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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of asset management"
~subject:"CAPM"
~subject:"Hedging"
~subject:"Kapitaleinkommen"
~subject:"Portfolio-Management"
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CAPM
Hedging
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Portfolio-Management
Portfolio selection
475
Theorie
222
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222
Capital income
102
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75
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Fabozzi, Frank J.
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Mitra, Gautam
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3
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3
Boer, Sanne de
3
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3
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2
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2
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2
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2
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2
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International journal of theoretical and applied finance
The journal of asset management
Journal of banking & finance
651
NBER working paper series
595
Finance research letters
577
Working paper / National Bureau of Economic Research, Inc.
513
NBER Working Paper
417
European journal of operational research : EJOR
408
Insurance / Mathematics & economics
385
International review of financial analysis
369
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342
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274
Journal of economic dynamics & control
270
The journal of portfolio management : a publication of Institutional Investor
256
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250
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248
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242
Management science : journal of the Institute for Operations Research and the Management Sciences
236
Discussion paper / Centre for Economic Policy Research
229
International review of economics & finance : IREF
228
The review of financial studies
228
Pacific-Basin finance journal
227
Quantitative finance
212
Journal of financial and quantitative analysis : JFQA
204
The North American journal of economics and finance : a journal of financial economics studies
204
Finance and stochastics
196
The European journal of finance
196
Economic modelling
194
Risks : open access journal
186
Research in international business and finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
177
SpringerLink / Bücher
177
Economics letters
173
Journal of risk and financial management : JRFM
163
Applied economics letters
160
Swiss Finance Institute Research Paper
159
Journal of investment management : JOIM
153
The journal of investing
147
Journal of international financial markets, institutions & money
142
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ECONIS (ZBW)
487
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487
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1
Implication of the Kelly criterion for multi-dimensional processes
Lv, Yingdong
;
Meister, Bernhard K.
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 93-112
Persistent link: https://www.econbiz.de/10008860421
Saved in:
2
Asset allocation by using the Sharpe rule: how to improve an existing portfolio by adding some new assets?
Yu, Kwok Wai
;
Yang, Xiao Qi
;
Wong, Heung
- In:
The journal of asset management
8
(
2007/08
)
2
,
pp. 133-145
Persistent link: https://www.econbiz.de/10003502662
Saved in:
3
Evidence for time-dependent structures in financial data series over long timescales : opportunities for dynamic market risk allocation
Coutts, Julian
- In:
The journal of asset management
8
(
2007/08
)
3
,
pp. 152-160
Persistent link: https://www.econbiz.de/10003543568
Saved in:
4
Expected utility and the non-normal returns of common portfolio rebalancing strategies
JOnes, Samuel Kyle
;
Stine, Joe Bert
- In:
The journal of asset management
10
(
2009/10
)
6
,
pp. 406-419
Persistent link: https://www.econbiz.de/10003924926
Saved in:
5
Target-oriented investment advice
De Brouwer, Philippe J. S.
- In:
The journal of asset management
13
(
2012
)
2
,
pp. 102-114
Persistent link: https://www.econbiz.de/10009550615
Saved in:
6
The role of sovereign wealth funds as activist or passive fund managers
Mietzner, Mark
;
Schiereck, Dirk
;
Schweizer, Denis
- In:
The journal of asset management
16
(
2015
)
5
,
pp. 303-315
Persistent link: https://www.econbiz.de/10011416602
Saved in:
7
Are behavioural finance equity funds a superior investment? : a note on fund performance and market eficiency
Goodfellow, Christiane
;
Schiereck, Dirk
;
Wippler, Steffen
- In:
The journal of asset management
14
(
2013
)
2
,
pp. 111-119
Persistent link: https://www.econbiz.de/10009765820
Saved in:
8
Man versus math : behaviorist exploration of post-crisis non-banking asset management
Strang, Kenneth David
- In:
The journal of asset management
13
(
2012
)
5
,
pp. 348-367
Persistent link: https://www.econbiz.de/10009667094
Saved in:
9
Style investing and momentum investing : a case study
Moerloose, Sandrine de
;
Giot, Pierre
- In:
The journal of asset management
12
(
2011
)
6
,
pp. 407-417
Persistent link: https://www.econbiz.de/10009408638
Saved in:
10
Attempt to resolve the momentum effect enigma : proposition of investors' progressive rationality
Zoghlami, Faten
- In:
The journal of asset management
14
(
2013
)
4
,
pp. 255-266
Persistent link: https://www.econbiz.de/10010237896
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