategies
Noori, Mohammad
;
Hitaj, Asmerilda
- In:
International review of financial analysis
85
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014234967
Saved in:
6
ß in the tails
Bandi, Federico M.
;
Renò, Roberto
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10013441641
Saved in:
7
Timing the
volatility
risk of beta anomaly : evidence from hedge fund strategies
Ma, Tianyi
;
Tee, Kaihong
;
Li, Baibing
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013395938
Saved in:
8
Do CFA charterholders make better hedge fund managers?
Zheng, Yao
;
Osmer, Eric
-
2024
Persistent link: https://www.econbiz.de/10015047709
Saved in:
9
Phasenmodelle und Investmentstilanalyse von Hedge- und Investmentfonds
Seiler, Katharina
-
2009
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003772577
Saved in:
10
Integrating
volatility
factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric
;
Théoret, Raymond
- In:
The journal of asset management
10
(
2009/10
)
1
,
pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
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