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The capital gain lock-in effect with short sales constraints
Klein, Peter - In: Journal of banking & finance 22 (1998) 12, pp. 1533-1558
Persistent link: https://www.econbiz.de/10001252587
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Portfolio selection under institutional procedures for short selling : normative and market-equilibrium considerations
Kwan, Clarence C. Y. - In: Journal of banking & finance 21 (1997) 3, pp. 369-391
Persistent link: https://www.econbiz.de/10001216971
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Sources of risk and expected returns in global equity markets
Ferson, Wayne E. - In: Journal of banking & finance 18 (1994) 4, pp. 775-803
Persistent link: https://www.econbiz.de/10001170155
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Modern portfolio theory, 1950 to date
Elton, Edwin J. - In: Journal of banking & finance 21 (1997) 11, pp. 1743-1759
Persistent link: https://www.econbiz.de/10001236720
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Risk averse bank managers : exogenous shocks, portfolio reallocations and market spillovers
Pecchenino, Rowena A. - In: Journal of banking & finance 22 (1998) 2, pp. 161-174
Persistent link: https://www.econbiz.de/10001237047
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Hysteresis bands on returns, holding period and transaction costs
Delgado, Francisco; Dumas, Bernard; Puopolo, Giovanni W. - In: Journal of banking & finance 57 (2015), pp. 86-100
Persistent link: https://www.econbiz.de/10011543798
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Keeping up with the Joneses and optimal diversification
Levy, Moshe; Levy, Haim - In: Journal of banking & finance 58 (2015), pp. 29-38
Persistent link: https://www.econbiz.de/10011543860
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A new approach to assessing model risk in high dimensions
Bernard, Carole; Vanduffel, Steven - In: Journal of banking & finance 58 (2015), pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
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Earning the right premium on the right factor in portfolio planning
Branger, Nicole; Hansis, Alexandra - In: Journal of banking & finance 59 (2015), pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
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Do commodities add value in multi-asset portfolios? : an out-of-sample analysis for different investment strategies
Bessler, Wolfgang; Wolff, Dominik - In: Journal of banking & finance 60 (2015), pp. 1-20
Persistent link: https://www.econbiz.de/10011544827