Narrow search
Showing 1 - 10 of 33
Cover Image
Enhancement of value portfolio performance using momentum and the long-short strategy : the Finnish evidence
Leivo, Timo H.; Pätäri, Eero J. - In: The journal of asset management 11 (2010/11) 6, pp. 401-416
Persistent link: https://www.econbiz.de/10008906488
Cover Image
Conditional style rotation model on enhanced value and growth portfolios : the European experience
Bird, Ron; Casavecchia, Lorenzo - In: The journal of asset management 11 (2010/11) 6, pp. 375-390
Persistent link: https://www.econbiz.de/10008906492
Cover Image
Investigating the effectiveness of robust portfolio optimization techniques
Guastaroba, Gianfranco; Mitra, Gautam; Speranza, Maria … - In: The journal of asset management 12 (2011) 4, pp. 260-280
Persistent link: https://www.econbiz.de/10009303988
Cover Image
A simple scheme for allocating capital in a foreign exchange proprietary trading firm
Jackson, Antony - In: The journal of asset management 16 (2015) 1, pp. 2-13
Persistent link: https://www.econbiz.de/10010528224
Cover Image
Momentum change, industry group rotation and portfolio returns
Islam, Muhammad M.; Gomes, Lawrence J. - In: The journal of asset management 12 (2011) 6, pp. 426-437
Persistent link: https://www.econbiz.de/10009408629
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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