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type_genre:"Article in book"
type_genre:"Rezension"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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CAPM
Theorie
175
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175
Portfolio selection
98
Portfolio-Management
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32
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32
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17
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Article in book
Rezension
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27
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27
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Lee, Wai
2
Ardia, David
1
Bergeron, Alain
1
Blitz, David
1
Boudt, Kris
1
Carvalho, Raul Leote de
1
Cheng, Eddie
1
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1
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1
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1
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1
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1
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1
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The journal of portfolio management : a publication of Institutional Investor
The journal of finance : the journal of the American Finance Association
154
Journal of financial economics
153
The review of financial studies
139
Journal of banking & finance
122
Journal of economic dynamics & control
116
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
Finance research letters
75
Journal of empirical finance
75
Journal of financial and quantitative analysis : JFQA
65
Economics letters
64
Management science : journal of the Institute for Operations Research and the Management Sciences
59
Journal of monetary economics
54
Journal of economic theory
53
Finance and stochastics
51
International review of economics & finance : IREF
46
International review of financial analysis
45
Journal of econometrics
45
International journal of theoretical and applied finance
43
The North American journal of economics and finance : a journal of financial economics studies
43
Journal of international money and finance
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Review of quantitative finance and accounting
40
Annals of finance
38
Advances in futures and options research : a research annual
36
The journal of futures markets
36
Economic theory : official journal of the Society for the Advancement of Economic Theory
34
Journal of mathematical economics
34
Economic modelling
33
Applied economics
32
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
32
The European journal of finance
30
European journal of operational research : EJOR
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Journal of political economy
27
Journal of international financial markets, institutions & money
26
The financial review : the official publication of the Eastern Finance Association
25
The journal of real estate finance and economics
25
Applied economics letters
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Applied financial economics
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ECONIS (ZBW)
27
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1
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
Saved in:
2
Multi-asset volatility premiums or anomalies?
Jacobsen, Brian
;
Cheng, Eddie
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 47-57
Persistent link: https://www.econbiz.de/10012016819
Saved in:
3
Asset allocation and factor investing : an integrated approach
Bergeron, Alain
;
Kritzman, Mark
;
Sivitsky, Gleb
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 32-38
Persistent link: https://www.econbiz.de/10011878269
Saved in:
4
Optimal blending of smart beta and multifactor portfolios
Dopfel, Frederick E.
;
Lester, Ashley
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 93-105
Persistent link: https://www.econbiz.de/10011878340
Saved in:
5
Black-Litterman with a factor strucure applied to multi-asset portfolios
Figelman, Ilya
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 136-155
Persistent link: https://www.econbiz.de/10011880130
Saved in:
6
Equilibrium analysis of asset prices : lessons from CIR and APT
Kogan, Leonid
;
Papanikolaou, Dimitris
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011916019
Saved in:
7
Behavioral asset pricing : asset pricing for normal people
Statman, Meir
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 5-9
Persistent link: https://www.econbiz.de/10011877397
Saved in:
8
From risk premia to smart betas : a unified framework
Da Silva, Alexandre Schutel
;
Lee, Wai
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
1
,
pp. 44-54
Persistent link: https://www.econbiz.de/10011877512
Saved in:
9
The Black-Litterman approach and views from predictive regressions : theory and implementation
Geyer, Alois
;
Lučivjanská, Katarína
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 38-48
Persistent link: https://www.econbiz.de/10011686085
Saved in:
10
Alpha signals, smart betas, and factor model alignment
Marsh, Terry Alan
;
Pfleiderer, Paul
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 51-66
Persistent link: https://www.econbiz.de/10011686687
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