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~isPartOf:"Investment management and financial innovations"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"nor"
~person:"Drew, Michael E."
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Kapitaleinkommen
Portfolio selection
5
Portfolio-Management
5
Capital income
4
Anlageverhalten
3
Behavioural finance
3
52-week high momentum
1
Adaptive markets
1
Asset pricing
1
Australia
1
Australien
1
Börsenkurs
1
CAPM
1
Commodity derivative
1
Commodity exchange
1
Commodity futures
1
Conservatism
1
Double-sort strategy
1
Estimation
1
Funding liquidity
1
Hedging
1
Hedging pressure
1
Infrastructure
1
Liquidity
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Liquidität
1
Markov chain
1
Markov-Kette
1
Momentum
1
Pension fund
1
Pensionskasse
1
Portfolio management
1
Reversal
1
Risk exposure
1
Rohstoffderivat
1
Saisonale Schwankungen
1
Schätzung
1
Seasonal variations
1
Seasonality
1
Share price
1
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Article in journal
Collection of articles of several authors
Aufsatz in Zeitschrift
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English
Norwegian
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Drew, Michael E.
Bali, Turan G.
13
Fama, Eugene F.
10
Subrahmanyam, Avanidhar
9
French, Kenneth Ronald
8
Cakici, Nusret
7
Harvey, Campbell R.
7
Chordia, Tarun
6
Linnainmaa, Juhani
6
Zaremba, Adam
6
Zhou, Guofu
6
Bollerslev, Tim
5
Brown, Stephen J.
5
Caglayan, Mustafa O.
5
Christoffersen, Peter F.
5
Da, Zhi
5
Huang, Shiyang
5
Keloharju, Matti
5
Lee, Yen-Hsien
5
Liu, Yan
5
Lou, Dong
5
Moskowitz, Tobias J.
5
Plastun, Alex
5
Prokopczuk, Marcel
5
Timmermann, Allan
5
Wei, K. C. John
5
Wu, Chunchi
5
Avramov, Doron
4
Baltussen, Guido
4
Barber, Brad M.
4
Chang, Eric Chieh
4
Chou, Pin-huang
4
Cooper, Michael J.
4
Edelen, Roger M.
4
Gray, Philip K.
4
Guo, Hui
4
Hirshleifer, David
4
Hong, Harrison G.
4
Huang, Han-Ching
4
Jacobs, Kris
4
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Investment management and financial innovations
Journal of banking & finance
Journal of financial economics
Review of Pacific Basin financial markets and policies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Economic papers : a journal of applied economics and policy
1
Global business & economics review
1
Journal of emerging market finance
1
Journal of the Asia Pacific economy
1
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ECONIS (ZBW)
4
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1
Combining momentum with reversal in commodity futures
Bianchi, Robert
;
Drew, Michael E.
;
Fan, John Hua
- In:
Journal of banking & finance
59
(
2015
),
pp. 423-444
Persistent link: https://www.econbiz.de/10011544644
Saved in:
2
Long-term US infrastructure returns and portfolio selection
Bianchi, Robert J.
;
Bornholt, Graham
;
Drew, Michael E.
; …
- In:
Journal of banking & finance
42
(
2014
),
pp. 314-325
Persistent link: https://www.econbiz.de/10010408373
Saved in:
3
Regimes in Australian pension fund returns : a hidden semi-Markov approach
Bianchi, Robert J.
;
Drew, Michael E.
;
Walk, Adam N.
- In:
Investment management and financial innovations
9
(
2012
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10009545270
Saved in:
4
The death of the overreaction anomal? : a multifactor explanation of contrarian returns
Clements, Adam
;
Drew, Michael E.
;
Reedman, Evan M.
; …
- In:
Investment management and financial innovations
6
(
2009
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003917408
Saved in:
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