Cross-sectional performance and investor sentiment in a multiple risk factor model
Year of publication: |
2012
|
---|---|
Authors: | Berger, Dave ; Turtle, Harry J. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 4, p. 1107-1121
|
Subject: | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | USA | United States | Anlageverhalten | Behavioural finance | Theorie | Theory | CAPM |
-
Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong, (2004)
-
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph, (2019)
-
Essays on mutual funds performance
Ivanova, Lubomira, (2005)
- More ...
-
Time variability in market risk aversion
Berger, Dave, (2009)
-
Berger, Dave, (2015)
-
Emerging market crises and US equity market returns
Berger, Dave, (2011)
- More ...