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Static indexing beats tactical asset allocation

McCarthy, Joseph E.; Tower, Edward - In: The journal of index investing : ETFs, ETPs, & indexing 11/12 (2021) 4/1, pp. 41-52

Persistent link: https://www.econbiz.de/10012613698

Factor investing in emerging market credits

Dekker, Lennart; Houweling, Patrick; Muskens, Frederik - In: The journal of index investing : ETFs, ETPs, & indexing 12 (2021) 2, pp. 28-46

Persistent link: https://www.econbiz.de/10012613702

A-KA model : an optimization of the stock’s ortofolio

Regina, Filippo; Bisceglia, Mauro Gianfranco - In: Zagreb international review of economics & business 23 (2020) 2, pp. 21-40

Persistent link: https://www.econbiz.de/10012601221

Performance attribution for multifactorial equity portfolios

Abergel, Frédéric; Heckel, Thomas - In: The journal of investment strategies 10 (2021) 3, pp. 1-35

Persistent link: https://www.econbiz.de/10013270048

An application of portfolio mean-variance and semi-variance optimization techniques : a case of Fiji

Kumar, Ronald Ravinesh; Stauvermann, Peter; Samitas, … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-25

In this paper, we apply the Markowitz portfolio optimization technique based on mean-variance and semi-variance as measures of risk on stocks listed on the South Pacific Stock Exchange, Fiji. We document key market characteristics and consider monthly returns data from SEP-2019 to FEB-2022 (T =...

Persistent link: https://www.econbiz.de/10013273118

The impact of heuristic and herding biases on portfolio construction and performance : the case of Greece

Gavrilakis, Nektarios; Floros, Christos - In: Review of behavioral finance : RBF 14 (2022) 3, pp. 436-462

Persistent link: https://www.econbiz.de/10013286652

How to increase the odds of owning the few stocks that drive returns

Tidmore, Chris; Kinniry, Francis M.; Renzi-Ricci, Giulio; … - In: The journal of investing : JOI 29 (2019) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10013177251

Capture ratios : seizing market gains, avoiding losses, and attracting investors’ funds

Marlo, Timothy; Stark, Jeffrey R. - In: The journal of investing : JOI 29 (2019) 1, pp. 80-94

Persistent link: https://www.econbiz.de/10013177276

Diversification benefits of European small-cap stocks after the Global Financial Crisis and Brexit

Nguyen, Tien D.; Switzer, Lorne N. - In: The journal of investing : JOI 29 (2019) 1, pp. 95-118

Persistent link: https://www.econbiz.de/10013177287

Three pillars of modern responsible investment

Kurtz, Lloyd - In: The journal of investing : JOI 29 (2020) 2, pp. 21-32

Persistent link: https://www.econbiz.de/10013177305