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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
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Theory
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Capital income
17
Kapitaleinkommen
17
USA
13
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1931-1991
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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
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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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51
A test of market efficiency in government bonds : they fail the test by just enough to be interesting for alert traders
Conroy, Robert M.
- In:
The journal of portfolio management : a publication of …
13
(
1987
)
4
,
pp. 57-64
Persistent link: https://www.econbiz.de/10001114276
Saved in:
52
Bonds versus stocks : another look ; the look is at the market portfolio as well as at its components
Statman, Meir
- In:
The journal of portfolio management : a publication of …
13
(
1987
)
2
,
pp. 33-38
Persistent link: https://www.econbiz.de/10001114284
Saved in:
53
Eight relative strength models compared : the are seasonal quirks, but they all work ; longer-term models do best
Brush, John S.
- In:
The journal of portfolio management : a publication of …
13
(
1986
)
1
,
pp. 21-28
Persistent link: https://www.econbiz.de/10001114285
Saved in:
54
The empirical relevance of arbitrage pricing models : their major implications "are not supported by the evidence currently available"
Dhrymes, Phoebus J.
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
4
,
pp. 35-44
Persistent link: https://www.econbiz.de/10001114336
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55
A
CAPM
-based analysis of stock index futures : this is primarily for investors who hope to use futures to make money rather than as hedges to reduce risk
Gressis, Nicolas
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
3
,
pp. 47-52
Persistent link: https://www.econbiz.de/10001114340
Saved in:
56
Coins: anatomy of a fad asset : a "potent" inflation hedge and a good diversifier
Kane, Alex
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
2
,
pp. 44-51
Persistent link: https://www.econbiz.de/10001114343
Saved in:
57
Portfolio shares as "beta breakers"
Frankel, Jeffrey A.
- In:
The journal of portfolio management : a publication of …
11
(
1985
)
4
,
pp. 18-23
Persistent link: https://www.econbiz.de/10001114311
Saved in:
58
A mean-variance approach to fundamental valuations : they depend on probability distributions of assets' earnings, not on the beauty contest
Tobin, James
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 26-32
Persistent link: https://www.econbiz.de/10001114317
Saved in:
59
Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Sharpe, William F.
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 21-25
Persistent link: https://www.econbiz.de/10001114319
Saved in:
60
The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10001114322
Saved in:
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