Narrow search
Showing 1 - 7 of 7
Cover Image
Sector momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 26 (2017) 2, pp. 48-60
Persistent link: https://www.econbiz.de/10011736200
Cover Image
Growth/value, market cap, and momentum
Wang, Jun; Brooks, Robert; Lu, Xing; Holzhauer, Hunter M. - In: The journal of investing 23 (2014) 1, pp. 33-42
Persistent link: https://www.econbiz.de/10011312856
Cover Image
Empirical test of single factor and multi-factor asset pricing models : evidence from non financial firms on the Ghana stock exchange (GSE)
Acheampong, Prince; Swanzy, Sydney Kwesi - In: International journal of economics and finance 8 (2016) 1, pp. 99-110
Persistent link: https://www.econbiz.de/10011427796
Cover Image
Mean-ETL optimization of a global portfolio
Shao, Barret Pengyuan; Račev, Svetlozar T. - In: The journal of investing 22 (2013) 4, pp. 115-119
Persistent link: https://www.econbiz.de/10010357086
Cover Image
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi; Zhou, Xiaoping; Račev, Svetlozar T. - In: The journal of investing 21 (2012) 1, pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Cover Image
Factors of stock return and Carhart model : the case of Dhaka Stock Exchange (DSE) of Bangladesh
Hossan, Mohammad Akter; Abedin, Mohammad Joynal - In: International journal of economics and finance 11 (2019) 6, pp. 14-24
Persistent link: https://www.econbiz.de/10012040424
Cover Image
Bond portfolio holding period return decomposition
Brooks, Robert; Upton, Kate - In: The journal of investing 26 (2017) 2, pp. 78-90
Persistent link: https://www.econbiz.de/10011736255