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Intertemporal asset allocation...
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92
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81
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80
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78
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76
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75
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74
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73
Ang, Andrew
71
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71
Kraft, Holger
71
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65
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63
Bodie, Zvi
59
Blake, David
57
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57
Markowitz, Harry
57
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57
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57
Schenk-Hoppé, Klaus Reiner
56
Viceira, Luis M.
55
Weber, Martin
55
Hansen, Jörgen
54
Levy, Haim
54
Li, Duan
54
Elton, Edwin J.
52
Stambaugh, Robert F.
52
Hammoudeh, Shawkat
51
Post, Thierry
50
Prigent, Jean-Luc
49
Warnock, Francis E.
49
Kelly, Bryan T.
48
Lee, Cheng F.
48
Scherer, Bernd
48
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OECD
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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World Bank
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9
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9
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9
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9
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9
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9
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8
Judge Institute of Management Studies
8
Springer International Publishing
8
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8
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7
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699
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585
NBER working paper series
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Finance research letters
521
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493
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410
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Journal of economic dynamics & control
354
International review of financial analysis
307
Management science : journal of the Institute for Operations Research and the Management Sciences
289
Journal of financial economics
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Economic modelling
260
The journal of asset management
256
The journal of portfolio management : a publication of Institutional Investor
253
Applied economics
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Discussion paper / Centre for Economic Policy Research
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The journal of finance : the journal of the American Finance Association
235
International journal of theoretical and applied finance
232
Research paper series / Swiss Finance Institute
231
Economics letters
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Quantitative finance
219
Journal of empirical finance
215
Discussion paper / Tinbergen Institute
211
SpringerLink / Bücher
209
International review of economics & finance : IREF
208
Finance and stochastics
203
The review of financial studies
193
Risks : open access journal
191
The North American journal of economics and finance : a journal of financial economics studies
189
Computational economics
185
The European journal of finance
184
Journal of financial and quantitative analysis : JFQA
182
Energy economics
180
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
Journal of risk and financial management : JRFM
173
Working paper
173
Operations research
163
Applied economics letters
162
Research in international business and finance
159
Swiss Finance Institute Research Paper
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873
EconStor
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BASE
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101
Multiscale volatility transmission and portfolio construction between the baltic stock markets
Živkov, Dejan
;
Manić, Slavica
;
Đurašković, Jasmina
- In:
Finance a úvěr
69
(
2019
)
2
,
pp. 211-235
Persistent link: https://www.econbiz.de/10012137383
Saved in:
102
Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches
Yusuf Jaffar
;
Dewandaru, Ginanjar
;
Mansur Masih
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
4/5/6
,
pp. 1320-1336
Persistent link: https://www.econbiz.de/10012123592
Saved in:
103
Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches
Abdul Aziz Buriev
;
Dewandaru, Ginanjar
;
Mohd Pisal Zainal
; …
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3272-3293
Persistent link: https://www.econbiz.de/10012125782
Saved in:
104
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
105
An empirical investigation of eastern European bond markets
Wang, Jinghua
;
Bilson, John F.
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
1
,
pp. 199-212
Persistent link: https://www.econbiz.de/10011763968
Saved in:
106
Value-at-Risk for fixed-income portfolios : a Kalman filtering approach
Date, P.
;
Bustreo, R.
- In:
IMA journal of management mathematics
27
(
2016
)
4
,
pp. 557-573
Persistent link: https://www.econbiz.de/10011740023
Saved in:
107
How wave-wavelet trading wins and "beats" the market
Tran, Lanh
- In:
Inventi impact: international trade
(
2019
)
1
,
pp. 12-17
Persistent link: https://www.econbiz.de/10012430888
Saved in:
108
Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi
;
Zhu, Huiming
;
Hau, Liya
- In:
International review of financial analysis
71
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
Saved in:
109
Permanent shocks, signal extraction, and portfolio selection
Nazliben, K. Korhan
;
Rodríguez, Juan Carlos
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 47-68
Persistent link: https://www.econbiz.de/10011974232
Saved in:
110
Diversification potential of Asian frontier, BRIC emerging and major developed stock markets : a wavelet-based value at risk approach
Mensi, Walid
;
Shahzad, Syed Jawad Hussain
;
Hammoudeh, …
- In:
Emerging markets review
32
(
2017
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011803251
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