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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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CAPM
60
Portfolio selection
35
Portfolio-Management
35
Theorie
27
Theory
27
Capital income
17
Kapitaleinkommen
17
USA
13
United States
13
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12
Betafaktor
12
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8
Risk premium
8
Börsenkurs
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5
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Welt
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1931-1991
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English
60
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Lee, Wai
3
Statman, Meir
3
Bali, Turan G.
2
Fabozzi, Frank J.
2
Jacobs, Bruce I.
2
Levy, Kenneth N.
2
Simonian, Joseph
2
Sornette, Didier
2
Wöhrmann, Peter
2
Amenc, Noël
1
Ang, Andrew
1
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1
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1
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1
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1
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1
Bradley, Finbarr D.
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Brush, John S.
1
Cakici, Nusret
1
Carvalho, Raul Leote de
1
Chandrashekar, Satyajit
1
Cheng, Eddie
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
252
The review of financial studies
221
Finance research letters
176
Journal of economic dynamics & control
173
Journal of empirical finance
163
International review of financial analysis
134
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
109
Pacific-Basin finance journal
105
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
International review of economics & finance : IREF
95
Applied economics
94
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
88
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
Journal of international money and finance
84
The European journal of finance
83
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
77
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Annals of finance
61
Discussion papers / CEPR
60
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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ECONIS (ZBW)
60
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60
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1
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
Saved in:
2
Multi-asset volatility premiums or anomalies?
Jacobsen, Brian
;
Cheng, Eddie
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10012016819
Saved in:
3
Carry-based expected returns for strategic asset allocation
Schnetzer, Michael
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 68-81
Persistent link: https://www.econbiz.de/10012016839
Saved in:
4
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
5
The size premium in equity markets : where is the risk?
Ciliberti, Stefano
;
Sérié, Emmanuel
;
Simon, Guillaume
; …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 58-68
Persistent link: https://www.econbiz.de/10012116077
Saved in:
6
Short-horizon beta or long-horizon alpha?
Kamara, Avraham
;
Korajczyk, Robert A.
;
Lou, Xiaoxia
; …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 96-105
Persistent link: https://www.econbiz.de/10011980688
Saved in:
7
Asset allocation and factor investing : an integrated approach
Bergeron, Alain
;
Kritzman, Mark
;
Sivitsky, Gleb
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 32-38
Persistent link: https://www.econbiz.de/10011878269
Saved in:
8
Optimal blending of smart beta and multifactor portfolios
Dopfel, Frederick E.
;
Lester, Ashley
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10011878340
Saved in:
9
LDI-sensitive equity factor portfolios : the ALM perspective to smart beta investing
Simonian, Joseph
;
Sosa, Ognjen
;
Chandrashekar, Satyajit
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 106-112
Persistent link: https://www.econbiz.de/10011878342
Saved in:
10
Black-Litterman with a factor strucure applied to multi-asset portfolios
Figelman, Ilya
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011880130
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