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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Do the Fama-French factors proxy for innovations in predictive variables?
Petkova, Ralitsa - In: The journal of finance : the journal of the American … 61 (2006) 2, pp. 581-612
Persistent link: https://www.econbiz.de/10003305096
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Information immobility and the home bias puzzle
Nieuwerburgh, Stijn van; Veldkamp, Laura - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1187-1215
Persistent link: https://www.econbiz.de/10003871917
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Long-term return reversals : overreaction or taxes?
George, Thomas J.; Hwang, Chuan-yang - In: The journal of finance : the journal of the American … 62 (2007) 6, pp. 2865-2896
Persistent link: https://www.econbiz.de/10003593838
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A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 123-146
Persistent link: https://www.econbiz.de/10003923938
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Estimation and evaluation of conditional asset pricing models
Nagel, Stefan; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 66 (2011) 3, pp. 873-910
Persistent link: https://www.econbiz.de/10009160333
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A mean-variance benchmark for intertemporal portfolio theory
Cochrane, John H. - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10010372430
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Ambiguous information, portfolio inertia, and excess volatility
Illeditsch, Philipp Karl - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2213-2247
Persistent link: https://www.econbiz.de/10009514107
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Trading volume : implications of an intertemporal capital asset pricing model
Lo, Andrew W.; Wang, Jiang - In: The journal of finance : the journal of the American … 61 (2006) 6, pp. 2805-2840
Persistent link: https://www.econbiz.de/10003398504
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The efficient use of conditioning information in portfolios
Ferson, Wayne E.; Siegel, Andrew F. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 967-982
Persistent link: https://www.econbiz.de/10001593015