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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250
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Investor sentiment and mutual fund strategies
Massa, Massimo; Yadav, Vijay - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 4, pp. 699-727
Persistent link: https://www.econbiz.de/10011431015
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Parameter uncertainty in multiperiod portfolio optimization with transaction costs
DeMiguel, Victor; Martín-Utrera, Alberto; Nogales, … - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1443-1471
Persistent link: https://www.econbiz.de/10011479445
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A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng; Yang, Ke; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 5, pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
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Information barriers in global markets : evidence from international subcontracting relationships
Massa, Massimo; Schumacher, David - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 6, pp. 2037-2072
Persistent link: https://www.econbiz.de/10012307554
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Horses for courses : fund managers and organizational structures
Han, Yufeng; Noe, Tom; Rebello, Michael J. - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 6, pp. 2779-2807
Persistent link: https://www.econbiz.de/10011929383