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Portfolio selection
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Zaremba, Adam
43
Guidolin, Massimo
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30
Lo, Andrew W.
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Hammoudeh, Shawkat
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Association for Investment Management and Research
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Birkbeck College / Department of Economics
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Ecoplan, Forschung und Beratung in Wirtschaft und Politik
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Fisher Investments Inc. <Woodside, Calif.>
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Frank J. Fabozzi Associates <New Hope, Pa.>
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Friedrich-Schiller-Universität Jena
1
Fundación de Estudios de Economía Aplicada
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Genesis Investment Management Limited <London>
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Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
1
Goldman Sachs
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Journal of banking & finance
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Finance research letters
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NBER working paper series
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International review of financial analysis
153
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139
Journal of financial economics
138
NBER Working Paper
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Journal of empirical finance
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Applied economics
97
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92
International review of economics & finance : IREF
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Research in international business and finance
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Pacific-Basin finance journal
80
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75
The journal of finance : the journal of the American Finance Association
72
The European journal of finance
70
Journal of international financial markets, institutions & money
68
Journal of risk and financial management : JRFM
66
Applied economics letters
65
Research paper series / Swiss Finance Institute
63
Review of quantitative finance and accounting
61
Journal of financial and quantitative analysis : JFQA
59
Financial markets and portfolio management
58
Discussion paper / Centre for Economic Policy Research
56
Journal of investment management : JOIM
56
Management science : journal of the Institute for Operations Research and the Management Sciences
56
Applied financial economics
55
The review of financial studies
55
Economic modelling
54
The journal of portfolio management : a publication of Institutional Investor
53
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
53
Investment management and financial innovations
52
Discussion papers / CEPR
48
Journal of financial markets
46
Energy economics
45
Swiss Finance Institute Research Paper
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International journal of economics and finance
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Journal of international money and finance
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Economics letters
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ECONIS (ZBW)
10,794
RePEc
4
Showing
1
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10
of
10,798
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relevance
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date (newest first)
date (oldest first)
1
Do noisy stock prices impede real efficiency?
Xiao, Steven Chong
- In:
Management science : journal of the Institute for …
66
(
2020
)
12
,
pp. 5990-6014
Persistent link: https://www.econbiz.de/10012391494
Saved in:
2
Data-driven investigation into anomaly trading strategies : evidence with econometrics
French, Jordan
-
2019
Persistent link: https://www.econbiz.de/10012126157
Saved in:
3
Mandelbrot market-model and momentum
Berghorn, Wilhelm
;
Otto, Sascha
- In:
International journal of financial research
8
(
2017
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011779626
Saved in:
4
Unlocking the secrets of fundamental indexes : size effect or value effect? ; evidence from emerging stock markets
Hsieh, Heng-hsing
- In:
Investment management and financial innovations
10
(
2013
)
4
,
pp. 48-64
Persistent link: https://www.econbiz.de/10010258446
Saved in:
5
Beating the DAX, MDAX, and SDAX : investment strategies in Germany
Franz, Friedrich-Carl
;
Regele, Tobias Ulrich Joachim
- In:
Financial markets and portfolio management
30
(
2016
)
2
,
pp. 161-204
Persistent link: https://www.econbiz.de/10011477622
Saved in:
6
Low-risk effect : evidence, explanations and approaches to enhancing the performance of low-risk investment strategies
Joshipura, Mayank
;
Joshipura, Nehal
- In:
Investment management and financial innovations
17
(
2020
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10012303103
Saved in:
7
Efficiency of capital markets : a new perspective on the value premium and day-of-the-week effect
Procasky, William J.
;
Raja, Zubair Ali
;
Oyotode, Renée
- In:
International journal of portfolio analysis and …
2
(
2018
)
2
,
pp. 114-140
Persistent link: https://www.econbiz.de/10012253640
Saved in:
8
Momentum crashes
Daniel, Kent
;
Moskowitz, Tobias J.
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10011590901
Saved in:
9
Separating momentum from reversal in international stock markets
Walkshäusl, Christian
;
Weißofner, Florian
;
Wessels, Ulrich
- In:
The journal of asset management
20
(
2019
)
2
,
pp. 111-123
Persistent link: https://www.econbiz.de/10012059768
Saved in:
10
Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking & finance
97
(
2018
),
pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
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