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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155
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When factors do not span their basis portfolios
Grinblatt, Mark; Saxena, Konark - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2335-2354
Persistent link: https://www.econbiz.de/10012128025
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A Study of Monthly Mutual Fund Returns and Performance Evaluation Techniques
Grinblatt, Mark; Titman, Sheridan - In: Journal of financial and quantitative analysis : JFQA 29 (1994) 3, pp. 419-444
Persistent link: https://www.econbiz.de/10006709993
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Information, expected utility, and portfolio
Liu, Jun; Peleg, Ehud; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1221-1251
Persistent link: https://www.econbiz.de/10008907343
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Using stocks or portfolios in tests of factor models
Ang, Andrew; Liu, Jun; Schwarz, Krista - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 709-750
Persistent link: https://www.econbiz.de/10012195614
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Information, Expected Utility, and Portfolio Choice
Liu, Jun; Peleg, Ehud; Subrahmanyam, Avanidhar - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 5, pp. 1221-1253
Persistent link: https://www.econbiz.de/10008814144