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Shifts in sectoral wealth shares and risk premia : what explains them?
Bansal, Ravi; Ward, Colin; Yaron, Amir - 2017
Persistent link: https://www.econbiz.de/10011847410
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The neglect effect in security beta estimates - an observation of the US stock market from 1933 until 2016
Scheler, Fabian; Ecker, Frank; Werner, Jan - 2017
Persistent link: https://www.econbiz.de/10011921132
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Real estate betas and the implications for asset allocation
Mladina, Peter - In: The journal of investing 27 (2018) 1, pp. 109-120
Persistent link: https://www.econbiz.de/10011937567
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Optimizing cross-asset carry
Baltas, Nick - In: Factor investing : from traditional to alternative risk …, (pp. 317-364). 2017
Persistent link: https://www.econbiz.de/10011796432
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The EVA style approach to tactical asset allocation
Chakraborty, Atreya; Grant, James L.; Trahan, Emery Anthony - In: The journal of wealth management 20 (2017) 2, pp. 41-53
Persistent link: https://www.econbiz.de/10011750729
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Partnership allocations and their effects on tax-aware fund investors
Sosner, Nathan; Balzafiore, Philip; Du, Zhenduo - In: The journal of wealth management 21 (2018) 1, pp. 8-17
Persistent link: https://www.econbiz.de/10011873200
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Empirical examination of an integrative model for asset pricing : evidence from US market
Bhaskaran, Rajesh Kumar; Kovilathumpaday Sukumaran, Sujit - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 612-626
Persistent link: https://www.econbiz.de/10013453732
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News related to future GDP growth as a risk factor in equity returns
Vassalou, Maria - 2001
Persistent link: https://www.econbiz.de/10013423658
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Large scale mean-variance strategies in the U.S. stock market
Pezzo, Luca; Wang, Lei; Zirek, Duygu - In: Research in international business and finance 66 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014462513