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~isPartOf:"Economic modelling"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
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Economic modelling
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
The review of financial studies
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777
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996
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1
Digesting anomalies : an investment approach
Hou, Kewei
;
Xue, Chen
;
Zhang, Lu
- In:
The review of financial studies
28
(
2015
)
3
,
pp. 650-715
Persistent link: https://www.econbiz.de/10011337567
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2
Firm characteristics and empirical factor models : a model mining experiment
Tian, Mary
- In:
The review of financial studies
34
(
2021
)
12
,
pp. 6087-6125
Persistent link: https://www.econbiz.de/10012694515
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3
Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry
Sha, Yezhou
;
Gao, Ran
- In:
Economic modelling
83
(
2019
),
pp. 8-16
Persistent link: https://www.econbiz.de/10012204236
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4
Equilibrium underdiversification and the preference for skewness
Mitton, Todd
;
Vorkink, Keith
- In:
The review of financial studies
20
(
2007
)
4
,
pp. 1255-1288
Persistent link: https://www.econbiz.de/10003554524
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5
Large shareholder diversification and corporate risk-taking
Faccio, Mara
;
Marchica, Maria-Teresa
;
Mura, Roberto
- In:
The review of financial studies
24
(
2011
)
11
,
pp. 3601-3641
Persistent link: https://www.econbiz.de/10009381419
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6
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
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7
World gold prices and stock returns in China : insights for hedging and diversification strategies
Arouri, Mohamed
;
Lahiani, Amine
;
Nguyen, Duc Khuong
- In:
Economic modelling
44
(
2015
),
pp. 273-282
Persistent link: https://www.econbiz.de/10011326226
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8
Obfuscation, learning, and the evolution of investor sophistication
Carlin, Bruce Ian
;
Manso, Gustavo
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 754-785
Persistent link: https://www.econbiz.de/10008934103
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9
Approximating large diversified portfolios
Hofmann, Norbert
;
Platen, Eckhard
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 77-88
Persistent link: https://www.econbiz.de/10002177158
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10
International asset allocation with regime shifts
Ang, Andrew
;
Bekaert, Geert
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
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