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  • Search: subject:"analysis of individual factors/risk premia"
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Year of publication
Subject
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Portfolio selection 20 Portfolio-Management 20 analysis of individual factors/risk premia 17 Performance measurement 15 Performance-Messung 15 performance measurement 14 Financial analysis 11 Finanzanalyse 11 Theorie 11 Theory 11 Risikoprämie 9 Risk premium 9 Analysis of individual factors/risk premia 8 Börsenkurs 7 Share price 7 Nachhaltige Kapitalanlage 6 Security analysis and valuation 6 Sustainable investment 6 portfolio construction 6 ESG investing 5 Emerging economies 5 Estimation 5 Investment Fund 5 Investmentfonds 5 Schwellenländer 5 Schätzung 5 emerging markets 5 factor-based models 5 style investing 5 Anlageverhalten 4 Behavioural finance 4 Capital income 4 Corporate Social Responsibility 4 Corporate social responsibility 4 Kapitaleinkommen 4 Fundamental equity analysis 3 Welt 3 World 3 Aktienmarkt 2 Anleihe 2
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Undetermined 25
Type of publication
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Article 25
Type of publication (narrower categories)
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Article in journal 25 Aufsatz in Zeitschrift 25
Language
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English 25
Author
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Ang, Andrew 2 Fabozzi, Frank J. 2 Akgun, Osman T. 1 Alessandrini, Fabio 1 Berkin, Andrew L. 1 Chakraborty, Atreya 1 Cheema-Fox, Alexander 1 Chen, Zhiyao 1 Cohen, Andrew H. 1 Costa, Bruce A. 1 Dekker, Lennart 1 Dong, Feng 1 Duan, Xinrui 1 Dyachenko, Artem 1 Farkas, Walter 1 Ge, Wei 1 Grant, James L. 1 Groot, Wilma de 1 Houweling, Patrick 1 Jakob, Keith 1 Jondeau, Eric 1 Kang, Taehyeon 1 Kawadai, Naoya 1 Kim, Jang Ho 1 Kimura, Keiko 1 Konstantinov, Gueorgui 1 Kuenzi, David E. 1 LaPerla, Bridget R. 1 Lawler, Brian 1 Li, Fujun 1 Li, Jun 1 Liu, Xiaoyang 1 Maloney, Thomas 1 Martirosyan, Anna 1 Miyahara, Hiroki 1 Moskowitz, Tobias J. 1 Mossman, Brett 1 Mudge, Thomas J. 1 Muskens, Frederik 1 Niblock, Scott J. 1
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Published in...
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The journal of investing : JOI 7 The journal of portfolio management : JPM 7 The journal of impact and ESG investing 3 The journal of wealth management 3 The journal of portfolio management : a publication of Institutional Investor 2 The journal of fixed income : JFI 1 The journal of index investing : ETFs, ETPs, & indexing 1 The journal of wealth management : JWM 1
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Source
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ECONIS (ZBW) 25
Showing 1 - 10 of 25
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When and why does momentum work : and not work?
Berkin, Andrew L. - In: The journal of investing : JOI 30 (2021) 5, pp. 35-54
Persistent link: https://www.econbiz.de/10012613159
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Recent large-cap stock outperformance and its impact on US equities
Shapiro, Rob; Zheng, Fangze - In: The journal of investing : JOI 30 (2021) 5, pp. 95-106
Persistent link: https://www.econbiz.de/10012613204
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Is the size premium really driven by firm size?
Chen, Zhiyao; Li, Jun; Wang, Huijun - In: The journal of investing : JOI 30 (2021) 5, pp. 127-143
Persistent link: https://www.econbiz.de/10012613206
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Emerging market stock momentum returns during US economic regimes
Martirosyan, Anna; Simonian, Joseph - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 27-45
Persistent link: https://www.econbiz.de/10012613225
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China A-shares : strategic allocation to market and factor premiums
Groot, Wilma de; Swinkels, Laurens; Zhou, Weili - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 131-149
Persistent link: https://www.econbiz.de/10012613231
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The revealed inefficiencies of the China A-H premium
Li, Fujun; Liu, Xiaoyang; Viswanathan, Vivek - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 150-161
Persistent link: https://www.econbiz.de/10012613233
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Analyzing markets with a large public company : the case of South Korea
Kim, Jang Ho; Kang, Taehyeon; Yu, Jaeyong; Fabozzi, Frank J. - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 162-171
Persistent link: https://www.econbiz.de/10012613234
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Momentum information propagation through global supply chain networks
Yamamoto, Rei; Kawadai, Naoya; Miyahara, Hiroki - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 197-211
Persistent link: https://www.econbiz.de/10012613453
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How company size bias in ESG scores impacts the small cap investor
Akgun, Osman T.; Mudge, Thomas J.; Townsend, Blaine - In: The journal of impact and ESG investing 1 (2021) 4, pp. 31-44
Persistent link: https://www.econbiz.de/10012613565
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Carbon momentum
Walkshäusl, Christian - In: The journal of impact and ESG investing 2 (2021) 1, pp. 33-46
Persistent link: https://www.econbiz.de/10012613625
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