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On the seasoning process of new bonds : some are more seasoned than others

Sorensen, Eric H. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 2, pp. 195-208

Persistent link: https://www.econbiz.de/10002834668

Rational expectations and the impact of money upon stock prices

Sorensen, Eric H. - In: Journal of financial and quantitative analysis : JFQA 17 (1982) 5, pp. 649-662

Persistent link: https://www.econbiz.de/10002834677

An application of logit analysis to prediction of merger targets

Dietrich, J. Kimball; Sorensen, Eric - In: Journal of business research : JBR 12 (1984) 3, pp. 393-402

Persistent link: https://www.econbiz.de/10003527299

An application of logit analysis to prediction of merger targets

Dietrich, J. Kimball; Sorensen, Eric - In: Journal of Business Research 12 (1984) 3, pp. 393-402

Persistent link: https://www.econbiz.de/10005465951

Contextual Fundamentals, Models, and Active Management

Sorensen, Eric H. - 2005

Applying a multifactor alpha model across a diverse range of stocks is a popular approach to forecast securities' expected returns. This approach assumes that one single return-generating equation provides adequate alpha forecasts - that is, one-size-fits-all. In this paper, we extend prior...

Persistent link: https://www.econbiz.de/10012736700

ASSET ALLOCATION - Contextual Fundamentals, Models, and Active Management

Sorensen, Eric H.; Hua, Ronald; Qian, Edward - In: The journal of portfolio management : a publication of … 32 (2005) 1, pp. 23-37

Persistent link: https://www.econbiz.de/10006544912

PORTFOLIO STRATEGIES - Multiple Alpha Sources and Active Management

Sorensen, Eric H.; Qian, Edward; Schoen, Robert; Hua, Ronald - In: The journal of portfolio management : a publication of … 30 (2004) 2, pp. 39-45

Persistent link: https://www.econbiz.de/10006552200

PORTFOLIO STRATEGIES - The Decision Tree Approach to Stock Selection - A frequent question regarding quantitative investing is: What are good variables for stock selection? Traditi...

Sorensen, Eric H.; Miller, Keith L.; Ooi, Chee K. - In: The journal of portfolio management : a publication of … 27 (2000) 1, pp. 42-52

Persistent link: https://www.econbiz.de/10006567192

GLOBAL VALUE INVESTING DELIVERS DIVERSIFICATION: A Multi-Strategy Perspective

Qian, Edward; Sorensen, Eric H.; Hua, Ronald - In: The journal of portfolio management : a publication of … 35 (2009) 2, pp. 42-49

Persistent link: https://www.econbiz.de/10008177021

EQUITY PORTFOLIO STRATEGIES - ACTIVE EQUITY MANAGEMENT FOR THE FUTURE

Sorensen, Eric H. - In: The journal of portfolio management : a publication of … 36 (2009) 1, pp. 60-68

Persistent link: https://www.econbiz.de/10008332084