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~isPartOf:"The review of financial studies"
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Başak, Suleyman
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The review of financial studies
NBER working paper series
691
Working paper / National Bureau of Economic Research, Inc.
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Journal of banking & finance
601
Finance research letters
510
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496
European journal of operational research : EJOR
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163
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Research in international business and finance
155
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
Saved in:
2
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
3
Benchmarking money manager performance : issues and evidence
Chan, Louis K. C.
;
Dimmock, Stephen G.
;
Lakonishok, Josef
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4553-4599
Persistent link: https://www.econbiz.de/10003896332
Saved in:
4
Optimal asset allocation and risk shifting in money management
Başak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alex
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1583-1621
Persistent link: https://www.econbiz.de/10003621195
Saved in:
5
Downside risk
Ang, Andrew
;
Chen, Joseph
;
Xing, Yuhang
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1191-1239
Persistent link: https://www.econbiz.de/10003391755
Saved in:
6
Does it pay to invest in art? : a selection-corrected returns perspective
Korteweg, Arthur
;
Kräussl, Roman
;
Verwijmeren, Patrick
- In:
The review of financial studies
29
(
2016
)
4
,
pp. 1007-1038
Persistent link: https://www.econbiz.de/10011530002
Saved in:
7
Optimal consumption and portfolio choices with risky housing and borrowing constraints
Yao, Rui
;
Zhang, Harold H.
- In:
The review of financial studies
18
(
2005
)
1
,
pp. 197-239
Persistent link: https://www.econbiz.de/10002646752
Saved in:
8
Limited stock market participation among renters and homeowners
Vestman, Roine
- In:
The review of financial studies
32
(
2019
)
4
,
pp. 1494-1535
Persistent link: https://www.econbiz.de/10012033716
Saved in:
9
The myth of long-horizon predictability
Boudoukh, Jacob
;
Richardson, Matthew
;
Whitelaw, Robert F.
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1577-1605
Persistent link: https://www.econbiz.de/10003765312
Saved in:
10
Labor income and predictable stock returns
Santos, Tano
;
Veronesi, Pietro
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10003325169
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