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Text-based industry momentum
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
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Beta matrix and common factors in stock returns
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
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A synthesis of two factor estimation methods
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
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Sequential learning, predictability, and optimal portfolio returns
Johannes, Michael; Korteweg, Arthur; Polson, Nicholas G. - In: The journal of finance : the journal of the American … 69 (2014) 2, pp. 611-644
Persistent link: https://www.econbiz.de/10010372386
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The cross-section of managerial ability, incentives, and risk preferences
Koijen, Ralph S. J. - In: The journal of finance : the journal of the American … 69 (2014) 3, pp. 1051-1098
Persistent link: https://www.econbiz.de/10010373347
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Picking winners? : investment consultants' recommendations of fund managers
Jenkinson, Tim; Jones, Howard; Martinez, Jose Vicente - In: The journal of finance : the journal of the American … 71 (2016) 5, pp. 2333-2370
Persistent link: https://www.econbiz.de/10011562357
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Anomalies and the expected market return
Xi, Dong; Li, Yan; Rapach, David E.; Zhou, Guofu - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
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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
Persistent link: https://www.econbiz.de/10011577478
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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
Persistent link: https://www.econbiz.de/10011928406
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 2251-2275
Persistent link: https://www.econbiz.de/10011929000