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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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CAPM
60
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35
Portfolio-Management
35
Theorie
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17
Kapitaleinkommen
17
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Lee, Wai
3
Statman, Meir
3
Bali, Turan G.
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2
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Simonian, Joseph
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
387
Working paper / National Bureau of Economic Research, Inc.
328
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
251
The review of financial studies
224
Finance research letters
187
Journal of economic dynamics & control
175
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
118
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
96
Applied economics
95
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
84
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
68
Journal of economic theory
66
Discussion papers / CEPR
63
Annals of finance
61
Swiss Finance Institute Research Paper
57
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ECONIS (ZBW)
60
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Downside beta and equity returns around the world
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 39-54
Persistent link: https://www.econbiz.de/10012260362
Saved in:
7
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
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8
Equilibrium analysis of asset prices : lessons from CIR and APT
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011916019
Saved in:
9
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:
10
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
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