Similar Search Results

Conditional asset allocation in emerging markets

Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881186

The world price of covariance risk

Harvey, Campbell R. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 111-157

Persistent link: https://www.econbiz.de/10001106452

Sources of risk and expected returns in global equity markets

Ferson, Wayne E.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000881184

Dynamic trading strategies and portfolio choice

Bansal, Ravi (contributor); Dahlquist, Magnus (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003771636

Dynamic trading strategies and portfolio choice

Bansal, Ravi; Dahlquist, Magnus; Harvey, Campbell R. - 2004

Persistent link: https://www.econbiz.de/10002360609

Market timing ability and volatility implied in investment newsletters' asset allocation recommendations

Graham, John R. - In: Journal of financial economics 42 (1996) 3, pp. 397-421

Persistent link: https://www.econbiz.de/10001207936

The influence of political, economic, and financial risk on expected fixed-income returns

Erb, Claude B. - In: The journal of fixed income 6 (1996) 1, pp. 7-30

Persistent link: https://www.econbiz.de/10001205428

Sources of risk and expected returns in global equity markets

Ferson, Wayne E. - In: Journal of banking & finance 18 (1994) 4, pp. 775-803

Persistent link: https://www.econbiz.de/10001170155

Market timing ability and volatility implied in investment newsletters' asset allocation recommendations

Graham, John R.; Harvey, Campbell R. - 1994

Persistent link: https://www.econbiz.de/10000921346

Dissecting investment strategies in the cross section and time series

Baz, Jamil; Granger, Nicolas; Harvey, Campbell R.; Le … - 2015

We contrast the time-series and cross-sectional performance of three popular investment strategies: carry, momentum and value. While considerable research has examined the performance of these strategies in either a directional or cross-asset settings, we offer some insights on the market...

Persistent link: https://www.econbiz.de/10012822381