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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
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The journal of portfolio management : a publication of Institutional Investor
NBER working paper series
589
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566
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518
International review of financial analysis
479
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460
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421
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327
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305
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263
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258
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250
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249
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246
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241
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241
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184
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180
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179
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163
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155
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146
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ECONIS (ZBW)
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1
Great expectations : a tactical asset allocation framework for diversified real asset portfolios
Simonian, Joseph
;
Wu, Chenwei
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 38-45
Persistent link: https://www.econbiz.de/10012016812
Saved in:
2
Carry-based expected returns for strategic asset allocation
Schnetzer, Michael
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
2
,
pp. 68-81
Persistent link: https://www.econbiz.de/10012016839
Saved in:
3
Crowded trades : implications for sector rotation and factor timing
Kinlaw, William
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10012116074
Saved in:
4
The size premium in equity markets : where is the risk?
Ciliberti, Stefano
;
Sérié, Emmanuel
;
Simon, Guillaume
; …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 58-68
Persistent link: https://www.econbiz.de/10012116077
Saved in:
5
Foundations of ESG investing : how ESG affects equity valuation, risk and performance
Giese, Guido
;
Lee, Linda-Eling
;
Melas, Dimitris
;
Nagy, …
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 69-83
Persistent link: https://www.econbiz.de/10012116083
Saved in:
6
Relative strength over investment horizons and stock returns
Zhu, Zhaobo
;
Duan, Xinrui
;
Tu, Jun
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012433122
Saved in:
7
On black's leverage effect in firms with no leverage
Hasanhodzic, Jasmina
;
Lo, Andrew W.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 106-122
Persistent link: https://www.econbiz.de/10012433123
Saved in:
8
Why do enterprise multiples predict expected stock returns?
Crawford, Steven S.
;
Gray, Wesley R.
;
Vogel, Jack R.
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 123-138
Persistent link: https://www.econbiz.de/10012433124
Saved in:
9
Short-horizon beta or long-horizon alpha?
Kamara, Avraham
;
Korajczyk, Robert A.
;
Lou, Xiaoxia
; …
- In:
The journal of portfolio management : a publication of …
45
(
2018
)
1
,
pp. 96-105
Persistent link: https://www.econbiz.de/10011980688
Saved in:
10
Regime shifts in excess stock return predictability : an out-of-sample portfolio analysis
Dal Pra, Giulia
;
Guidolin, Massimo
;
Pedio, Manuela
; …
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 10-24
Persistent link: https://www.econbiz.de/10011877594
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11
Improving U.S. stock return forecasts : a "fair-value" CAPE approach
Davis, Joseph H.
;
Aliaga-Díaz, Roger
;
Ahluwalia, Harshdeep
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 43-55
Persistent link: https://www.econbiz.de/10011877612
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12
Generalized performance measures : optimal overweighing of fees relative to sample returns
Levy, Moshe
;
Roll, Richard
- In:
The journal of portfolio management : a publication of …
44
(
2017
)
3
,
pp. 66-75
Persistent link: https://www.econbiz.de/10011877634
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13
Persistence of hedge fund returns and fee-aware portfolio construction
Rudin, Alexander
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
5
,
pp. 103-112
Persistent link: https://www.econbiz.de/10011879530
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14
Industry rotation and time-varying sensitivity by VIX
Copeland, Maggie
;
Copeland, Michael
;
Copeland, Thomas E.
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
6
,
pp. 89-97
Persistent link: https://www.econbiz.de/10011916030
Saved in:
15
Downside beta and equity returns around the world
Atilgan, Yigit
;
Bali, Turan G.
;
Demirtas, K. Ozgur
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 39-54
Persistent link: https://www.econbiz.de/10012260362
Saved in:
16
The impact of flows into exchange-traded funds : volumes and correlations
Madhavan, Ananth
;
Morillo, Daniel
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 96-107
Persistent link: https://www.econbiz.de/10012260461
Saved in:
17
The impact of estimation error on latent factor model forecasts of portfolio risk
Bianchi, Stephen W.
;
Goldberg, Lisa
;
Rosenberg, Allan
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 147-156
Persistent link: https://www.econbiz.de/10011686352
Saved in:
18
A practitioner's defense of return predictability
Hull, Blair
;
Qiao, Xiao
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
3
,
pp. 60-76
Persistent link: https://www.econbiz.de/10011687073
Saved in:
19
Abnormal stock returns using supply chain momentum and operational financials
Paatela, Antti
;
Noschis, Elias
;
Hameri, Ari-Pekka
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
2
,
pp. 50-60
Persistent link: https://www.econbiz.de/10011687253
Saved in:
20
Two types of factors : a return decomposition for factor portfolios
Kushner, Joseph
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 17-32
Persistent link: https://www.econbiz.de/10011804339
Saved in:
21
The impact on stock returns of crowding by mutual funds
Zhong, Ligang
;
Ding, Xiaoya
;
Tay, Nicholas S. P.
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 87-99
Persistent link: https://www.econbiz.de/10011804959
Saved in:
22
Stock-bond correlation and duration risk allocation
Xinyi, Liu
;
Hua, Fan
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
2
,
pp. 56-63
Persistent link: https://www.econbiz.de/10011685333
Saved in:
23
Risk neglect in equity markets
Baker, Malcolm
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
3
,
pp. 12-25
Persistent link: https://www.econbiz.de/10011685803
Saved in:
24
Investor interest and the returns to commodity investing
Bhardwaj, Geetesh
;
Gorton, Gary
;
Rouwenhorst, K. Geert
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
3
,
pp. 44-55
Persistent link: https://www.econbiz.de/10011685816
Saved in:
25
Still no presidential puzzle for the stock market
Cocquemas, François
;
Whaley, Robert E.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 4-7
Persistent link: https://www.econbiz.de/10011686080
Saved in:
26
Building diversified portfolios that outperform out of sample
López de Prado, Marcos M.
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011686097
Saved in:
27
Twitter sentiment and IPO performance : a cross-sectional examination
Liew, Jim Kyung-Soo
;
Wang, Garrett Zhengyuan
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
4
,
pp. 129-135
Persistent link: https://www.econbiz.de/10011686110
Saved in:
28
Can the whole be more than the sum of the parts? : bottom-up versus top-down multifactor portfolio construction
Bender, Jennifer
;
Wang, Taie
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 39-50
Persistent link: https://www.econbiz.de/10011686682
Saved in:
29
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
30
Occam's razor redux : establishing reasonable expectations for financial market returns
Bogle, John C.
;
Nolan, Michael W.
- In:
The journal of portfolio management : a publication of …
42
(
2015
)
1
,
pp. 119-134
Persistent link: https://www.econbiz.de/10011409030
Saved in:
31
Did the profitability of momentum and reversal strategies decline with arbitrage costs after the turn of the millennium?
Lee, Jieun
;
Ogden, Joseph P.
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
3
,
pp. 70-83
Persistent link: https://www.econbiz.de/10011294166
Saved in:
32
Market transparency and the marking precision of bond mutual fund managers
Cici, Gjergji
;
Gibson, Scott
;
Gündüz, Yalın
; …
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
2
,
pp. 126-137
Persistent link: https://www.econbiz.de/10011294186
Saved in:
33
Illuminating hedge fund returns to improve portfolio construction
Mladina, Peter
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
3
,
pp. 127-139
Persistent link: https://www.econbiz.de/10011294674
Saved in:
34
Fact, fiction, and momentum investing
Asness, Cliff
;
Frazzini, Andrea
;
Israel, Ronen
; …
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 75-92
Persistent link: https://www.econbiz.de/10011433425
Saved in:
35
Can we predict stock market crashes?
Focardi, Sergio M.
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 183-195
Persistent link: https://www.econbiz.de/10011509826
Saved in:
36
Forward curve shifts and return convergence
Leibowitz, Martin L.
;
Kogelman, Stanley
;
Bova, Anthony
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 170-182
Persistent link: https://www.econbiz.de/10011509827
Saved in:
37
Dividend-price ratios and stock returns : international evidence
Cornell, Bradford
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10010365055
Saved in:
38
Voltility versus tail risk : which one is compensated in equity funds?
Xiong, James X.
;
Idzorek, Thomas M.
;
Ibbotson, Roger G.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 112-121
Persistent link: https://www.econbiz.de/10010365059
Saved in:
39
Performance attribution of options : defining single-stock option exposures and understanding the Brinson-Fachler effects
Morgan, Stuart
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
2
,
pp. 103-111
Persistent link: https://www.econbiz.de/10010365071
Saved in:
40
Forecasting US bond returns : a practitioner's perspective
Mylnikov, George
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
3
,
pp. 124-136
Persistent link: https://www.econbiz.de/10010365489
Saved in:
41
The limitations of diversification return
Chambers, Donald Robert
;
Zdanowicz, John S.
- In:
The journal of portfolio management : a publication of …
40
(
2014
)
4
,
pp. 65-76
Persistent link: https://www.econbiz.de/10010487086
Saved in:
42
Assessing the impact of real estate on target date fund performance
Esrig, Dave
;
Kolasa, Susan
;
Cerreta, Luigi
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 144-155
Persistent link: https://www.econbiz.de/10010221211
Saved in:
43
Size rotation in the US equity market
Miller, Keith L.
;
Ooi, Chee
;
Li, Hong
;
Giamouridis, Daniel
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 116-127
Persistent link: https://www.econbiz.de/10009708212
Saved in:
44
Book-to-market and the cross-section of expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 101-115
Persistent link: https://www.econbiz.de/10009708215
Saved in:
45
Is there alpha in institutional emerging-market equity funds?
Lin, Wenling
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 106-117
Persistent link: https://www.econbiz.de/10009785980
Saved in:
46
Which component of treasury yields belongs in equity valuation models? : an application to the S&P 500
Durham, J. Benson
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
4
,
pp. 80-90
Persistent link: https://www.econbiz.de/10009786014
Saved in:
47
Searching for a common factor in public and private real estate returns
Ang, Andrew
;
Nabar, Neil
;
Wald, Samuel J.
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 120-133
Persistent link: https://www.econbiz.de/10010209631
Saved in:
48
The role of financial leverage in the performance of private equity real estate funds
Alcock, Jamie
;
Baum, Andrew
;
Colley, Nicholas
;
Steiner, Eva
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
5
,
pp. 99-110
Persistent link: https://www.econbiz.de/10010209651
Saved in:
49
Risk-based dynamic asset allocation with extreme tails and correlations
Wang, Peng
;
Sullivan, Rodney N.
;
Ge, Yizhi
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 26-42
Persistent link: https://www.econbiz.de/10009669596
Saved in:
50
Diversification return and leveraged portfolios
Qian, Edward
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 14-25
Persistent link: https://www.econbiz.de/10009669598
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