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~isPartOf:"Pacific-Basin finance journal"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
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Search: subject:"asset pricing"
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Portfolio-Management
CAPM
105
Capital income
64
Kapitaleinkommen
64
Börsenkurs
51
Share price
51
Aktienmarkt
42
Stock market
42
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31
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29
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26
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Pacific-Basin finance journal
Journal of banking & finance
67
Finance research letters
60
Journal of financial economics
60
Journal of empirical finance
53
International review of economics & finance : IREF
38
International review of financial analysis
38
The review of financial studies
38
Management science : journal of the Institute for Operations Research and the Management Sciences
37
The journal of portfolio management : a publication of Institutional Investor
36
The journal of asset management
35
Journal of economic dynamics & control
33
The journal of finance : the journal of the American Finance Association
30
Journal of investment management : JOIM
29
Applied economics
26
Economic modelling
24
Journal of international financial markets, institutions & money
24
The European journal of finance
24
European journal of operational research : EJOR
23
International journal of theoretical and applied finance
23
Finance and stochastics
22
The North American journal of economics and finance : a journal of financial economics studies
22
Quantitative finance
21
Annals of finance
20
Journal of financial and quantitative analysis : JFQA
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Applied economics letters
17
Financial markets and portfolio management
17
Journal of economic theory
17
Journal of risk and financial management : JRFM
17
Review of quantitative finance and accounting
17
Mathematics and financial economics
16
Investment management and financial innovations
15
Journal of financial markets
15
Risks : open access journal
15
The journal of asset management : a major new, international quarterly journal for the financial community
14
Applied financial economics
13
The journal of investing
13
European financial management : the journal of the European Financial Management Association
12
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ECONIS (ZBW)
17
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1
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17
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date (oldest first)
1
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
2
Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao
;
Zhang, Wei
- In:
Pacific-Basin finance journal
84
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
Saved in:
3
Asset
pricing
models in the presence of higher moments : theory and evidence from the U.S. and China stock market
Hu, Debao
;
Li, Xin
;
Xiang, George
;
Zhou, Qiyao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463246
Saved in:
4
Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau
;
Kong, De-Rong
;
Lin, Chih-Yung
;
Lin, Tse-Chun
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
Saved in:
5
Six-factor
asset
pricing
and portfolio investment via deep learning : evidence from Chinese stock market
Yao, Haixiang
;
Xia, Shenghao
;
Liu, Hao
- In:
Pacific-Basin finance journal
76
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013552823
Saved in:
6
Predicting the Australian equity risk premium
Jurdi, Doureige J.
- In:
Pacific-Basin finance journal
71
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014513743
Saved in:
7
Does betting against beta strategy work in major Asian Markets?
Sehgal, Sanjay
;
Rakhyani, Sarika
;
Deisting, Florent
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013552467
Saved in:
8
Investing for the long run when expected equity premium is nonnegative
Zhang, Yugui
;
Zhu, Jie
;
Zhu, Xiaoneng
- In:
Pacific-Basin finance journal
63
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012492276
Saved in:
9
Enhanced factor investing in the Korean stock market
Kim, Saejoon
- In:
Pacific-Basin finance journal
67
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013258117
Saved in:
10
Anomalies in the China A-share market
Jansen, Maarten
;
Swinkels, Laurens
;
Zhou, Weili
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013332523
Saved in:
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