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~isPartOf:"Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor"
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Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
The review of financial studies
125
Working paper / National Bureau of Economic Research, Inc.
102
NBER working paper series
94
Journal of financial and quantitative analysis : JFQA
90
NBER Working Paper
77
Discussion paper / Centre for Economic Policy Research
72
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
48
Finance research letters
39
Journal of banking & finance
38
Pacific-Basin finance journal
32
International review of financial analysis
31
Applied economics
30
International review of finance
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
28
Energy economics
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SpringerLink / Bücher
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Econometric Institute research papers
26
Discussion paper / Tinbergen Institute
24
Journal of empirical finance
23
Finance India : the quarterly journal of Indian Institute of Finance
22
Financial management
21
Journal of international financial markets, institutions & money
21
The journal of financial research
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
18
Journal of risk and financial management : JRFM
17
Review of asset pricing studies
17
Springer eBook Collection
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CESifo working papers
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper
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International finance discussion papers
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Research paper series / Swiss Finance Institute
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Discussion papers / CEPR
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
The theory of risk, return, and performance measurement
Guerard, John Baynard
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 1-38)
.
2017
Persistent link: https://www.econbiz.de/10011602856
Saved in:
2
Market timing
Jagannathan, Ravi
;
Korajczyk, Robert A.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 49-71)
.
2017
Persistent link: https://www.econbiz.de/10011602877
Saved in:
3
Returns, risk, portfolio selection, and evaluation
Dhrymes, Phoebus J.
;
Guerard, John Baynard
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 73-110)
.
2017
Persistent link: https://www.econbiz.de/10011602879
Saved in:
4
Validating return-generating models
Blume, Marshall E.
;
Gültekin, Mustafa N.
;
Gultekin, N. …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 111-134)
.
2017
Persistent link: https://www.econbiz.de/10011602946
Saved in:
5
Invisible costs and profitability
Lou, Xiaoxia
;
Sadka, Ronnie
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 135-143)
.
2017
Persistent link: https://www.econbiz.de/10011602947
Saved in:
6
Mean-ELT portfolio construction in US equity market
Shao, Barret Pengyuan
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 155-168)
.
2017
Persistent link: https://www.econbiz.de/10011602952
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7
Portfolio performance assessment : statistical issues and methods for improvement
Stone, Bernell K.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 169-228)
.
2017
Persistent link: https://www.econbiz.de/10011602954
Saved in:
8
The duality of value and mean reversion
Beck, Noah
;
Goto, Shingo
;
Hsu, Jason C.
;
Kalesnik, Vitali
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 229-238)
.
2017
Persistent link: https://www.econbiz.de/10011602959
Saved in:
9
Performance of earnings yield and momentum factors in US and international equity markets
Menchero, Jose
;
Nagy, Zoltán
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 239-256)
.
2017
Persistent link: https://www.econbiz.de/10011603240
Saved in:
10
Alpha construction in a consistent investment process
Ceria, Sebastián
;
Sivaramakrishnan, Kartik
;
Stubbs, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 257-274)
.
2017
Persistent link: https://www.econbiz.de/10011603244
Saved in:
11
Empirical analysis of market connectedness as a risk factor for explaining expected stock returns
Deng, Shijie
;
Sim, Min
;
Huo, Xiaoming
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 275-289)
.
2017
Persistent link: https://www.econbiz.de/10011603250
Saved in:
12
The behaviour of sentiment-induced share returns : measurement when fundamentals are observable
Brealey, Richard A.
;
Cooper, Ian
;
Kaplanis, Evi C.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 291-313)
.
2017
Persistent link: https://www.econbiz.de/10011603257
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13
Constructing mean variance efficient frontiers using foreign large blend mutual funds
Xu, Ganlin
;
Markowitz, Harry
;
Wang, Minyee
;
Guerard, …
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 315-329)
.
2017
Persistent link: https://www.econbiz.de/10011603265
Saved in:
14
Fundamental versus traditional indexation for international mutual funds : evaluating DFA, WisdomTree, and RAFI PowerShares
Lim, Heehyun
;
Tower, Edward
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 331-353)
.
2017
Persistent link: https://www.econbiz.de/10011603273
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15
The Swiss black swan unpegging bad scenario : the losers and the winners
Lleo, Sébastien
;
Ziemba, William T.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 389-420)
.
2017
Persistent link: https://www.econbiz.de/10011603291
Saved in:
16
Leveling the playing field
Berk, Jonathan B.
;
Binsbergen, Jules H. van
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 421-430)
.
2017
Persistent link: https://www.econbiz.de/10011603295
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17
Against the "wisdom of crowds" : the investment performance of contrarian funds
Wei, Kelsey D.
;
Wermers, Russ
;
Yao, Tong
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 431-453)
.
2017
Persistent link: https://www.econbiz.de/10011603299
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