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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

Beta matrix and common factors in stock returns

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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance

Emons, Ben - 2015

Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income distribution. This book will teach you to look at...

Persistent link: https://www.econbiz.de/10014018467

A synthesis of two factor estimation methods

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Dynamic portfolio choice with linear rebalancing rules

Moallemi, Ciamac C.; Sağlam, Mehmet - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1247-1278

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Capital market efficiency and arbitrage efficacy

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

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Do commodities add economic value in asset allocation? : new evidence from time-varying moments

Gao, Xin; Nardari, Federico - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 365-393

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Common macro factors and currency premia

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

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A multivariate model of strategic asset allocation with longevity risk

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Capital commitment and performance : the role of mutual fund charges

Gómez, Juan-Pedro; Prado, Melissa Porras; Zambrana, Rafael - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 2, pp. 727-758

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