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subject:"Finanzanalyse"
~isPartOf:"Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor"
~subject:"Estimation"
~subject:"Volatilität"
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Finanzanalyse
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Capital market returns
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Guerard, John Baynard
3
Beck, Noah
1
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1
Binsbergen, Jules H. van
1
Brealey, Richard A.
1
Ceria, Sebastián
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Cooper, Ian
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Dhrymes, Phoebus J.
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
Working paper / National Bureau of Economic Research, Inc.
47
Journal of financial and quantitative analysis : JFQA
34
Discussion paper / Centre for Economic Policy Research
33
NBER working paper series
33
NBER Working Paper
32
The journal of futures markets
26
Journal of financial economics
25
Finance research letters
24
The journal of finance : the journal of the American Finance Association
22
Econometric Institute research papers
21
Journal of banking & finance
21
Pacific-Basin finance journal
18
The review of financial studies
18
Discussion paper / Tinbergen Institute
17
Energy economics
15
Applied economics
14
Journal of international financial markets, institutions & money
12
International review of economics & finance : IREF
11
Journal of risk and financial management : JRFM
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
CESifo working papers
9
International review of financial analysis
9
Journal of empirical finance
9
International review of finance
8
Review of asset pricing studies
8
The North American journal of economics and finance : a journal of financial economics studies
8
The journal of financial research
8
Working paper
8
Economic modelling
7
Journal of econometrics
7
Quantitative finance
7
Working papers / Rodney L. White Center for Financial Research
7
CESifo Working Paper Series
6
Financial management
6
Journal of applied econometrics
6
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
5
Economics letters
5
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Emerging markets, finance and trade : EMFT
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1
The theory of risk, return, and performance measurement
Guerard, John Baynard
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 1-38)
.
2017
Persistent link: https://www.econbiz.de/10011602856
Saved in:
2
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:
3
Invisible costs and profitability
Lou, Xiaoxia
;
Sadka, Ronnie
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 135-143)
.
2017
Persistent link: https://www.econbiz.de/10011602947
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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