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subject:"Finanzanalyse"
~subject:"Estimation"
~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
Working paper / National Bureau of Economic Research, Inc.
43
Discussion paper / Centre for Economic Policy Research
31
NBER Working Paper
29
NBER working paper series
29
Journal of financial economics
23
Journal of financial and quantitative analysis : JFQA
21
The journal of finance : the journal of the American Finance Association
17
Finance research letters
16
Journal of banking & finance
16
Pacific-Basin finance journal
15
The review of financial studies
13
Journal of international financial markets, institutions & money
10
The journal of futures markets
10
Applied economics
9
Journal of empirical finance
9
CESifo working papers
8
International review of economics & finance : IREF
8
Econometric Institute research papers
7
Energy economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Working papers / Rodney L. White Center for Financial Research
7
CESifo Working Paper Series
6
Discussion paper / Tinbergen Institute
6
Economic modelling
6
The journal of financial research
6
International review of financial analysis
5
Journal of risk and financial management : JRFM
5
Review of asset pricing studies
5
SpringerLink / Bücher
5
Working paper
5
Financial management
4
International review of finance
4
Journal of applied econometrics
4
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international money and finance
4
Quantitative finance
4
Review of quantitative finance and accounting
4
Staff reports / Federal Reserve Bank of New York
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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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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
Saved in:
9
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
Saved in:
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