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~subject:"Capital income"
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Capital income
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Gupta, Rangan
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Center for Economic Research <Tilburg>
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Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Economic Policy Research
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Conference on Risk and the Rate of Return <1973, Vail, Colo.>
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Harvard Institute of Economic Research
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
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Instituto Valenciano de Investigaciones Económicas
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Judge Institute of Management Studies
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Nationalekonomiska Institutionen <Göteborg>
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University of British Columbia / Finance Division
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Banco Central do Brasil
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Birmingham Business School
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Business Information Centre <Toronto>
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Carleton University / Department of Economics
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Finance research letters
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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Applied economics
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Applied economics letters
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Research in international business and finance
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
249
Journal of financial and quantitative analysis : JFQA
248
Review of quantitative finance and accounting
247
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
205
Economic modelling
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economics letters
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International journal of economics and finance
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Discussion paper / Centre for Economic Policy Research
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Energy economics
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Journal of risk and financial management : JRFM
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The journal of real estate finance and economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Investment management and financial innovations
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Research paper series / Swiss Finance Institute
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Journal of international money and finance
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The journal of asset management
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International journal of economics and financial issues : IJEFI
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Journal of econometrics
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Journal of financial markets
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
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1
Kapitalmarktmodelle und erwartete Renditen am deutschen Aktienmarkt
Schneider, Sebastian
-
2001
Persistent link: https://www.econbiz.de/10001530439
Saved in:
2
Generalized tests of investment fund performance
Laurini, Márcio Poletti
;
Monteiro, Rogério da Costa
; …
- In:
Brazilian review of econometrics : BRE ; the review of …
31
(
2011
)
2
,
pp. 271-294
Persistent link: https://www.econbiz.de/10010402887
Saved in:
3
Risk and performance evaluation with skewness and kurtosis for conventional and alternative investments
Berényi, Zsolt Endre
-
2003
Persistent link: https://www.econbiz.de/10001754325
Saved in:
4
Optimal allocation to time-series and cross-sectional momentum
Schmid, Olivier
;
Wirth, Patrick
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 160-179
Persistent link: https://www.econbiz.de/10012486058
Saved in:
5
The best of both worlds : forecasting US equity market returns using a hybrid machine learning-time series approach
Wang, Haifeng
;
Ahluwalia, Harshdeep Singh
; …
- In:
The journal of financial data science
3
(
2021
)
2
,
pp. 9-20
Persistent link: https://www.econbiz.de/10012519234
Saved in:
6
Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob
;
Zheng, Fangze
- In:
The journal of investing : JOI
30
(
2021
)
5
,
pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
Saved in:
7
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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8
Tactical asset allocation with the relative total return cape
Peláez, Rolando F.
- In:
The journal of portfolio management : JPM
47
(
2021
)
4
,
pp. 180-191
Persistent link: https://www.econbiz.de/10012486059
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9
Performance evaluation with information on portfolio compositions
Hwang, Sun-wung
;
Park, Jinwoo
- In:
Asia-Pacific journal of financial studies
40
(
2011
)
5
,
pp. 710-730
Persistent link: https://www.econbiz.de/10009566676
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10
Optimal strategies under Omega ratio
Bernard, Carole
;
Vanduffel, Steven
;
Ye, Jiang
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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