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Hoberg, Gerard; Phillips, Gordon M. - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2355-2388

Persistent link: https://www.econbiz.de/10012128029

Ahn, Seung Chan; Horenstein, Alex R.; Wang, Na - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1417-1440

Persistent link: https://www.econbiz.de/10011930424

Connor, Gregory; Korajczyk, Robert A.; Uhlaner, Robert T. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 825-842

Persistent link: https://www.econbiz.de/10011431039

Akbas, Ferhat; Armstrong, Will J.; Sorescu, Sorin M.; … - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 387-413

Persistent link: https://www.econbiz.de/10011577478

Dhrymes, Phoebus J.; Guerard, John Baynard - In: Portfolio construction, measurement, and efficiency : …, (pp. 73-110). 2017

Persistent link: https://www.econbiz.de/10011602879

Lou, Xiaoxia; Sadka, Ronnie - In: Portfolio construction, measurement, and efficiency : …, (pp. 135-143). 2017

Persistent link: https://www.econbiz.de/10011602947

Shao, Barret Pengyuan - In: Portfolio construction, measurement, and efficiency : …, (pp. 155-168). 2017

Persistent link: https://www.econbiz.de/10011602952

Menchero, Jose; Nagy, Zoltán - In: Portfolio construction, measurement, and efficiency : …, (pp. 239-256). 2017

Persistent link: https://www.econbiz.de/10011603240

Brealey, Richard A.; Cooper, Ian; Kaplanis, Evi C. - In: Portfolio construction, measurement, and efficiency : …, (pp. 291-313). 2017

Persistent link: https://www.econbiz.de/10011603257

Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1731-1763

Persistent link: https://www.econbiz.de/10011928406