EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf_id:10008218002
Narrow search

Narrow search

Year of publication
Type of publication
All
Article 265
Language
All
English 200 Undetermined 65
Author
All
Scherer, Bernd 7 Mitra, Gautam 5 Dunis, Christian L. 4 McMillan, David G. 4 Miao, Jia 4 Ammann, Manuel 3 Bandopadhyaya, Arindam 3 Dunis, Christian 3 Hwang, Soosung 3 Kritzman, Mark 3 Rompotis, Gerasimos G. 3 Sarkar, Amitava 3 Schaub, Mark 3 Swinkels, Laurens 3 Tokic, Damir 3 Adams, Zeno 2 Au, Andrea S. 2 Balsara, Nauzer 2 Bird, Ron 2 Black, Angela J. 2 Blitz, David 2 Boer, Sanne de 2 Brooks, Chris 2 Carducci, Bernardo J. 2 Chakrabarti, Gagari 2 Chincarini, Ludwig B. 2 Chong, James 2 Clare, Andrew 2 Coutts, Julian 2 D'Hondt, Catherine 2 Drobetz, Wolfgang 2 Duttachaudhuri, Tamal 2 El Mir, Ali 2 Ellison, Frank 2 Estrada, Javier 2 Füss, Roland 2 Gemmill, Gordon 2 Giot, Pierre 2 Giraud, Jean-Rene 2 Glabadanidis, Paskalis 2
more ... less ...
Published in...
All
The journal of asset management 265
Source
All
OLC EcoSci 265
Showing 1 - 10 of 265
Cover Image
Compositional changes in the FTSE100 index from the standpoint of an arbitrageur
Opong, Kwaku; Siganos, Antonios - In: The journal of asset management 14 (2013) 2, pp. 120-132
Persistent link: https://www.econbiz.de/10010159698
Saved in:
Cover Image
Are behavioural finance equity funds a superior investment? : a note on fund performance and market eficiency
Goodfellow, Christiane; Schiereck, Dirk; Wippler, Steffen - In: The journal of asset management 14 (2013) 2, pp. 111-119
Persistent link: https://www.econbiz.de/10010159699
Saved in:
Cover Image
Benchmark replication portfolio strategies
Glabadanidis, Paskalis; Zolotoy, Leon - In: The journal of asset management 14 (2013) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10010159700
Saved in:
Cover Image
Can time difference deter arbitrage opportunities?
Bogomolov, Timofei; Liu, Lixian; Kalev, Petko S. - In: The journal of asset management 14 (2013) 2, pp. 79-94
Persistent link: https://www.econbiz.de/10010159701
Saved in:
Cover Image
Are stocks riskier than bonds? : not if you assess risk like Warren Buffett ; invited editorial
Estrada, Javier - In: The journal of asset management 14 (2013) 2, pp. 73-78
Persistent link: https://www.econbiz.de/10010159702
Saved in:
Cover Image
A hybrid genetic algorithm-support vector machine approach in the task of forecasting and trading
Dunis, Christian L.; Likothanassis, Spiros D.; … - In: The journal of asset management 14 (2013) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10010146227
Saved in:
Cover Image
Do they trade as they say? : comparing survey data and trading records
Nguyen, Tristan; Schuessler, Alexander - In: The journal of asset management 14 (2013) 1, pp. 37-51
Persistent link: https://www.econbiz.de/10010146228
Saved in:
Cover Image
A comparative performance analysis of conventional and Islamic exchange-traded funds
Alam, Nafis - In: The journal of asset management 14 (2013) 1, pp. 27-36
Persistent link: https://www.econbiz.de/10010146229
Saved in:
Cover Image
A comparison between capitalization-weighted and equally weighted indexes in the European equity market
Bolognesi, Enrica; Torluccio, Giuseppe; Zuccheri, Andrea - In: The journal of asset management 14 (2013) 1, pp. 14-26
Persistent link: https://www.econbiz.de/10010146230
Saved in:
Cover Image
The Black-Latterman model : a risk budgeting perspective
O'Toole, Randy - In: The journal of asset management 14 (2013) 1, pp. 2-13
Persistent link: https://www.econbiz.de/10010146231
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
FAQ-Assistent (beta)
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...