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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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Portfolio choice with illiquid assets
Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
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Impact of managerial commitment on risk taking with dynamic fund flows
Kaniel, Ron; Tompaidis, Stathis; Zhou, Ti - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3174-3195
Persistent link: https://www.econbiz.de/10012039983
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The endowment model and modern portfolio theory
Dimmock, Stephen G.; Wang, Neng; Yang, Jinqiang - In: Management science : journal of the Institute for … 70 (2024) 3, pp. 1554-1579
Persistent link: https://www.econbiz.de/10014515093
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Dynamic alpha : a spectral decomposition of investment performance across time horizons
Chaudhuri, Shomesh E.; Lo, Andrew W. - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4440-4450
Persistent link: https://www.econbiz.de/10012118591
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Dynamic portfolio execution
Tsoukalas, Gerry; Wang, Jiang; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
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Valuable choices : prominent venture capitalists' influence on startup CEO replacements
Conti, Annamaria; Graham, Stuart J. H. - In: Management science : journal of the Institute for … 66 (2020) 3, pp. 1325-1350
Persistent link: https://www.econbiz.de/10012234599
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The distribution of the sample minimum-variance frontier
Kan, Raymond; Smith, Daniel R. - In: Management science : journal of the Institute for … 54 (2008) 7, pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
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A generalized approach to portfolio optimization : improving performance by constraining portfolio norms
DeMiguel, Victor; Garlappi, Lorenzo; Nogales, Francisco J. - In: Management science : journal of the Institute for … 55 (2009) 5, pp. 798-812
Persistent link: https://www.econbiz.de/10003859991
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Momentum and mean reversion in strategic asset allocation
Koijen, Ralph S. J.; Rodríguez, Juan Carlos; Sbuelz, … - In: Management science : journal of the Institute for … 55 (2009) 7, pp. 1199-1213
Persistent link: https://www.econbiz.de/10003864233