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Information quality and stock returns revisited
Brevik, Frode; D'Addona, Stefano - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1419-1446
Persistent link: https://www.econbiz.de/10008909160
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Seasonal asset allocation : evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 71-109
Persistent link: https://www.econbiz.de/10011667706
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Time-varying margin requirements and optimal portfolio choice
Ryčkov, Oleg - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 655-683
Persistent link: https://www.econbiz.de/10011577520
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Portfolio optimization with mental accounts
Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 311-334
Persistent link: https://www.econbiz.de/10003990687
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Multiple risky assets, transaction costs, and return predictability : allocation rules and implications for US investors
Lynch, Anthony W.; Tan, Sinan - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 1015-1053
Persistent link: https://www.econbiz.de/10008758049
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Idiosyncratic risk, long-term reversal, and momentum
McLean, R. David - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 883-906
Persistent link: https://www.econbiz.de/10008758091
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Risk aversion in a dynamic asset allocation experiment
Brocas, Isabelle; Carrillo, Juan D.; Giga, Aleksandar; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2209-2232
Persistent link: https://www.econbiz.de/10012140074
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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A single-factor consumption-based asset pricing model
Delikouras, Stefanos; Kostakis, Alexandros - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
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Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-909
Persistent link: https://www.econbiz.de/10003901202