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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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Style investing and institutional investors
Froot, Kenneth; Teo, Melvyn - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 883-906
Persistent link: https://www.econbiz.de/10003811267
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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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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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Do alpha males deliver alpha? : facial width-to-height ratio and hedge funds
Lu, Yan; Teo, Melvyn - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 5, pp. 1727-1770
Persistent link: https://www.econbiz.de/10013367035