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Volatility
Portfolio-Management
43,586
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21,520
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2,632
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2,328
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1,773
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McAleer, Michael
28
Hammoudeh, Shawkat
19
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16
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14
Uppal, Raman
14
Escobar, Marcos
13
Fabozzi, Frank J.
12
Kurshev, Alexander
12
Dumas, Bernard
11
Caporin, Massimiliano
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Clements, Adam
10
Platen, Eckhard
10
Diebold, Francis X.
9
Kelly, Bryan T.
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Koutsokostas, Drosos
9
Moskowitz, Tobias J.
9
Papathanasiou, Spyros
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Pérez Amaral, Teodosio
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Sircar, Ronnie
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Tiwari, Aviral Kumar
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Branger, Nicole
8
Christoffersen, Peter F.
8
Grobys, Klaus
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Mele, Antonio
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Obayashi, Yoshiki
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Bacchetta, Philippe
7
Bergemann, Dirk
7
Giglio, Stefano
7
Heumann, Tibor
7
Kočenda, Evžen
7
Malamud, Semyon
7
Morris, Stephen
7
Novy-Marx, Robert
7
Wang, Yudong
7
Xuan Vinh Vo
7
Aït-Sahalia, Yacine
6
Bouri, Elie
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Chacko, George
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Chevallier, Julien
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National Bureau of Economic Research
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Georgetown University / Economics Department
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Institut für Weltwirtschaft
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Judge Institute of Management Studies
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New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
1
Princeton University / International Finance Section
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SUERF - The European Money and Finance Forum
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Springer Fachmedien Wiesbaden
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Technische Universität Braunschweig
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1
William Davidson Institute <Ann Arbor, Mich.>
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Finance research letters
48
Journal of banking & finance
40
Energy economics
34
International review of financial analysis
31
The North American journal of economics and finance : a journal of financial economics studies
31
Journal of empirical finance
30
International review of economics & finance : IREF
26
Journal of financial economics
26
NBER working paper series
25
The journal of asset management
25
Working paper / National Bureau of Economic Research, Inc.
23
NBER Working Paper
22
Research paper series / Swiss Finance Institute
22
Journal of economic dynamics & control
21
Research in international business and finance
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
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Quantitative finance
18
Applied economics
17
Economic modelling
16
European journal of operational research : EJOR
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Journal of econometrics
15
Working paper
15
Insurance / Mathematics & economics
14
International journal of theoretical and applied finance
14
Risks : open access journal
14
The journal of portfolio management : JPM
14
Investment management and financial innovations
13
The European journal of finance
13
International journal of finance & economics : IJFE
12
Pacific-Basin finance journal
12
Discussion paper / Centre for Economic Policy Research
11
Discussion papers / CEPR
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Journal of mathematical finance
11
Journal of risk
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
The review of financial studies
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Applied mathematical finance
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Computational economics
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ECONIS (ZBW)
2,227
RePEc
5
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1
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2,232
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1
Optimal pairs trading with time-varying volatility
Li, Thomas Nanfeng
;
Tourin, Agnès
- In:
International journal of financial engineering
3
(
2016
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588167
Saved in:
2
Optimal limit order book trading strategies with stochastic volatility in the underlying asset
Aydoğan, Burcu
;
Uğur, Ömür
;
Aksoy, Ümit
- In:
Computational economics
62
(
2023
)
1
,
pp. 289-324
Persistent link: https://www.econbiz.de/10014327497
Saved in:
3
Portfolio optimization under partial information : computation of optimal portfolio strategies
Putschögl, Wolfgang
-
2007
Persistent link: https://www.econbiz.de/10003838292
Saved in:
4
Learning and asset prices under ambiguous information
Leippold, Markus
;
Trojani, Fabio
;
Vanini, Paolo
- In:
The review of financial studies
21
(
2008
)
6
,
pp. 2565-2597
Persistent link: https://www.econbiz.de/10003805077
Saved in:
5
Essays on information, hedging, volatility in financial market
Xiao, Yajun
-
2009
Persistent link: https://www.econbiz.de/10003916641
Saved in:
6
Ambiguous information, risk aversion, and asset pricing
Illeditsch, Philipp Karl
-
2010
Persistent link: https://www.econbiz.de/10003991683
Saved in:
7
Learning and asset prices under ambiguous information
Leippold, Markus
(
contributor
);
Trojani, Fabio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003674270
Saved in:
8
Essays on the impact of incomplete information
Leon, Chuen Hwa
-
2004
Persistent link: https://www.econbiz.de/10003555715
Saved in:
9
Ambiguous information, portfolio inertia, and excess volatility
Illeditsch, Philipp Karl
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2213-2247
Persistent link: https://www.econbiz.de/10009514107
Saved in:
10
Asset pricing under ambiguous information : an empirical game-theoretic analysis
Cassell, Ben-Alexander
;
Wellman, Michael P.
- In:
Computational and mathematical organization theory
18
(
2012
)
4
,
pp. 445-462
Persistent link: https://www.econbiz.de/10009682592
Saved in:
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