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subject:"Finanzanalyse"
~isPartOf:"Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor"
~subject:"Estimation"
~subject:"Risikoprämie"
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Finanzanalyse
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Capital market returns
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Guerard, John Baynard
2
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Brealey, Richard A.
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Ceria, Sebastián
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Cooper, Ian
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
Working paper / National Bureau of Economic Research, Inc.
47
NBER Working Paper
34
NBER working paper series
34
Discussion paper / Centre for Economic Policy Research
33
Journal of financial and quantitative analysis : JFQA
30
Journal of financial economics
25
The review of financial studies
23
Finance research letters
21
The journal of finance : the journal of the American Finance Association
21
Journal of banking & finance
19
Pacific-Basin finance journal
17
Applied economics
11
Journal of empirical finance
11
The journal of futures markets
11
International review of economics & finance : IREF
10
Journal of international financial markets, institutions & money
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
CESifo working papers
9
Energy economics
9
Econometric Institute research papers
8
International review of financial analysis
8
The journal of financial research
8
Discussion paper / Tinbergen Institute
7
Economic modelling
7
Working papers / Rodney L. White Center for Financial Research
7
CESifo Working Paper Series
6
Quantitative finance
6
SpringerLink / Bücher
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper
6
International review of finance
5
Journal of econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Journal of risk and financial management : JRFM
5
Review of asset pricing studies
5
Staff reports / Federal Reserve Bank of New York
5
Discussion paper / LSE Financial Markets Group
4
Economics letters
4
Financial management
4
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Returns, risk, portfolio selection, and evaluation
Dhrymes, Phoebus J.
;
Guerard, John Baynard
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 73-110)
.
2017
Persistent link: https://www.econbiz.de/10011602879
Saved in:
2
Mean-ELT portfolio construction in US equity market
Shao, Barret Pengyuan
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 155-168)
.
2017
Persistent link: https://www.econbiz.de/10011602952
Saved in:
3
Portfolio performance assessment : statistical issues and methods for improvement
Stone, Bernell K.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 169-228)
.
2017
Persistent link: https://www.econbiz.de/10011602954
Saved in:
4
The duality of value and mean reversion
Beck, Noah
;
Goto, Shingo
;
Hsu, Jason C.
;
Kalesnik, Vitali
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 229-238)
.
2017
Persistent link: https://www.econbiz.de/10011602959
Saved in:
5
Alpha construction in a consistent investment process
Ceria, Sebastián
;
Sivaramakrishnan, Kartik
;
Stubbs, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 257-274)
.
2017
Persistent link: https://www.econbiz.de/10011603244
Saved in:
6
Empirical analysis of market connectedness as a risk factor for explaining expected stock returns
Deng, Shijie
;
Sim, Min
;
Huo, Xiaoming
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 275-289)
.
2017
Persistent link: https://www.econbiz.de/10011603250
Saved in:
7
The behaviour of sentiment-induced share returns : measurement when fundamentals are observable
Brealey, Richard A.
;
Cooper, Ian
;
Kaplanis, Evi C.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 291-313)
.
2017
Persistent link: https://www.econbiz.de/10011603257
Saved in:
8
Constructing mean variance efficient frontiers using foreign large blend mutual funds
Xu, Ganlin
;
Markowitz, Harry
;
Wang, Minyee
;
Guerard, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 315-329)
.
2017
Persistent link: https://www.econbiz.de/10011603265
Saved in:
9
Fundamental versus traditional indexation for international mutual funds : evaluating DFA, WisdomTree, and RAFI PowerShares
Lim, Heehyun
;
Tower, Edward
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011603273
Saved in:
10
Leveling the playing field
Berk, Jonathan B.
;
Binsbergen, Jules H. van
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 421-430)
.
2017
Persistent link: https://www.econbiz.de/10011603295
Saved in:
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