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~subject:"Portfolio selection"
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Portfolio selection
Theorie
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Engle, Robert F.
38
Bali, Turan G.
34
Kelly, Bryan T.
14
Demirtas, K. Ozgur
10
De Nard, Gianluca
8
Giglio, Stefano
7
Ledoit, Olivier
7
Lee, Heebum
7
Stroebel, Johannes
7
Wolf, Michael
7
Brown, Stephen J.
6
Cakici, Nusret
6
Manganelli, Simone
6
Atilgan, Yigit
4
Gunaydin, A. Doruk
4
Kane, Alex
3
Tang, Yi
3
Whitelaw, Robert F.
3
Bai, Jennie
2
Brown, Stephen
2
Caglayan, Mustafa O.
2
Celiker, Umut
2
Fabozzi, Frank J.
2
Ferstenberg, Robert
2
Focardi, Sergio M.
2
Günaydin, A. Doruk
2
Hong, Che-Hsiung
2
Hovakimian, Armen
2
Jansson, Thomas
2
Karabulut, Yigitcan
2
Levy, Haim
2
Weigert, Florian
2
Wen, Quan
2
Beckmeyer, Heiner
1
Berd, Arthur
1
Bollerslev, Tim
1
Caglayan, Mustafa Onur
1
Campos-Martins, Susana
1
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1
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2
Advances in futures and options research : a research annual
1
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1
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1
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1
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1
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1
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1
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1
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1
Review of finance : journal of the European Finance Association
1
Risk measures for the 21st century
1
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The definitive guide to CDOs : market, application, valuation and hedging
1
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Long-term skewness and systemic risk
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 437-468
Persistent link: https://www.econbiz.de/10009407870
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2
A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.
;
Cakici, Nusret
;
Levy, Haim
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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3
Alternative approaches to estimating VAR for hedge fund portfolios
Bali, Turan G.
;
Gokcan, Suleyman
- In:
Intelligent hedge fund investing
,
(pp. 253-277)
.
2004
Persistent link: https://www.econbiz.de/10003286901
Saved in:
4
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
-
2009
Persistent link: https://www.econbiz.de/10003823652
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5
The conditional beta and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Tang, Yi
- In:
Financial management
38
(
2009
)
1
,
pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
Saved in:
6
Bonds versus stocks : investors' age and risk taking
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
;
Wolf, …
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 817-830
Persistent link: https://www.econbiz.de/10003894068
Saved in:
7
Corporate financing activities and contrarian investment
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Hovakimian, Armen
- In:
Review of finance : journal of the European Finance …
14
(
2010
)
3
,
pp. 543-584
Persistent link: https://www.econbiz.de/10008662601
Saved in:
8
Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.
;
Cakici, Nusret
;
Whitelaw, Robert F.
- In:
Journal of financial economics
99
(
2011
)
2
,
pp. 427-446
Persistent link: https://www.econbiz.de/10009242335
Saved in:
9
Systematic risk and the cross section of hedge fund returns
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 114-131
Persistent link: https://www.econbiz.de/10009666668
Saved in:
10
Do hedge funds outperform stocks and bonds?
Bali, Turan G.
;
Brown, Stephen J.
;
Demirtas, K. Ozgur
- In:
Management science : journal of the Institute for …
59
(
2013
)
8
,
pp. 1887-1903
Persistent link: https://www.econbiz.de/10009788943
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