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Performance of portfolios optimized with estimation error
Siegel, Andrew F.; Woodgate, Artemiza - In: Management science : journal of the Institute for … 53 (2007) 6, pp. 1005-1015
Persistent link: https://www.econbiz.de/10003490993
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Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
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From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene; Sharpe, Steven A. - In: Management science : journal of the Institute for … 60 (2014) 4, pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
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Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
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Costly interpretation of asset prices
Mondria, Jordi; Vives, Xavier; Yang, Liyan - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 52-74
Persistent link: https://www.econbiz.de/10012821032
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Asymmetric returns and the economic content of accruals and investment
Del Viva, Luca; Kothari, S. P.; Lambertides, Neophytos; … - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3921-3942
Persistent link: https://www.econbiz.de/10012607194
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Do noisy stock prices impede real efficiency?
Xiao, Steven Chong - In: Management science : journal of the Institute for … 66 (2020) 12, pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
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Offsetting disagreement and security prices
Huang, Shiyang; Hwang, Byoung-Hyoun; Lou, Dong; Yin, Chengxi - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3444-3465
Persistent link: https://www.econbiz.de/10012289149
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Dynamic attention behavior under return predictability
Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928
Persistent link: https://www.econbiz.de/10012268553
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Empirical investigation of an equity pairs trading strategy
Chen, Huafeng Jason; Chen, Shaojun; Chen, Zhuo; Li, Feng - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 370-389
Persistent link: https://www.econbiz.de/10011991494