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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
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Analysis of global fixed-income returns using multilinear tensor algebra
Scalzo, Bruno; Konstantinidis, Athanasios; Mandic, Danilo P. - In: The journal of fixed income : JFI 30 (2021) 4, pp. 32-52
Persistent link: https://www.econbiz.de/10012517179
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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
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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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How to increase the odds of owning the few stocks that drive returns
Tidmore, Chris; Kinniry, Francis M.; Renzi-Ricci, Giulio; … - In: The journal of investing : JOI 29 (2019) 1, pp. 43-60
Persistent link: https://www.econbiz.de/10013177251
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Machine learning algorithms to classify future returns using structured and unstructured data
Livnat, Joshua; Singh, Jyoti - In: The journal of investing : JOI 30 (2021) 3, pp. 62-78
Persistent link: https://www.econbiz.de/10012503379
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Special items and stock returns
Ma, Lingjie - In: The journal of investing : JOI 30 (2021) 5, pp. 55-70
Persistent link: https://www.econbiz.de/10012613201
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Opposites attract : combining alpha momentum and alpha reversal in international equity markets
Zaremba, Adam; Umutlu, Mehmet; Karathanasopoulos, Andreas - In: The journal of investing : JOI 29 (2020) 3, pp. 38-62
Persistent link: https://www.econbiz.de/10013177472
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Mutual fund returns and their characteristics : a simple approach to selecting better performing actively-managed funds
Malkiel, Burton G.; Saha, Atanu - In: The journal of investing : JOI 29 (2020) 3, pp. 63-75
Persistent link: https://www.econbiz.de/10013177475
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Is it good to sin when times are bad? : an investigation of the defensive nature of sin stocks
Richey, Greg M. - In: The journal of investing : JOI 29 (2020) 6, pp. 43-50
Persistent link: https://www.econbiz.de/10013179434