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Can precious metals make your portfolio shine?

Conover, C. Mitchell; Jensen, Gerald R.; Johnson, Robert R. - In: The journal of investing 18 (2009) 1, pp. 75-86

Persistent link: https://www.econbiz.de/10003849110

Security markets and the information content of monetary policy turning points

Jensen, Gerald R.; Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 46 (2006) 4, pp. 477-494

Persistent link: https://www.econbiz.de/10003416551

Sector rotation and monetary conditions

Conover, C. Mitchell; Jensen, Gerald R.; Johnson, Robert R. - In: The journal of investing 17 (2008) 1, pp. 34-46

Persistent link: https://www.econbiz.de/10003708664

Monetary policy indicators as predictors of stock returns

Becher, David A.; Jensen, Gerald R.; Mercer, Jeffrey M. - In: The journal of financial research 31 (2008) 4, pp. 357-379

Persistent link: https://www.econbiz.de/10003815246

The role of monetary policy in investment management

Jensen, Gerald R. - 2000

Persistent link: https://www.econbiz.de/10001608698

New evidence on optimal asset allocation

Jensen, Gerald R.; Mercer, Jeffrey M. - In: The financial review : the official publication of the … 38 (2003) 3, pp. 435-454

Persistent link: https://www.econbiz.de/10001787285

Business conditions, monetary policy, and expected security returns

Jensen, Gerald R. - In: Journal of financial economics 40 (1996) 2, pp. 213-237

Persistent link: https://www.econbiz.de/10001193686

Do traders benefit from riding the T-bill yield curve?

Mercer, Jeffrey M.; Moore, Mark E.; Winters, Drew B. - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 131-140

Persistent link: https://www.econbiz.de/10003909608

REIT momentum and characteristic-related REIT returns

Goebel, Paul R.; Harrison, David M.; Mercer, Jeffrey M.; … - In: The journal of real estate finance and economics 47 (2013) 3, pp. 564-581

Persistent link: https://www.econbiz.de/10010200507

REIT Momentum and Characteristic-Related REIT Returns

Goebel, Paul R. - 2013

Recent evidence confirms that in factor-model examinations of the cross-section of REIT returns, REIT momentum emerges as the dominant driver. Acknowledging the importance of momentum, the current study explores whether and how REIT return patterns are linked to the underlying characteristics of...

Persistent link: https://www.econbiz.de/10013075908