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~subject:"Portfolio selection"
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Portfolio selection
Volatility
41,082
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40,813
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39,505
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39,405
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32,646
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32,017
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Fabozzi, Frank J.
42
Zaremba, Adam
40
Guidolin, Massimo
34
McAleer, Michael
33
Platen, Eckhard
33
Bekaert, Geert
28
Hammoudeh, Shawkat
28
Ang, Andrew
27
Grobys, Klaus
25
Moskowitz, Tobias J.
24
Post, Thierry
23
Satchell, Stephen
23
Uppal, Raman
23
Wong, Wing Keung
23
Bali, Turan G.
22
Mensi, Walid
21
Pedersen, Lasse Heje
21
Santa-Clara, Pedro
21
Clare, Andrew D.
20
Kang, Sang Hoon
20
Kraft, Holger
20
Ferson, Wayne E.
19
Leung, Tim
19
Lo, Andrew W.
19
Maurer, Raimond
19
Zhou, Guofu
19
Ammann, Manuel
18
Caporale, Guglielmo Maria
18
Chang, Chia-Lin
18
Jondeau, Eric
18
Ledoit, Olivier
18
Auer, Benjamin R.
17
Brooks, Robin
17
Dahlquist, Magnus
17
Guirguis, Michel
17
Li, Kai
17
Liu, Jun
17
Plastun, Alex
17
Titman, Sheridan
17
Warnock, Francis E.
17
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of St. Louis
2
Judge Institute of Management Studies
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Pensions Institute
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Rodney L. White Center for Financial Research
2
Springer International Publishing
2
Springer-Verlag GmbH
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
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Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
Ecoplan, Forschung und Beratung in Wirtschaft und Politik
1
Ekonomiska Forskningsinstitutet
1
European University Institute / Department of Law
1
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Finance research letters
193
Journal of banking & finance
186
International review of financial analysis
137
Insurance / Mathematics & economics
134
NBER working paper series
132
Journal of financial economics
128
Working paper / National Bureau of Economic Research, Inc.
118
Journal of empirical finance
107
The journal of asset management
103
European journal of operational research : EJOR
100
NBER Working Paper
97
International journal of theoretical and applied finance
88
The North American journal of economics and finance : a journal of financial economics studies
87
Quantitative finance
85
International review of economics & finance : IREF
82
Applied economics
79
Research paper series / Swiss Finance Institute
75
Journal of risk and financial management : JRFM
72
Journal of economic dynamics & control
71
The European journal of finance
71
Research in international business and finance
69
Pacific-Basin finance journal
68
Journal of international financial markets, institutions & money
67
Management science : journal of the Institute for Operations Research and the Management Sciences
65
Applied economics letters
63
Risks : open access journal
63
Finance and stochastics
59
Economic modelling
57
Financial markets and portfolio management
57
The journal of portfolio management : a publication of Institutional Investor
57
The review of financial studies
57
Journal of investment management : JOIM
56
Swiss Finance Institute Research Paper
51
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
50
Energy economics
49
Review of quantitative finance and accounting
49
Discussion paper / Centre for Economic Policy Research
47
Journal of financial and quantitative analysis : JFQA
47
Investment management and financial innovations
46
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ECONIS (ZBW)
11,104
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1
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of
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1
Jump, diffusion, and long-term
volatility
risks with incremental information in VIX assets
Chen, Sonnan
;
Gu, Yuchi
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 60-96
Persistent link: https://www.econbiz.de/10012486031
Saved in:
2
Ex-ante risk factors and required structures of the implied
correlation
matrix
Schadner, Wolfgang
- In:
Finance research letters
41
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013336218
Saved in:
3
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
4
A note on Stein's overreaction puzzle
Lin, Yuehao
;
Lehnert, Thorsten
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 269-276
Persistent link: https://www.econbiz.de/10012285399
Saved in:
5
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
6
Lobbying behind the frontier
Bombardini, Matilde
;
Cutinelli-Rendina, Olimpia
; …
-
2021
Persistent link: https://www.econbiz.de/10012592948
Saved in:
7
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
8
Optimal Investment with Correlated Stochastic
Volatility
Factors
Bichuch, Maxim
-
2020
The problem of portfolio allocation in the context of stocks evolving in random environments, that is with
volatility
…
Persistent link: https://www.econbiz.de/10012848021
Saved in:
9
The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son
;
Parcollet, Mathieu
;
Lamond, Bernard F.
- In:
International review of financial analysis
33
(
2014
),
pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
Saved in:
10
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
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