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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Portfolio selection"
~subject:"Share price"
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Portfolio selection
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Portfolio-Management
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Grinold, Richard
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Jacobs, Bruce I.
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
459
Working paper / National Bureau of Economic Research, Inc.
407
Finance research letters
386
Journal of banking & finance
382
NBER Working Paper
356
European journal of operational research : EJOR
304
Insurance / Mathematics & economics
290
Journal of economic dynamics & control
238
The journal of finance : the journal of the American Finance Association
229
The review of financial studies
229
Journal of financial economics
209
Discussion paper / Centre for Economic Policy Research
192
Quantitative finance
191
Journal of empirical finance
188
International journal of theoretical and applied finance
187
Mathematical finance : an international journal of mathematics, statistics and financial theory
180
International review of financial analysis
177
Economic modelling
171
Finance and stochastics
169
Economics letters
168
International review of economics & finance : IREF
166
Research paper series / Swiss Finance Institute
164
Applied economics
147
The North American journal of economics and finance : a journal of financial economics studies
147
The European journal of finance
141
Management science : journal of the Institute for Operations Research and the Management Sciences
138
Risks : open access journal
131
Journal of econometrics
129
Applied economics letters
127
Journal of risk and financial management : JRFM
126
Computational economics
114
Swiss Finance Institute Research Paper
109
Journal of financial and quantitative analysis : JFQA
107
CESifo working papers
103
Discussion paper / Tinbergen Institute
102
Working paper
102
SpringerLink / Bücher
100
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
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ECONIS (ZBW)
111
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1
Swiss stocks, bonds, and inflation, 1926 - 1987 : a strong family resemblance to the history of the capital markets in the US
Wydler, Daniel Rolf
- In:
The journal of portfolio management : a publication of …
15
(
1989
)
2
,
pp. 27-32
Persistent link: https://www.econbiz.de/10001114920
Saved in:
2
The impact of estimation error on latent factor model forecasts of portfolio risk
Bianchi, Stephen W.
;
Goldberg, Lisa
;
Rosenberg, Allan
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 147-156
Persistent link: https://www.econbiz.de/10011686352
Saved in:
3
On the consistent use of VaR in portfolio performance evaluation : a cautionary note
Zakamouline, Valeri
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10008737992
Saved in:
4
A scenarios approach to asset allocation
Gosling, Susan
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10008738004
Saved in:
5
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien
;
Roncalli, Thierry
;
Teïletche, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 60-70
Persistent link: https://www.econbiz.de/10008652158
Saved in:
6
Signal weighting
Grinold, Richard
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10008652181
Saved in:
7
Efficient replication of factor retturns :
theory
and applications
Melas, Dimitris
;
Suryanarayanan, Raghu
;
Cavaglia, Stefano
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 39-51
Persistent link: https://www.econbiz.de/10003966450
Saved in:
8
Global tactical sector allocation : a quantitative approach
Doeswijk, Ronald
;
Vliet, Willem Nicolaas van
- In:
The journal of portfolio management : a publication of …
38
(
2011/12
)
1
,
pp. 29-47
Persistent link: https://www.econbiz.de/10009381271
Saved in:
9
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
10
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.
;
Giovinazzo, Raife
;
Tung, Yining
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
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