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type_genre:"Article in journal"
~person:"Ang, Andrew"
~person:"Scherer, Bernd"
~subject:"CAPM"
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Search: subject_exact:"Portfolio management"
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CAPM
Portfolio selection
43
Portfolio-Management
43
Theorie
19
Theory
19
Capital income
11
Kapitaleinkommen
11
Financial investment
9
Kapitalanlage
9
Diversification
6
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6
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5
Risikoprämie
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4
Investmentfonds
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portfolio construction
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Article in journal
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Ang, Andrew
Scherer, Bernd
Zaremba, Adam
23
Fabozzi, Frank J.
11
Hens, Thorsten
11
Sehgal, Sanjay
9
Jarrow, Robert A.
8
Blitz, David
7
Bossaerts, Peter L.
7
Evstigneev, Igor V.
7
Markowitz, Harry
7
Yang, Chunpeng
7
An, Yunbi
6
Faff, Robert W.
6
Ferson, Wayne E.
6
Grobys, Klaus
6
Kakushadze, Zura
6
Levy, Moshe
6
Lo, Andrew W.
6
Wenzelburger, Jan
6
Asgharian, Hossein
5
Auer, Benjamin R.
5
Cakici, Nusret
5
Fletcher, Jonathan
5
Hanauer, Matthias
5
He, Xue-zhong
5
Kim, Saejoon
5
Levy, Haim
5
Lioui, Abraham
5
Longstaff, Francis A.
5
Moskowitz, Tobias J.
5
Platen, Eckhard
5
Satchell, Stephen
5
Schmedders, Karl
5
Umutlu, Mehmet
5
Wagner, Niklas F.
5
Zhang, Lu
5
Zhong, Angel
5
Zhou, Guofu
5
Almeida, Caio
4
Branger, Nicole
4
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The journal of portfolio management : a publication of Institutional Investor
2
Financial analysts journal : FAJ
1
Financial markets and portfolio management
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of financial economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The journal of asset management
1
The journal of asset management : a major new, international quarterly journal for the financial community
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The review of financial studies
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ECONIS (ZBW)
10
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1
Adding alternative assets : return enhancement, diversification or hedging?
Scherer, Bernd
- In:
The journal of asset management : a major new, …
22
(
2021
)
6
,
pp. 437-442
Persistent link: https://www.econbiz.de/10012659815
Saved in:
2
Index + factors + alpha
Ang, Andrew
;
Chen, Linxi
;
Gates, Michael
;
Henderson, Paul D.
- In:
Financial analysts journal : FAJ
77
(
2021
)
4
,
pp. 45-64
Persistent link: https://www.econbiz.de/10012650888
Saved in:
3
Tail risk in the cross section of alternative risk premium strategies
Baltas, Nick
;
Scherer, Bernd
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 93-104
Persistent link: https://www.econbiz.de/10012016844
Saved in:
4
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew
;
Hogan, Kedreth C.
;
Shores, Sara
- In:
The journal of asset management
19
(
2018
)
3
,
pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
Saved in:
5
Factors to assets : mapping factor exposures to asset allocations
Greenberg, David
;
Babu, Abhilash
;
Ang, Andrew
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
Saved in:
6
Portfolio choice with illiquid assets
Ang, Andrew
;
Papanikolaou, Dimitris
;
Westerfield, Mark M.
- In:
Management science : journal of the Institute for …
60
(
2014
)
11
,
pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
Saved in:
7
Momentum and macroeconomic state variables
Kessler, Stephan
;
Scherer, Bernd
- In:
Financial markets and portfolio management
27
(
2013
)
4
,
pp. 335-363
Persistent link: https://www.econbiz.de/10010203023
Saved in:
8
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
Saved in:
9
Downside risk
Ang, Andrew
;
Chen, Joseph
;
Xing, Yuhang
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1191-1239
Persistent link: https://www.econbiz.de/10003391755
Saved in:
10
Timing deutscher Investmentfonds : eine empirische Analyse
Scherer, Bernd
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1994
),
pp. 187-208
Persistent link: https://www.econbiz.de/10001155455
Saved in:
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