Narrow search
Showing 1 - 10 of 1,683
Cover Image
Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.; Gao, Xiaohui; Rossi, Alberto - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
Cover Image
Macroeconomic factors in oil futures markets
Heath, Davidson - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4407-4421
Persistent link: https://www.econbiz.de/10012118578
Cover Image
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
Cover Image
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
Cover Image
Predicting risk : some new generalizations
Karolyi, G. Andrew - In: Management science : journal of the Institute for … 38 (1992) 1, pp. 57-74
Persistent link: https://www.econbiz.de/10001121830
Cover Image
The unintended impact of academic research on asset returns : the capital asset pricing model alpha
Horenstein, Alex R. - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3655-3673
Persistent link: https://www.econbiz.de/10012606964
Cover Image
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
Cover Image
Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank; Kohrs, Hendrik; Auer, Benjamin R. - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
Cover Image
Predictability and the cross-section of expected returns : a challenge for asset pricing models
Schlag, Christian; Semenischev, Michael; Thimme, Julian - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7932-7950
Persistent link: https://www.econbiz.de/10012815810
Cover Image
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