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~isPartOf:"Journal of investment management : JOIM"
~subject:"Forecasting model"
~subject:"Portfolio selection"
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Journal of investment management : JOIM
Research paper series / Swiss Finance Institute
105
Journal of banking & finance
100
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98
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94
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93
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ECONIS (ZBW)
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Idiosyncratic risk and when to tilt toward value
Fink, Jason D.
;
Fink, Kristin E.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10012814367
Saved in:
2
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
Saved in:
3
Liquidity risk and limited
arbitrage
: are taxpayers helping hedge funds get rich?
Gatev, Evan G.
- In:
Journal of investment management : JOIM
7
(
2009
)
2
,
pp. 23-34
Persistent link: https://www.econbiz.de/10003862667
Saved in:
4
Mutual fund's net economic alpha : definition and evidence
Garyn-Tal, Sharon
;
Lauterbach, Beni
- In:
Journal of investment management : JOIM
11
(
2013
)
2
,
pp. 73-91
Persistent link: https://www.econbiz.de/10009763908
Saved in:
5
What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B.
;
Hsu, Jason C.
;
Kalesnik, Vitali
; …
- In:
Journal of investment management : JOIM
11
(
2013
)
4
,
pp. 22-39
Persistent link: https://www.econbiz.de/10010357098
Saved in:
6
Restoring value to minimum variance
Goldberg, Lisa
;
Leshem, Ran
;
Geddes, Patrick
- In:
Journal of investment management : JOIM
12
(
2014
)
2
,
pp. 32-39
Persistent link: https://www.econbiz.de/10010388909
Saved in:
7
How do factor premia vary over time? : a century of evidence
Ilmanen, Antti
;
Israel, Ronen
;
Lee, Rachel
;
Moskowitz, …
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 15-57
Persistent link: https://www.econbiz.de/10013164702
Saved in:
8
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
Saved in:
9
How well do factor ETFs capture the Fama-French factors?
Apergēs, Nikolaos
;
Poufinas, Thomas
;
Panagakis, Alexandros
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 48-69
Persistent link: https://www.econbiz.de/10013173471
Saved in:
10
Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 89-116
Persistent link: https://www.econbiz.de/10012815069
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