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~subject:"Portfolio selection"
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Portfolio selection
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Guidolin, Massimo
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36
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Xuan Vinh Vo
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Fisher Investments Inc. <Woodside, Calif.>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Fraunhofer-Institut für Techno- und Wirtschaftsmathematik
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Friedrich-Schiller-Universität Jena
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Fundación de Estudios de Economía Aplicada
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Genesis Investment Management Limited <London>
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Journal of banking & finance
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International review of financial analysis
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NBER working paper series
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138
Journal of financial economics
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Journal of empirical finance
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International review of economics & finance : IREF
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Research in international business and finance
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80
The European journal of finance
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The journal of finance : the journal of the American Finance Association
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Journal of international financial markets, institutions & money
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Journal of risk and financial management : JRFM
67
Applied economics letters
64
Research paper series / Swiss Finance Institute
62
Discussion paper / Centre for Economic Policy Research
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Review of quantitative finance and accounting
61
Financial markets and portfolio management
60
Management science : journal of the Institute for Operations Research and the Management Sciences
60
Journal of financial and quantitative analysis : JFQA
59
The review of financial studies
58
Applied financial economics
57
Economic modelling
56
The journal of portfolio management : a publication of Institutional Investor
56
Investment management and financial innovations
54
Journal of investment management : JOIM
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Discussion papers / CEPR
50
Quantitative finance
50
Energy economics
48
Journal of financial markets
47
International journal of economics and finance
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Journal of economic dynamics & control
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Swiss Finance Institute Research Paper
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Economics letters
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ECONIS (ZBW)
11,270
RePEc
4
Showing
1
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10
of
11,274
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date (newest first)
date (oldest first)
1
Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models
Nilchi, Moslem
;
Farid, Daryush
;
Peymany, Moslem
; …
- In:
Iranian journal of finance
7
(
2023
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014429053
Saved in:
2
Information diffusion and the lead-lag relationship between small and large size portfolios : evidence from an emerging market
Drakos, Anastassios A.
;
Diamandis, Panayotis F.
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 25-38
Persistent link: https://www.econbiz.de/10011401093
Saved in:
3
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
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
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
6
News sentiment indicators and the cross‐section of stock returns in the European stock market
Gambarelli, Luca
;
Muzzioli, Silvia
-
2022
Persistent link: https://www.econbiz.de/10013258704
Saved in:
7
A timing momentum strategy
Lin, Chaonan
;
Yang, Nien-Tzu
;
Chou, Robin K.
;
Ko, Kuan-Cheng
- In:
Accounting and finance
62
(
2022
),
pp. 1339-1379
Persistent link: https://www.econbiz.de/10013187792
Saved in:
8
Predicting the performance of equity anomalies in frontier emerging markets : a Markov switching model approach
Czapkiewicz, Anna
;
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,4
,
pp. 3083-3099
Persistent link: https://www.econbiz.de/10012395129
Saved in:
9
Quantile aggregation and combination for stock return prediction
Jiang, Chuanliang
;
Maasoumi, Esfandiar
;
Xiao, Zhijie
- In:
Econometric reviews
39
(
2020
)
7
,
pp. 715-743
Persistent link: https://www.econbiz.de/10012262517
Saved in:
10
Does the relationship between small and large portfolios' returns confirm the lead-lag effect? Evidence from the Athens Stock Exchange
Drakos, Anastassios A.
- In:
Research in international business and finance
36
(
2016
),
pp. 546-561
Persistent link: https://www.econbiz.de/10011594584
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