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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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CAPM
144
Theorie
68
Theory
68
Portfolio selection
44
Portfolio-Management
44
Capital income
40
Kapitaleinkommen
40
Risikoprämie
32
Risk premium
32
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28
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28
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27
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27
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22
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22
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17
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English
144
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Bali, Turan G.
3
Cakici, Nusret
3
Fabozzi, Frank J.
3
Lee, Wai
3
Nitschka, Thomas
3
Statman, Meir
3
Chevapatrakul, Thanaset
2
Engsted, Tom
2
Garcia, René
2
Jacobs, Bruce I.
2
Levy, Kenneth N.
2
Li, Xiafei
2
Simonian, Joseph
2
Sornette, Didier
2
Wöhrmann, Peter
2
Xu, Zhongxiang
2
Adriani, Fabrizio
1
Aggarwal, Raj
1
Ahmed, Shamim
1
Alcock, Jamie
1
Amenc, Noël
1
Andrade, Sandro C.
1
Ang, Andrew
1
Anginer, Deniz
1
Anson, Mark J. P.
1
Ardia, David
1
Arnott, Robert D.
1
Atanasov, Victoria
1
Atilgan, Yigit
1
Babu, Abhilash
1
Baele, Lieven
1
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1
Bailey, Warren
1
Bakshi, Gurdip S.
1
Baltas, Nick
1
Baltzer, Markus
1
Balvers, Ronald J.
1
Barr, David G.
1
Becchetti, Leonardo
1
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1
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Journal of international money and finance
The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
386
Working paper / National Bureau of Economic Research, Inc.
330
Journal of financial economics
320
Journal of banking & finance
277
NBER Working Paper
274
The journal of finance : the journal of the American Finance Association
251
The review of financial studies
221
Journal of economic dynamics & control
173
Finance research letters
171
Journal of empirical finance
162
International review of financial analysis
129
Journal of financial and quantitative analysis : JFQA
124
Management science : journal of the Institute for Operations Research and the Management Sciences
116
Economics letters
109
Pacific-Basin finance journal
100
Discussion paper / Centre for Economic Policy Research
98
Research paper series / Swiss Finance Institute
97
Applied economics
93
International review of economics & finance : IREF
90
Mathematical finance : an international journal of mathematics, statistics and financial theory
90
Economic modelling
87
Review of quantitative finance and accounting
87
Journal of international financial markets, institutions & money
84
The European journal of finance
82
The North American journal of economics and finance : a journal of financial economics studies
81
International journal of theoretical and applied finance
80
Journal of econometrics
80
Applied financial economics
77
The journal of futures markets
77
Working paper
76
Finance and stochastics
74
Journal of monetary economics
74
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
69
Journal of economic theory
66
Annals of finance
60
Discussion papers / CEPR
59
Swiss Finance Institute Research Paper
57
Journal of mathematical economics
56
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ECONIS (ZBW)
144
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1
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144
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Date (oldest first)
1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Local labor market and the cross section of stock returns
Ge, Yao
;
Qiao, Zheng
;
Zheng, Hao
- In:
Journal of international money and finance
138
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014478202
Saved in:
3
Which factor model? : a systematic return covariation perspective
Ahmed, Shamim
;
Bu, Ziwen
;
Symeonidis, Lazaros
; …
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
Saved in:
4
News-based sentiment and the value premium
Fabozzi, Francesco A.
;
Nazemi, Abdolreza
- In:
Journal of international money and finance
136
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014333316
Saved in:
5
An investment-based explanation of currency excess returns
Jamali, Ibrahim
;
Yamani, Ehab
;
Smallwood, Aaron D.
- In:
Journal of international money and finance
133
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014304722
Saved in:
6
Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian
;
Frei, Lukas
;
Gloede, Oliver
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
Saved in:
7
International determinants of asymmetric dependence in investment returns
Alcock, Jamie
;
Sinagl, Petra
- In:
Journal of international money and finance
122
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10013433557
Saved in:
8
Home bias and expected returns : a structural approach
Wallmeier, Martin
;
Iseli, Christoph
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013435238
Saved in:
9
The time-varying risk price of currency portfolios
Byrne, Joseph P.
;
Ibrahim, Boulis Maher
;
Sakemoto, Ryuta
- In:
Journal of international money and finance
124
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013435240
Saved in:
10
Default risk, macroeconomic conditions, and the market skewness risk premium
Xu, Zhongxiang
;
Li, Xiafei
;
Chevapatrakul, Thanaset
; …
- In:
Journal of international money and finance
127
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013435659
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