//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of empirical finance"
~subject:"Börsengang"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Welt"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the importance of systemati...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Börsengang
Börsenkurs
Capital income
Welt
Benchmarking
1
International
1
Investment bank
1
Investmentbank
1
Portfolio selection
1
Portfolio-Management
1
World
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bange, Mary M.
1
Khang, Kenneth
1
Miller, Thomas W.
1
Published in...
All
Journal of empirical finance
Applied economics
2
Journal of banking & finance
2
The journal of fixed income
2
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of multinational financial management
1
NBER working paper series
1
The quarterly journal of finance
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses
Bange, Mary M.
;
Khang, Kenneth
;
Miller, Thomas W.
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 363-386
Persistent link: https://www.econbiz.de/10003759188
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->