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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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CAPM
60
Portfolio selection
35
Portfolio-Management
35
Theorie
27
Theory
27
Capital income
17
Kapitaleinkommen
17
USA
13
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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
Journal of international money and finance
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
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
60
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31
Value premium across countries
Kim, Tae-hwan
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 75-86
Persistent link: https://www.econbiz.de/10009670257
Saved in:
32
Choose your betas : benchmarking alternative equity index strategies
Amenc, Noël
;
Goltz, Felix
;
Lodh, Ashish
- In:
The journal of portfolio management : a publication of …
39
(
2012
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10009670638
Saved in:
33
Robust reverse engineering of cross-sectional returns and improved portfolio allocation performance using the
CAPM
Ni, Xiaohui
;
Malevergne, Yannick
;
Sornette, Didier
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 76-85
Persistent link: https://www.econbiz.de/10009273886
Saved in:
34
Stocks of admired and spurned companies
Anginer, Deniz
;
Statman, Meir
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 71-77
Persistent link: https://www.econbiz.de/10003980038
Saved in:
35
Valuation-indifferent weighting for bonds
Arnott, Robert D.
;
Hsu, Jason C.
;
Li, Feifei
;
Shepherd, …
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 117-130
Persistent link: https://www.econbiz.de/10003980054
Saved in:
36
Quantitative equity investing : out of style?
Kahn, Ronald N.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 5-6
Persistent link: https://www.econbiz.de/10009520391
Saved in:
37
The real estate risk premium : a developed/emerging country panel data analysis
D'Argensio, John-John
;
Laurin, Frédéric
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
5
,
pp. 118-132
Persistent link: https://www.econbiz.de/10008654012
Saved in:
38
Beyond Black-Litterman : letting the data speak
Zhou, Guofu
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
Saved in:
39
Look-ahead benchmark bias in portfolio performance evaluation
Daniel, Gilles
;
Sornette, Didier
;
Wöhrmann, Peter
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 121-130
Persistent link: https://www.econbiz.de/10003909602
Saved in:
40
The Black-Litterman model for active portfolio management
Silva, Alexandre S. da
;
Lee, Wai
;
Pornrojnangkool, Bobby
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
2
,
pp. 61-70
Persistent link: https://www.econbiz.de/10009520417
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