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Characteristic-Based returns : alpha or smart beta?
Kim, Soohun; Korajczyk, Robert A.; Neuhierl, Andreas - In: Journal of investment management : JOIM 20 (2022) 1, pp. 70-89
Persistent link: https://www.econbiz.de/10013173472
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Illiquidity and factor returns : exploring the intersection between illiquidity/small cap and popular factors
Hsu, Jason C.; Viswanathan, Vivek - In: Journal of investment management : JOIM 16 (2018) 4, pp. 4-16
Persistent link: https://www.econbiz.de/10011961002
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Investing in the asset growth anomaly across the globe
Li, Xi; Sullivan, Rodney N. - In: Journal of investment management : JOIM 13 (2015) 4, pp. 87-107
Persistent link: https://www.econbiz.de/10011640402
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Attribution of ex-post realized Sharpe ratio to the predictability of the ex-ante forecast return and risk
Shimizu, Masahito - In: Journal of investment management : JOIM 18 (2020) 3, pp. 109-124
Persistent link: https://www.econbiz.de/10012589114
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Market timing : sin a little resolving the valuation timing puzzle
Asness, Cliff; Ilmanen, Antti; Maloney, Thomas - In: Journal of investment management : JOIM 15 (2017) 3, pp. 23-40
Persistent link: https://www.econbiz.de/10011914783
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The dirty dozen of valuation ratios : is one better than another?
Pätäri, Eero; Karell, Ville; Luukka, Pasi; Yeomans, … - In: Journal of investment management : JOIM 16 (2018) 2, pp. 65-98
Persistent link: https://www.econbiz.de/10011915457
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When sell-side analysts meet high-volatility stocks : an alternative explanation for the low-volatility puzzle
Hsu, Jason C.; Kudoh, Hideaki; Yamada, Toru - In: Journal of investment management : JOIM 11 (2013) 2, pp. 28-46
Persistent link: https://www.econbiz.de/10009763924
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Large price changes and subsequent returns
Govindaraj, Suresh; Livnat, Joshua; Savor, Pavel; Zhao, Chen - In: Journal of investment management : JOIM 12 (2014) 3, pp. 31-58
Persistent link: https://www.econbiz.de/10011634628
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Can fundamental factors enhance the performance of traditional momentum strategies?
Yu, Susana; Webb, Gwendolyn P. - In: Journal of investment management : JOIM 14 (2016) 4, pp. 28-43
Persistent link: https://www.econbiz.de/10011691336
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The value of active investing
French, Craig William - In: Journal of investment management : JOIM 13 (2015) 3, pp. 93-103
Persistent link: https://www.econbiz.de/10011635987