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Jensen alpha and market climate
Breloer, Bernhard; Hühn, Hannah Lea; Scholz, Hendrik - In: The journal of asset management 17 (2016) 3, pp. 195-214
Persistent link: https://www.econbiz.de/10011485148
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A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer; Kabiri, Ali; Tuckett, David; Nyman, Rickard - In: The journal of asset management 21 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
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Forecasting index changes in the German DAX family
Franz, Friedrich-Carl - In: The journal of asset management 21 (2020) 2, pp. 135-153
Persistent link: https://www.econbiz.de/10012292758
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Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.; McMillan, David G.; McMillan, Fiona J. - In: The journal of asset management 18 (2017) 3, pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
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Maximizing excess return per unit variance : a novel investment management objective
Glabadanidis, Paskalis - In: The journal of asset management 17 (2016) 7, pp. 486-501
Persistent link: https://www.econbiz.de/10011648208
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Separating momentum from reversal in international stock markets
Walkshäusl, Christian; Weißofner, Florian; Wessels, Ulrich - In: The journal of asset management 20 (2019) 2, pp. 111-123
Persistent link: https://www.econbiz.de/10012059768
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Dead alphas as risk factors
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 19 (2018) 2, pp. 110-115
Persistent link: https://www.econbiz.de/10011847702
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Beta dispersion and portfolio returns
Lahtinen, Kyre Dane; Lawrey, Chris M.; Hunsader, Kenneth J. - In: The journal of asset management 19 (2018) 3, pp. 156-161
Persistent link: https://www.econbiz.de/10011847744
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Efficient integration of risk premia exposures into equity portfolios
Vaucher, B.; Medvedev, A. - In: The journal of asset management 18 (2017) 7, pp. 538-546
Persistent link: https://www.econbiz.de/10011855217
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Predictability and the cross section of expected returns : evidence from the European stock market
Drobetz, Wolfgang; Haller, Rebekka; Jasperneite, Christian - In: The journal of asset management 20 (2019) 7, pp. 508-533
Persistent link: https://www.econbiz.de/10012155318