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ECONIS (ZBW)
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RePEc
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41
Predictable returns and asset allocation : should a skeptical investor time the market?
Wachter, Jessica
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-178
Persistent link: https://www.econbiz.de/10003833758
Saved in:
42
Estimating portfolio conditional returns distribution through style analysis models
Attardi, Laura
;
Vistocco, Domenico
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 11-17)
.
2008
Persistent link: https://www.econbiz.de/10003837046
Saved in:
43
Price momentum in stocks : insights from Victorian age data
Chabot, Benjamin
;
Ghysels, Eric
;
Jagannathan, Ravi
-
2008
Persistent link: https://www.econbiz.de/10003791258
Saved in:
44
Are survey forecasts of individual and institutional investor sentiments rational?
Verma, Rahul
;
Verma, Priti
- In:
International review of financial analysis
17
(
2008
)
5
,
pp. 1139-1155
Persistent link: https://www.econbiz.de/10003792455
Saved in:
45
Relationship between variability of past returns and levels of future returns for common stocks, 1926-1960
Pratt, Shannon P.
- In:
Business valuation review : the quarterly journal of …
27
(
2008
)
2
,
pp. 70-78
Persistent link: https://www.econbiz.de/10003793711
Saved in:
46
Sources of Alpha in commodity investing
Mezger, Markus
- In:
The handbook of commodity investing
,
(pp. 423-453)
.
2008
Persistent link: https://www.econbiz.de/10003795200
Saved in:
47
Dynamic consumption and asset allocation with derivative securities
Hsuku, Yuan-Hung
- In:
Quantitative fund management
,
(pp. 43-66)
.
2009
Persistent link: https://www.econbiz.de/10003796940
Saved in:
48
Stocks as lotteries : the implications of probability weighting for security prices
Barberis, Nicholas
;
Huang, Ming
- In:
The American economic review
98
(
2008
)
5
,
pp. 2066-2100
Persistent link: https://www.econbiz.de/10003809380
Saved in:
49
Low-cost momentum strategies
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
The journal of asset management
9
(
2008/09
)
6
,
pp. 366-379
Persistent link: https://www.econbiz.de/10003812497
Saved in:
50
Asset allocation and location over the life cycle with survival-contingent payoffs
Horneff, Wolfram J.
;
Maurer, Raimond
;
Mitchell, Olivia S.
; …
-
2008
Persistent link: https://www.econbiz.de/10003861308
Saved in:
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