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Portfolio selection
China
127,417
Prognoseverfahren
41,457
Volatility
41,108
Volatilität
40,839
Forecasting model
40,462
Theorie
31,040
Theory
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Kapitaleinkommen
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USA
16,826
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Welt
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10,619
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9,661
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9,498
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Auslandsinvestition
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Foreign investment
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India
7,247
Wechselkurs
7,210
Prognose
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McAleer, Michael
44
Mitchell, Olivia S.
36
Fabozzi, Frank J.
35
Zaremba, Adam
32
Hammoudeh, Shawkat
30
Guidolin, Massimo
29
Hens, Thorsten
29
Grobys, Klaus
26
Maurer, Raimond
26
Mensi, Walid
26
Weber, Martin
26
Ślepaczuk, Robert
26
Satchell, Stephen
25
Bali, Turan G.
23
Kang, Sang Hoon
23
Schenk-Hoppé, Klaus Reiner
23
Campbell, John Y.
20
Evstigneev, Igor V.
20
Guiso, Luigi
20
Kelly, Bryan T.
20
Uppal, Raman
20
Escobar, Marcos
19
Kumar, Alok
19
Giglio, Stefano
18
Massa, Massimo
18
Tiwari, Aviral Kumar
18
Caporin, Massimiliano
17
Chang, Chia-Lin
17
Goetzmann, William N.
17
Li, Kai
17
Pedersen, Lasse Heje
17
Plastun, Alex
17
Platen, Eckhard
17
Seaton, James
17
Wong, Wing Keung
17
Zhou, Guofu
17
Caporale, Guglielmo Maria
16
Harvey, Campbell R.
16
Moskowitz, Tobias J.
16
Pérez Amaral, Teodosio
16
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National Bureau of Economic Research
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FinanzBuch Verlag
8
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Goethe-Universität Frankfurt am Main
4
Rodney L. White Center for Financial Research
4
Universität Mannheim
4
Federal Reserve Bank of St. Louis
3
Fisher Investments Inc. <Woodside, Calif.>
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Verlag Dr. Kovač
3
Akademische Arbeitsgemeinschaft Verlagsgesellschaft
2
Center for Economic Research <Tilburg>
2
Friedrich-Schiller-Universität Jena
2
Institut für Weltwirtschaft
2
Institute of Finance and Accounting <London>
2
Keizai-Shakai-Kenkyūsho <Tokio>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of British Columbia / Finance Division
2
University of Toronto / Department of Economics
2
Verlag Franz Vahlen
2
Zentrum für Europäische Wirtschaftsforschung
2
AMACOM
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Banca nazionale del lavoro / Ufficio scenari economici
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Banca nazionale del lavoro / Ufficio studi
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Bangladesch / Export Processing Zones Authority
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Berliner Wissenschafts-Verlag
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Books on Demand GmbH <Norderstedt>
1
Brookings Institution
1
Centre for Economic Policy Research
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Centro Studi Luca d'Agliano <Turin>
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Chambre de commerce et d'industrie de Paris
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Columbia University / Graduate School of Business
1
Deutsche Bundesstiftung Umwelt
1
Deutsches Institut für Portfolio-Strategien
1
Erasmus Research Institute of Management
1
Euromoney Institutional Investor Plc. <London>
1
Europäisches Parlament / Policy Department for Economic, Scientific and Quality of Life Policies
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
FernUniversität in Hagen
1
Financial Management Association
1
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Finance research letters
184
Journal of banking & finance
156
NBER working paper series
136
International review of financial analysis
128
Journal of financial economics
109
NBER Working Paper
90
Pacific-Basin finance journal
88
Applied economics
87
Working paper / National Bureau of Economic Research, Inc.
87
Journal of empirical finance
86
The journal of asset management
84
Research in international business and finance
80
International review of economics & finance : IREF
74
The North American journal of economics and finance : a journal of financial economics studies
70
Economic modelling
63
Journal of international financial markets, institutions & money
59
Journal of risk and financial management : JRFM
59
The European journal of finance
59
Investment management and financial innovations
58
Management science : journal of the Institute for Operations Research and the Management Sciences
58
Research paper series / Swiss Finance Institute
58
Energy economics
57
Quantitative finance
54
Applied economics letters
50
Discussion paper / Centre for Economic Policy Research
47
The review of financial studies
47
Swiss Finance Institute Research Paper
46
SpringerLink / Bücher
45
Journal of economic dynamics & control
43
Discussion papers / CEPR
42
The journal of portfolio management : a publication of Institutional Investor
42
Journal of investment management : JOIM
41
Working papers
41
Economics letters
40
Financial markets and portfolio management
40
The journal of finance : the journal of the American Finance Association
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
40
Applied financial economics
39
European journal of operational research : EJOR
39
Journal of financial and quantitative analysis : JFQA
39
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ECONIS (ZBW)
10,524
RePEc
4
EconStor
1
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1
-
10
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10,529
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date (newest first)
date (oldest first)
1
Forecasting aggregate stock market
volatility
with industry volatilities : the role of spillover index
He, Mengxi
;
Wang, Yudong
;
Zeng, Qing
;
Zhang, Yaojie
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014435752
Saved in:
2
Does idiosyncratic risk matter to momentum profits? : evidence from
China
Kao, Wei-Shun
;
Wang, Li-Hsun
;
Lin, Chu-Hsiung
;
Huang, …
- In:
The empirical economics letters : a monthly …
17
(
2018
)
10
,
pp. 1259-1264
Persistent link: https://www.econbiz.de/10012006820
Saved in:
3
Investors' uncertainty and forecasting stock market
volatility
Liu, Ruipeng
;
Gupta, Rangan
- In:
The journal of behavioral finance : a publication of …
23
(
2022
)
3
,
pp. 327-337
Persistent link: https://www.econbiz.de/10013353013
Saved in:
4
Returns,
volatility
and investor sentiment : evidence from European stock markets
Frugier, Alain
- In:
Research in international business and finance
38
(
2016
),
pp. 45-55
Persistent link: https://www.econbiz.de/10011640612
Saved in:
5
Nonlinear effect of sentiment on momentum
Li, Kai
- In:
Journal of economic dynamics & control
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014535145
Saved in:
6
On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo
;
Auer, Benjamin R.
;
Schuhmacher, Frank
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
Saved in:
7
Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : evidence from the Chinese stock market
Shi, Huai-Long
;
Zhou, Wei-Xing
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013186512
Saved in:
8
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
9
Investor attention, analysts coverage and idiosyncratic
volatility
puzzle : based on behavioral perspective
Tian, Xinmin
;
Zhang, Zhiqiang
;
Zhang, Cheng
;
Gao, Mingyu
- In:
International journal of emerging markets
19
(
2024
)
7
,
pp. 1804-1838
Persistent link: https://www.econbiz.de/10014575631
Saved in:
10
State-dependent stock selection in index tracking : a machine learning approach
Bradrania, Reza
;
Pirayesh Neghab, Davood
;
Shafizadeh, …
- In:
Financial markets and portfolio management
36
(
2022
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10013175191
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