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Expected stock returns when interest rates are low
Blitz, David - In: The journal of portfolio management : JPM 48 (2022) 7, pp. 104-116
Persistent link: https://www.econbiz.de/10014231678
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Modelling the Shiller CAPE ratio, mean reversion, and return forecasts
Waser, Otto - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 155-171
Persistent link: https://www.econbiz.de/10012423072
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Emerging market stock momentum returns during US economic regimes
Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45
Persistent link: https://www.econbiz.de/10012613225
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Firm-specific industries, volatility, and return : a text-based network industrial classification approach
Abdoh, Hussein - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 184-196
Persistent link: https://www.econbiz.de/10012613452
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Global risk premiums on direct office real estate returns
Wit, Ivo de; Mayer, Christopher J. - In: The journal of portfolio management : JPM 47 (2021) 10, pp. 91-106
Persistent link: https://www.econbiz.de/10012698155
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Emerging market bonds : expected returns and currency impact
Konstantinov, Gueorgui - In: The journal of portfolio management : JPM 48 (2022) 8, pp. 139-158
Persistent link: https://www.econbiz.de/10014232014
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Value for equity index options : expected-not realized-volatility and the distribution of forecasts
Durham, J. Benson - In: The journal of portfolio management : JPM 49 (2022) 1, pp. 213-251
Persistent link: https://www.econbiz.de/10014232183
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A new predictability pattern in the US stock market returns
Zakamulin, Valeriy - In: The journal of portfolio management : JPM 49 (2023) 3, pp. 169-183
Persistent link: https://www.econbiz.de/10014232219
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Incremental volatility and related portfolio analytics
Mignacca, Domenico; Fusai, Gianluca - In: The journal of portfolio management : JPM 49 (2023) 5, pp. 131-147
Persistent link: https://www.econbiz.de/10014307603
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Forecasting long-horizon volatility for strategic asset allocation
Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98
Persistent link: https://www.econbiz.de/10012486044