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~subject:"Capital income"
~subject:"Portfolio selection"
~type_genre:"Article in journal"
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Search: person:"Umutlu, Mehmet"
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Capital income
Portfolio selection
Kapitaleinkommen
16
Estimation
12
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12
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10
Welt
10
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10
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7
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7
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English
17
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Umutlu, Mehmet
17
Zaremba, Adam
7
Bengitöz, Pelin
4
Akdeniz, Levent
2
Altay-Salih, Aslihan
2
Karathanasopoulos, Andreas
2
Shackleton, Mark B.
2
Yargı, Seher Gören
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Arisoy, Yakup Eser
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Fu, Xi
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
Finance research letters
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Financial analysts' journal : FAJ
1
International review of financial analysis
1
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Pacific-Basin finance journal
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Quantitative finance and economics
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Research in international business and finance
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
17
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1
Return range and the cross-section of expected index returns in international stock markets
Umutlu, Mehmet
;
Bengitöz, Pelin
- In:
Quantitative finance and economics
5
(
2021
)
3
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012592477
Saved in:
2
Are return predictors of industrial equity indexes common across regions?
Bengitöz, Pelin
;
Umutlu, Mehmet
- In:
The journal of asset management : a major new, …
24
(
2023
)
5
,
pp. 396-418
Persistent link: https://www.econbiz.de/10014325428
Saved in:
3
Market segmentation and international diversification across country and industry portfolios
Umutlu, Mehmet
;
Yargı, Seher Gören
;
Zaremba, Adam
- In:
Research in international business and finance
65
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014434054
Saved in:
4
To diversify or not to diversify internationally?
Umutlu, Mehmet
;
Yargı, Seher Gören
- In:
Finance research letters
44
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014520444
Saved in:
5
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet
;
Bengitöz, Pelin
;
Zaremba, Adam
- In:
Applied economics
53
(
2021
)
54
,
pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Saved in:
6
Opposites attract : combining alpha momentum and alpha reversal in international equity markets
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
The journal of investing : JOI
29
(
2020
)
3
,
pp. 38-62
Persistent link: https://www.econbiz.de/10013177472
Saved in:
7
Where have the profits gone? : market efficiency and the disappearing equity anomalies in country and industry returns
Zaremba, Adam
;
Umutlu, Mehmet
;
Maydybura, Alina
- In:
Journal of banking & finance
121
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012521610
Saved in:
8
The cross-section of industry equity returns and global tactical asset allocation across regions and industries
Umutlu, Mehmet
;
Bengitöz, Pelin
- In:
International review of financial analysis
72
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437215
Saved in:
9
Does idiosyncratic volatility matter at the global level?
Umutlu, Mehmet
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 252-268
Persistent link: https://www.econbiz.de/10012117857
Saved in:
10
Alpha momentum and alpha reversal in country and industry equity indexes
Zaremba, Adam
;
Umutlu, Mehmet
;
Karathanasopoulos, Andreas
- In:
Journal of empirical finance
53
(
2019
),
pp. 144-161
Persistent link: https://www.econbiz.de/10012171632
Saved in:
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