Narrow search
Showing 1 - 10 of 206
Cover Image
Estimating the negative impact of "noise" on the returns of cap-weighted portfolios in various segments of the equity markets
Fuller, Russell J.; Han, Bing; Tung, Yining - In: Journal of investment management : JOIM 10 (2012) 3, pp. 49-74
Persistent link: https://www.econbiz.de/10009656742
Cover Image
The stable ROE portfolio : an alternative equity index strategy based on common sense security analysis
Fuller, Russell J.; Giovinazzo, Raife; Tung, Yining - In: The journal of portfolio management : a publication of … 40 (2014), pp. 135-145
Persistent link: https://www.econbiz.de/10011433478
Cover Image
Estimating the Negative Impact of 'Noise' on the Returns of Cap-Weighted Portfolios in Various Segments of the Equity Markets
Fuller, Russell J. - 2012
Capital Market Theory assumes that the ex ante market portfolio (which is cap-weighted) lies on the (ex ante) efficient frontier. However, we show that ex ante cap-weighted portfolios will always be interior portfolios relative to the end-of-investment-period ex post efficient frontier. This is...
Persistent link: https://www.econbiz.de/10013099427
Cover Image
Estimating the negative impact of "noise" on the returns of cap-weighted portfolios in various segments of the equity markets
Fuller, Russell J.; Han, Bing; Tung, Yining - In: Journal of investment management : JOIM 10 (2012) 3, pp. 49-74
Persistent link: https://www.econbiz.de/10010048636
Cover Image
THINKING ABOUT INDICES AND "PASSIVE" VERSUS ACTIVE MANAGEMENT
Fuller, Russell J; Han, Bing; Tung, Yining - In: The journal of portfolio management : a publication of … 36 (2010) 4, pp. 35-48
Persistent link: https://www.econbiz.de/10008445485
Cover Image
Investor sentiment and option prices
Han, Bing - In: The review of financial studies 21 (2008) 1, pp. 387-414
Persistent link: https://www.econbiz.de/10003716174
Cover Image
Insider ownership and firm value : evidence from real estate investment trusts
Han, Bing - In: The journal of real estate finance and economics 32 (2006) 4, pp. 471-493
Persistent link: https://www.econbiz.de/10003316701
Cover Image
Stochastic volatilities and correlations of bond yields
Han, Bing - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1491-1524
Persistent link: https://www.econbiz.de/10003477383
Cover Image
Insider ownership and corporate value : evidence from real estate investment trusts
Han, Bing (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001992743
Cover Image
Limits of arbitrage, sentiment and pricing kernel : evidence from index options
Han, Bing (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101537