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~subject:"Portfolio selection"
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Portfolio selection
Schätzung
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Estimation
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Fabozzi, Frank J.
57
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35
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34
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29
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27
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27
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26
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26
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23
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Cochrane, John H.
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Ekonomiska forskningsinstitutet <Stockholm>
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Federal Reserve System / Division of Research and Statistics
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Københavns Universitet / Økonomisk Institut
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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2
University of Cambridge / Department of Applied Economics
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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Danmarks Nationalbank
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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FinanzBuch Verlag
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Fisher Investments Inc. <Woodside, Calif.>
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Journal of banking & finance
145
Finance research letters
130
NBER working paper series
126
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
111
Journal of empirical finance
98
Journal of financial economics
95
NBER Working Paper
86
Applied economics
83
International review of economics & finance : IREF
82
The journal of asset management
67
The North American journal of economics and finance : a journal of financial economics studies
66
Economic modelling
57
Journal of international financial markets, institutions & money
57
Research in international business and finance
57
The European journal of finance
57
Pacific-Basin finance journal
56
Journal of risk and financial management : JRFM
55
The review of financial studies
55
Research paper series / Swiss Finance Institute
54
Journal of economic dynamics & control
52
Management science : journal of the Institute for Operations Research and the Management Sciences
52
The journal of portfolio management : a publication of Institutional Investor
52
The journal of finance : the journal of the American Finance Association
49
Discussion paper / Centre for Economic Policy Research
47
Journal of financial and quantitative analysis : JFQA
47
Energy economics
44
Financial markets and portfolio management
43
Investment management and financial innovations
43
Applied economics letters
42
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
42
Journal of investment management : JOIM
41
Applied financial economics
40
Discussion papers / CEPR
39
Review of quantitative finance and accounting
39
Journal of international money and finance
37
Swiss Finance Institute Research Paper
37
Working paper
37
Quantitative finance
36
European journal of operational research : EJOR
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ECONIS (ZBW)
8,862
RePEc
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1
Cross-sectional regression of returns on betas and portfolio grouping procedures
Hur, Jungshik
;
Kumar, Raman
;
Vivek Singh
- In:
International journal of business and systems research
8
(
2014
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010423288
Saved in:
2
Verifying capital asset pricing model in Greek capital market
Khudoykulov, Khurshid
- In:
International journal of economics and accounting : IJEA
7
(
2016
)
1
,
pp. 55-65
Persistent link: https://www.econbiz.de/10011636109
Saved in:
3
Contagion and downside risk in the REIT market during the subprime mortgage crisis
Chen, Ming-Chi
;
Tsai, Hsiu-Jung
;
Sing, Tien-foo
;
Yang, …
- In:
International journal of strategic property management
19
(
2015
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10011302960
Saved in:
4
Liquidity and asset prices : an empirical investigation of the nordic stock markets
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
European financial management : the journal of the …
21
(
2015
)
4
,
pp. 672-705
Persistent link: https://www.econbiz.de/10011408519
Saved in:
5
Conditional asset pricing in international equity markets
Huynh, Thanh D.
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 168-189
Persistent link: https://www.econbiz.de/10011748394
Saved in:
6
Does momentum trading generate extra downside risk?
Dobrynskaja, V. V.
- In:
The Quarterly Journal of Finance : QJF
12
(
2022
)
2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013367660
Saved in:
7
Bond risk's role in the equity risk-return tradeoff
Bansal, Naresh K.
;
Stivers, Christopher T.
- In:
Journal of financial markets
60
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013397895
Saved in:
8
Factor high-frequency based volatility (HEAVY) models
Sheppard, Kevin
;
Xu, Wen
-
2014
Persistent link: https://www.econbiz.de/10010365630
Saved in:
9
The pricing of the illiquidity factor’s conditional risk with time-varying premium
Amihud, Yakov
;
Noh, Joonki
- In:
Journal of financial markets
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013282487
Saved in:
10
Integration versus segmentation in China's stock market : an analysis of time-varying beta risks
Li, Hong
- In:
Journal of international financial markets, …
25
(
2013
),
pp. 88-105
Persistent link: https://www.econbiz.de/10009762803
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