//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"article"
~person:"Aldana-Galindo, Julian R."
~person:"Kraft, Holger"
~person:"Zaremba, Adam"
~subject:"Return predictability"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Portfolio performance"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Return predictability
Portfolio selection
62
Portfolio-Management
62
Capital income
34
Kapitaleinkommen
34
Estimation
29
Schätzung
29
CAPM
24
Theorie
18
Theory
18
Forecasting model
17
Prognoseverfahren
17
Börsenkurs
12
Share price
12
Welt
12
World
12
Aktienmarkt
11
Stock market
11
Risikoprämie
10
Risk premium
10
Asset pricing
8
Capital market returns
8
Financial investment
8
Kapitalanlage
8
Kapitalmarktrendite
8
Risiko
7
Risk
7
Anlageverhalten
6
Behavioural finance
6
Stochastic process
5
Stochastischer Prozess
5
Consumption-portfolio choice
4
Factor investing
4
International financial market
4
Internationaler Finanzmarkt
4
Lebenszyklus
4
Life cycle
4
Momentum
4
Volatility
4
Volatilität
4
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
Language
All
English
11
Author
All
Aldana-Galindo, Julian R.
Kraft, Holger
Zaremba, Adam
Long, Huaigang
3
Ma, Guiyuan
3
Munk, Claus
3
Siu, Chi Chung
3
Weiss, Farina
3
Zhu, Song-Ping
3
Karathanasopoulos, Andreas
2
Lou, Dong
2
Mikutowski, Mateusz
2
Simonato, Jean-Guy
2
Wang, Jiaguo
2
Weissensteiner, Alex
2
Ashour, Samar
1
Bali, Turan G.
1
Baltussen, Guido
1
Bengitöz, Pelin
1
Bianchi, Robert
1
Bilgin, Mehmet Huseyin
1
Bjerring, Thomas Trier
1
Bodnar, Taras
1
Boons, Martijn
1
Borochin, Paul
1
Branger, Nicole
1
Brown, Stephen J.
1
Caglayan, Mustafa O.
1
Cakici, Nusret
1
Carlson, Murray
1
Chapman, David A.
1
Chen, Huaizhi
1
Chen, Hui
1
Chou, Robin K.
1
Chung, San-Lin
1
Cohen, Lauren
1
Czech, Robert
1
Da, Zhi
1
Delgado, Francisco
1
Denault, Michel
1
more ...
less ...
Published in...
All
Finance research letters
2
Economic modelling
1
Essays on empirical asset pricing and consumption-portfolio choice
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Pacific-Basin finance journal
1
Quantitative finance
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
Saved in:
2
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
3
Can the portfolio excess growth rate explain the predictive power of idiosyncratic volatility?
Mantilla-Garcia, Daniel
;
Malagon, Juliana
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013457556
Saved in:
4
Real estate climate index and aggregate stock returns : evidence from China
Jiang, Yuexiang
;
Fu, Tao
;
Long, Huaigang
;
Zaremba, Adam
; …
- In:
Pacific-Basin finance journal
75
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013552561
Saved in:
5
Herding for profits : market breadth and the cross-section of global equity returns
Zaremba, Adam
;
Szyszka, Adam
;
Karathanasopoulos, Andreas
; …
- In:
Economic modelling
97
(
2021
),
pp. 348-364
Persistent link: https://www.econbiz.de/10012793470
Saved in:
6
Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam
;
Bilgin, Mehmet Huseyin
;
Long, Huaigang
; …
- In:
International review of financial analysis
78
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
Saved in:
7
Picking winners to pick your winners : The momentum effect in commodity risk factors
Zaremba, Adam
;
Mikutowski, Mateusz
;
Karathanasopoulos, …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203145
Saved in:
8
Predictors and portfolios over the life cycle
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
100
(
2019
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012162427
Saved in:
9
Is there momentum in factor premia? : evidence from international equity markets
Zaremba, Adam
;
Shemer, Jacob
- In:
Research in international business and finance
46
(
2018
),
pp. 120-130
Persistent link: https://www.econbiz.de/10011983585
Saved in:
10
Performance persistence of government bond factor premia
Zaremba, Adam
- In:
Finance research letters
22
(
2017
),
pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->