//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Equity Trading : The Trouble w...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Portfolio selection
4
Portfolio-Management
4
Theorie
4
Theory
4
CAPM
3
Derivat <Wertpapier>
2
Geldpolitik
2
Inflation
2
Monetary policy
2
Option pricing theory
2
Optionspreistheorie
2
Yield curve
2
Zinsstruktur
2
60/40 portfolio
1
Anleihe
1
Bond
1
Capital income
1
Derivat
1
Derivative
1
Derivative securities
1
Estimation
1
Expected returns
1
Financial economics
1
Forecasting model
1
Index-linked bond
1
Indexanleihe
1
Inflation expectations
1
Inflationserwartung
1
Interest rate derivative
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Long-term/retirement investing
1
Preiskonvergenz
1
Price convergence
1
Real interest rate
1
Realzins
1
Risikoprämie
1
Risk premium
1
Schätzung
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Baz, Jamil
1
Ramirez, German
1
Sapra, Steve
1
Published in...
All
Journal of investment management : JOIM
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are 60/40 portfolio returns predictable?
Baz, Jamil
;
Sapra, Steve
;
Ramirez, German
- In:
Journal of investment management : JOIM
21
(
2023
)
3
,
pp. 61-76
Persistent link: https://www.econbiz.de/10014390452
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->