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~subject:"Portfolio selection"
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Portfolio selection
Theorie
81
Theory
81
Börsenkurs
42
Share price
42
Liquidity
28
USA
28
United States
28
CAPM
27
Capital income
25
Kapitaleinkommen
25
Trading volume
25
Handelsvolumen der Börse
24
Liquidität
23
China
22
Financial market
21
Finanzmarkt
21
Portfolio-Management
19
Volatility
16
Volatilität
16
Asymmetric information
14
Option pricing theory
14
Optionspreistheorie
14
Asymmetrische Information
13
Credit risk
11
Kreditrisiko
11
Financial investment
10
Kapitalanlage
10
Risikoprämie
10
Risk premium
10
Transaction costs
10
Transaktionskosten
10
Market liquidity
9
Marktliquidität
9
Aktienmarkt
8
Estimation
8
Financial economics
8
Financial technology
8
Finanztechnologie
8
Incomplete market
8
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Free
13
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1
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Book / Working Paper
13
Article
6
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Article in journal
5
Aufsatz in Zeitschrift
5
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
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4
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1
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Language
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English
19
Author
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Wang, Jiang
14
Lo, Andrew W.
7
Pan, Jun
5
Kogan, Leonid
3
Liu, Jun
3
Giesecke, Kay
2
Haugh, Martin B.
2
Iskoz, Sergey
2
Longstaff, Francis A.
2
Tsoukalas, Gerry
2
Duffie, Darrell
1
Haugh, Martin Brendan
1
Hong, Claire Yurong
1
Tian, Shiwen
1
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National Bureau of Economic Research
4
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NBER working paper series
4
Working paper / National Bureau of Economic Research, Inc.
4
NBER Working Paper
3
Applications
1
Finance and stochastics
1
Journal of financial economics
1
Management Science, Forthcoming
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
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ECONIS (ZBW)
19
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Stock market trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10003900815
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2
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
- In:
The journal of finance : the journal of the American …
61
(
2006
)
6
,
pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
Saved in:
3
Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.
;
Wang, Jiang
-
2001
Persistent link: https://www.econbiz.de/10001627285
Saved in:
4
How to tell if a money manager knows more?
Iskoz, Sergey
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001768139
Saved in:
5
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 257-300
Persistent link: https://www.econbiz.de/10001485494
Saved in:
6
Trading volume : definitions, data analysis, and implications of portfolio theory
Lo, Andrew W.
;
Wang, Jiang
-
2000
Persistent link: https://www.econbiz.de/10001468727
Saved in:
7
Evaluating portfolio policies : a duality approach
Haugh, Martin B.
;
Kogan, Leonid
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10001775740
Saved in:
8
Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Saved in:
9
Dynamic derivative strategies
Liu, Jun
;
Pan, Jun
- In:
Journal of financial economics
69
(
2003
)
3
,
pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
Saved in:
10
Analytical value-at-risk with jumps and credit risk
Duffie, Darrell
;
Pan, Jun
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001571486
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