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Returns, risk, portfolio selection, and evaluation
Dhrymes, Phoebus J.; Guerard, John Baynard - In: Portfolio construction, measurement, and efficiency : …, (pp. 73-110). 2017
Persistent link: https://www.econbiz.de/10011602879
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Portfolio performance assessment : statistical issues and methods for improvement
Stone, Bernell K. - In: Portfolio construction, measurement, and efficiency : …, (pp. 169-228). 2017
Persistent link: https://www.econbiz.de/10011602954
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Alpha construction in a consistent investment process
Ceria, Sebastián; Sivaramakrishnan, Kartik; Stubbs, … - In: Portfolio construction, measurement, and efficiency : …, (pp. 257-274). 2017
Persistent link: https://www.econbiz.de/10011603244
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Empirical analysis of market connectedness as a risk factor for explaining expected stock returns
Deng, Shijie; Sim, Min; Huo, Xiaoming - In: Portfolio construction, measurement, and efficiency : …, (pp. 275-289). 2017
Persistent link: https://www.econbiz.de/10011603250
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The behaviour of sentiment-induced share returns : measurement when fundamentals are observable
Brealey, Richard A.; Cooper, Ian; Kaplanis, Evi C. - In: Portfolio construction, measurement, and efficiency : …, (pp. 291-313). 2017
Persistent link: https://www.econbiz.de/10011603257
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Constructing mean variance efficient frontiers using foreign large blend mutual funds
Xu, Ganlin; Markowitz, Harry; Wang, Minyee; Guerard, … - In: Portfolio construction, measurement, and efficiency : …, (pp. 315-329). 2017
Persistent link: https://www.econbiz.de/10011603265
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Fundamental versus traditional indexation for international mutual funds : evaluating DFA, WisdomTree, and RAFI PowerShares
Lim, Heehyun; Tower, Edward - In: Portfolio construction, measurement, and efficiency : …, (pp. 331-353). 2017
Persistent link: https://www.econbiz.de/10011603273
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Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu; Lee, Cheng F. - In: Portfolio construction, measurement, and efficiency : …, (pp. 355-387). 2017
Persistent link: https://www.econbiz.de/10011603288
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Leveling the playing field
Berk, Jonathan B.; Binsbergen, Jules H. van - In: Portfolio construction, measurement, and efficiency : …, (pp. 421-430). 2017
Persistent link: https://www.econbiz.de/10011603295