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~isPartOf:"Journal of banking & finance"
~person:"Choi, Tsan-Ming"
~person:"Fabozzi, Frank J."
~person:"Gruber, Jonathan"
~person:"Poterba, James M."
~person:"Zaremba, Adam"
~subject:"Asset pricing"
~subject:"Gesundheitsreform"
~subject:"Household"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Portfolio-Management"
~subject:"Private consumption"
~subject:"USA"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
~type_genre:"Market information"
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Asset pricing
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Innovation
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United States
Capital income
6
Kapitaleinkommen
6
CAPM
5
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5
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5
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4
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4
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Choi, Tsan-Ming
Fabozzi, Frank J.
Gruber, Jonathan
Poterba, James M.
Zaremba, Adam
Berger, Allen N.
15
Fraser, Donald R.
10
Slovin, Myron B.
10
Akhigbe, Aigbe O.
8
Elyasiani, Elyas
8
Kolari, James W.
8
Saunders, Anthony
8
Baptista, Alexandre M.
7
Chung, Kee H.
7
Hasan, Iftekhar
7
Sushka, Marie Elizabeth
7
Branger, Nicole
6
Cornett, Marcia Millon
6
Cummins, John David
6
Francis, Bill B.
6
Koedijk, Kees
6
Levy, Haim
6
Mester, Loretta J.
6
Skiadopoulos, George
6
Thornton, Daniel L.
6
Alexander, Gordon J.
5
Cakici, Nusret
5
Carow, Kenneth A.
5
Chen, Tsung-kang
5
Darrat, Ali F.
5
Goldberg, Lawrence G.
5
Hannan, Timothy Hale
5
Hanweck, Gerald Alfred
5
Kane, Edward J.
5
King, Tao-Hsien Dolly
5
Liao, Hsien-hsing
5
Martin, Anna D.
5
Munk, Claus
5
Pinegar, J. Michael
5
Prisman, Eliezer Zeev
5
Tehranian, Hassan
5
Udell, Gregory F.
5
Zenios, Stauros Andrea
5
Allen, Linda
4
Brewer, Elijah
4
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Journal of banking & finance
The American economic review
35
European journal of operational research : EJOR
25
Transportation research / E : an international journal
23
International journal of production economics
18
Journal of public economics
18
National tax journal
16
Tax policy and the economy
15
Applied economics
12
International journal of production research
12
IEEE transactions on engineering management : EM
11
The journal of economic perspectives : EP ; a journal of the American Economic Association
11
The journal of portfolio management : a publication of Institutional Investor
10
Finance research letters
9
Journal of health economics
9
The journal of fixed income
9
The journal of portfolio management : JPM
9
The quarterly journal of economics
7
The review of economics and statistics
7
American economic journal : a journal of the American Economic Association
6
International review of financial analysis
6
Brookings papers on economic activity : BPEA
5
International journal of theoretical and applied finance
5
Journal of economic dynamics & control
5
Omega : the international journal of management science
5
Production and operations management : the flagship research journal of the Production and Operations Management Society
5
Applied financial economics
4
Journal of financial economics
4
Journal of political economy
4
The journal of asset management
4
The journal of fixed income : JFI
4
Advances in futures and options research : a research annual
3
Economic modelling
3
Economics letters
3
Emerging markets review
3
Health affairs : at the intersection of health, health care, and policy
3
International journal of operations & production management
3
Journal of economic literature
3
Journal of empirical finance
3
Journal of human resources : JHR
3
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ECONIS (ZBW)
7
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7
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1
Misery on Main Street, victory on Wall Street : economic discomfort and the cross-section of global stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014462426
Saved in:
2
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
3
Cross-sectional seasonalities in international government bond returns
Zaremba, Adam
- In:
Journal of banking & finance
98
(
2019
),
pp. 80-94
Persistent link: https://www.econbiz.de/10012162242
Saved in:
4
A new approach to statistical arbitrage : strategies based on dynamic factor models of prices and their performance
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mitov, Ivan K.
- In:
Journal of banking & finance
65
(
2016
),
pp. 134-155
Persistent link: https://www.econbiz.de/10011634338
Saved in:
5
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
6
Relative deviation metrics and the problem of strategy replication
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
;
Ortobelli, Sergio
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 199-206
Persistent link: https://www.econbiz.de/10003647097
Saved in:
7
Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.
;
Jašić, Teo
;
Stoyanov, Stoyan
; …
- In:
Journal of banking & finance
31
(
2007
)
8
,
pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
Saved in:
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