//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McMillan, David G."
~person:"Stambaugh, Robert F."
~subject:"Portfolio selection"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Financial steering : valuation...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
Capital income
81
Kapitaleinkommen
81
Forecasting model
36
Prognoseverfahren
36
Börsenkurs
35
Estimation
35
Schätzung
35
Share price
35
Aktienmarkt
19
Stock market
19
Volatility
19
Volatilität
19
Stock returns
14
Theorie
14
Theory
14
CAPM
11
Großbritannien
10
USA
10
United Kingdom
10
United States
10
Portfolio-Management
9
predictability
9
Anleihe
8
Bond
8
Correlation
8
Dividend
8
Dividende
8
Korrelation
8
forecasting
8
stock returns
8
Forecast
7
Prognose
7
Welt
7
World
7
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Investment Fund
5
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
McMillan, David G.
Stambaugh, Robert F.
Zaremba, Adam
31
Auer, Benjamin R.
17
Fabozzi, Frank J.
16
Grobys, Klaus
13
Guidolin, Massimo
13
Maurer, Raimond
13
Satchell, Stephen
13
Clare, Andrew D.
12
Sehgal, Sanjay
12
Wong, Wing Keung
11
Zhou, Guofu
11
Bali, Turan G.
10
Fletcher, Jonathan
10
Kryzanowski, Lawrence
10
Schaub, Mark
10
Van Vuuren, Gary
10
Ang, Andrew
9
Ferson, Wayne E.
9
Kakushadze, Zura
9
Matallín-Sáez, Juan Carlos
9
Nitzsche, Dirk
9
O'Sullivan, Niall
9
Schuhmacher, Frank
9
Titman, Sheridan
9
Umutlu, Mehmet
9
Bu, Qiang
8
Cakici, Nusret
8
Gallagher, David R.
8
Hammoudeh, Shawkat
8
Moskowitz, Tobias J.
8
Narayan, Paresh Kumar
8
Nguyen, Duc Khuong
8
Timmermann, Allan
8
Wang, Yudong
8
Wermers, Russ
8
Cuthbertson, Keith
7
Dai, Zhifeng
7
Demirtas, K. Ozgur
7
Gray, Philip K.
7
Han, Yufeng
7
more ...
less ...
Published in...
All
Journal of financial economics
2
Research in international business and finance
2
Applied economics
1
Critical finance review
1
International journal of monetary economics and finance : IJMEF
1
Managerial finance
1
The journal of asset management
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio constituency rules and the value premium in the small-cap space
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
Managerial finance
41
(
2015
)
5
,
pp. 418-436
Persistent link: https://www.econbiz.de/10011335043
Saved in:
2
The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
Saved in:
3
The search for an exploitable value premium in market indexes
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
The journal of asset management
13
(
2012
)
4
,
pp. 253-270
Persistent link: https://www.econbiz.de/10009630240
Saved in:
4
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G.
- In:
International journal of monetary economics and finance …
13
(
2020
)
5
,
pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
Saved in:
5
Rational functions : an alternative approach to asset pricing
Bhaduri nee Chakraborty, Nilanjana
;
Elgammal, Mohammed …
- In:
Applied economics
51
(
2019
)
20
,
pp. 2091-2119
Persistent link: https://www.econbiz.de/10012196648
Saved in:
6
Multiscale relationship between economic policy uncertainty and sectoral returns : implications for portfolio
management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
Ur …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014246854
Saved in:
7
Diseconomies of scale in active
management
: robust evidence
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
; …
- In:
Critical finance review
11
(
2022
)
3/4
,
pp. 593-611
Persistent link: https://www.econbiz.de/10013457308
Saved in:
8
Multiscale stock-bond correlation : implications for risk
management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
9
Scale and skill in active
management
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 23-45
Persistent link: https://www.econbiz.de/10011347321
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->