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~subject:"Portfolio selection"
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Portfolio selection
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Fabozzi, Frank J.
142
Maurer, Raimond
77
Guidolin, Massimo
67
Platen, Eckhard
62
Ang, Andrew
55
Gollier, Christian
55
Campbell, John Y.
52
Satchell, Stephen
52
Uppal, Raman
50
Mitchell, Olivia S.
49
Lo, Andrew W.
48
Zaremba, Adam
47
Korn, Ralf
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Viceira, Luis M.
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Li, Duan
40
Markowitz, Harry
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McAleer, Michael
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38
Wong, Wing Keung
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Zagst, Rudi
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Stambaugh, Robert F.
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Vanduffel, Steven
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Pedersen, Lasse Heje
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Bekaert, Geert
31
Shleifer, Andrei
31
Jarrow, Robert A.
30
Van Wincoop, Eric
30
Wong, Hoi Ying
30
Başak, Suleyman
29
Grobys, Klaus
29
Lucas, André
29
Bodie, Zvi
28
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National Bureau of Economic Research
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Institute of Finance and Accounting <London>
15
Frank J. Fabozzi Associates <New Hope, Pa.>
12
Center for Economic Research <Tilburg>
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Rodney L. White Center for Financial Research
8
Universität Zürich / Institut für Schweizerisches Bankwesen
8
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
8
Springer Fachmedien Wiesbaden
7
European University Institute / Department of Law
6
International Center for Financial Asset Management and Engineering
6
Association of European Operational Research Societies / Working Group on Financial Modelling
5
Erasmus Research Institute of Management
5
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
5
Federal Reserve Bank of St. Louis
5
Friedrich-Schiller-Universität Jena
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Pensions Institute
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Universität Mannheim
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Association for Investment Management and Research
4
Ekonomiska forskningsinstitutet <Stockholm>
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Goethe-Universität Frankfurt am Main
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Institut für Weltwirtschaft
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Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
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Nationalekonomiska Institutionen <Lund>
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Springer-Verlag GmbH
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Verlag Dr. Kovač
4
World Bank
4
Bonn Graduate School of Economics
3
Chambre de commerce et d'industrie de Paris
3
Federal Reserve System / Division of Research and Statistics
3
International Association for the Study of Insurance Economics
3
Johannes Gutenberg-Universität Mainz
3
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
3
The Wharton Financial Institutions Center
3
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
3
Universitat Pompeu Fabra / Departament d'Economia i Empresa
3
University of Canterbury / Dept. of Economics and Finance
3
Banco Central do Brasil
2
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Journal of banking & finance
355
NBER working paper series
320
Finance research letters
316
European journal of operational research : EJOR
290
Insurance / Mathematics & economics
287
Working paper / National Bureau of Economic Research, Inc.
262
NBER Working Paper
247
Journal of financial economics
200
Journal of economic dynamics & control
190
International review of financial analysis
187
Journal of empirical finance
159
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Finance and stochastics
154
International journal of theoretical and applied finance
154
Research paper series / Swiss Finance Institute
151
The journal of asset management
147
Quantitative finance
144
The journal of portfolio management : a publication of Institutional Investor
142
Management science : journal of the Institute for Operations Research and the Management Sciences
135
The journal of finance : the journal of the American Finance Association
135
Risks : open access journal
128
The review of financial studies
127
Applied economics
126
International review of economics & finance : IREF
126
The European journal of finance
123
Economic modelling
120
The North American journal of economics and finance : a journal of financial economics studies
120
Discussion paper / Centre for Economic Policy Research
117
Economics letters
115
Swiss Finance Institute Research Paper
107
Journal of risk and financial management : JRFM
106
Research in international business and finance
97
Journal of investment management : JOIM
95
Applied economics letters
91
Journal of financial and quantitative analysis : JFQA
88
Pacific-Basin finance journal
88
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
87
Computational economics
86
Financial markets and portfolio management
84
Journal of international financial markets, institutions & money
83
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ECONIS (ZBW)
25,613
RePEc
4
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1
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1
Momentum profits, market cycles, and rebounds : evidence from Germany
Bohl, Martin T.
;
Czaja, Marc-Gregor
;
Kaufmann, Philipp
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 139-159
Persistent link: https://www.econbiz.de/10011627527
Saved in:
2
The profitability of low-
volatility
Blitz, David
;
Vidojevic, Milan
- In:
Journal of empirical finance
43
(
2017
),
pp. 33-42
Persistent link: https://www.econbiz.de/10011817898
Saved in:
3
An empirical investigation of the Fama-French five-factor model
Paliienko, Oleksandr
;
Naumenkova, Svitlana
;
Mishchenko, …
- In:
Investment management and financial innovations
17
(
2020
)
1
,
pp. 143-155
Persistent link: https://www.econbiz.de/10012300519
Saved in:
4
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:
5
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2022
-
This version: January 2022
but also of dynamic correlations, is the concept of a regularized return, obtained from a
volatility
proxy in conjunction …
Persistent link: https://www.econbiz.de/10013040932
Saved in:
6
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2021
-
This version: June 2021
but also of dynamic correlations, is the concept of a regularized return, obtained from a
volatility
proxy in conjunction …
Persistent link: https://www.econbiz.de/10012584099
Saved in:
7
Forecasting stock return
volatility
: the role of shrinkage approaches in a data-rich environment
Dai, Zhifeng
;
Li, Tingyu
;
Yang, Mi
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 980-996
Persistent link: https://www.econbiz.de/10013287893
Saved in:
8
Wealth forever : the analytics of stock markets
Khoury, Sarkis J.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10008699529
Saved in:
9
Large dynamic covariance matrices: enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
-
2020
covariances, is the concept of a regularized return, obtained from a
volatility
proxy in conjunction with a smoothed sign …
Persistent link: https://www.econbiz.de/10012253083
Saved in:
10
Individual mean-variance relation and stock-level investor sentiment
Kim, Jun Sik
;
Kim, Da-Hea
;
Seo, Sung Won
- In:
Journal of business economics and management
18
(
2017
)
1
,
pp. 20-34
Persistent link: https://www.econbiz.de/10011721640
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