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Attempt to resolve the momentum effect enigma : proposition of investors' progressive rationality
Zoghlami, Faten - In: The journal of asset management 14 (2013) 4, pp. 255-266
Persistent link: https://www.econbiz.de/10010237896
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The state-dependent time variation in the value premium
Sharaiha, Yazid M.; Johansson, Kristoffer Kittilsen - In: The journal of asset management 15 (2014) 2, pp. 150-161
Persistent link: https://www.econbiz.de/10010384768
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No arbitrage conditions and expected returns when assets have different β's in up and down markets
Xu, Peter; Pettit, R. Richardson - In: The journal of asset management 15 (2014) 1, pp. 62-71
Persistent link: https://www.econbiz.de/10010370069
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Jensen alpha and market climate
Breloer, Bernhard; Hühn, Hannah Lea; Scholz, Hendrik - In: The journal of asset management 17 (2016) 3, pp. 195-214
Persistent link: https://www.econbiz.de/10011485148
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The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
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Modeling manager confidence in forecasted excess returns under active portfolio management
Birge, John R.; Chávez-Bedoya, Luis - In: The journal of asset management 15 (2014) 6, pp. 353-365
Persistent link: https://www.econbiz.de/10010476259
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Tangent portfolio weights without explicitly specified expected returns
Glabadanidis, Paskalis - In: The journal of asset management 15 (2014) 3, pp. 177-190
Persistent link: https://www.econbiz.de/10010415936
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Effects of return expectation on mutural funds' risk exposures
Fischer, Mario; Overkott, Maximilian - In: The journal of asset management 16 (2015) 3, pp. 156-169
Persistent link: https://www.econbiz.de/10011413252
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A common risk factor and the correlation between equity anda corporate bond returns
Demirovic, Amer; Kabiri, Ali; Tuckett, David; Nyman, Rickard - In: The journal of asset management 21 (2020) 2, pp. 119-134
Persistent link: https://www.econbiz.de/10012292757
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Forecasting index changes in the German DAX family
Franz, Friedrich-Carl - In: The journal of asset management 21 (2020) 2, pp. 135-153
Persistent link: https://www.econbiz.de/10012292758