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Risk and return of short-duration equity investments
Cejnek, Georg; Randl, Otto - In: Journal of empirical finance 36 (2016), pp. 181-198
Persistent link: https://www.econbiz.de/10011662843
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Investment taxes and equity returns
Sialm, Clemens - 2006
Persistent link: https://www.econbiz.de/10003309464
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Dividend yield strategies in the British stock market
Filbeck, Greg - In: The European journal of finance 3 (1997) 4, pp. 277-289
Persistent link: https://www.econbiz.de/10001236105
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US stocks and the US dollar
Azar, Samih Antoine - In: International journal of financial research 4 (2013) 4, pp. 91-106
Persistent link: https://www.econbiz.de/10010206630
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Commercial real estate investments and the term structure of risk and return
Rehring, Christian - 2010
Persistent link: https://www.econbiz.de/10008858368
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Estimating banks' equity duration : a panel cointegration approach
Hatemi-J, Abdulnasser; Roca, Eduardo - In: Applied financial economics 18 (2008) 13/15, pp. 1173-1180
Persistent link: https://www.econbiz.de/10003760234
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Are the Wall Street analyst rankings popularity contests?
Emery, Douglas R.; Li, Xi - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003865571
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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
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Multiple tests for the performance of different investment strategies
Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof - 2010
In the context of modern portfolio theory, we compare the out-of-sample performance of 8 investment strategies which are based on statistical methods with the out-of-sample performance of a family of trivial strategies. A wide range of approaches is considered in this work, including the...
Persistent link: https://www.econbiz.de/10008939375