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ECONIS (ZBW)
197
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1
Reimagining index funds
Arnott, Robert D.
;
Brightman, Chris
;
Liu, Xi
;
Que Nguyen
- In:
Journal of investment management : JOIM
21
(
2023
)
4
,
pp. 15-31
Persistent link: https://www.econbiz.de/10014475315
Saved in:
2
Realativity in finance : goals and risk-based asset pricing for investors with multiple stochastic goals and agents
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
21
(
2023
)
4
,
pp. 53-81
Persistent link: https://www.econbiz.de/10014475371
Saved in:
3
A practitioner's guide to address fat tails and downside risk in portfolio construction
Xu, Eva A.
;
Tarkin, Eric L.
- In:
Journal of investment management : JOIM
21
(
2023
)
2
,
pp. 4-20
Persistent link: https://www.econbiz.de/10014390390
Saved in:
4
Efficient goal probabilities : a new frontier
Das, Sanjiv R.
;
Ostrov, Daniel
;
Radhakrishnan, Anand
; …
- In:
Journal of investment management : JOIM
21
(
2023
)
3
,
pp. 4-28
Persistent link: https://www.econbiz.de/10014390435
Saved in:
5
Asset allocation with non-pecuniary ESG preferences : efficiently blending value with values
Grim, Douglas M.
;
Renzi-Ricci, Giulio
;
Madamba, Anna B.
- In:
Journal of investment management : JOIM
21
(
2023
)
3
,
pp. 42-60
Persistent link: https://www.econbiz.de/10014390440
Saved in:
6
Are 60/40 portfolio returns predictable?
Baz, Jamil
;
Sapra, Steve
;
Ramirez, German
- In:
Journal of investment management : JOIM
21
(
2023
)
3
,
pp. 61-76
Persistent link: https://www.econbiz.de/10014390452
Saved in:
7
Financing fusion energy
Alhamdan, Abdullah
;
Halem, Zachery M.
;
Hernandez, Irene
; …
- In:
Journal of investment management : JOIM
21
(
2023
)
1
,
pp. 5-51
Persistent link: https://www.econbiz.de/10014371995
Saved in:
8
How inefficient is the 1/N strategy for a factor investor?
Khang, Kevin
;
Picca, Antonio
;
Zhang, Shaojun
;
Zhu, Minzhi
- In:
Journal of investment management : JOIM
21
(
2023
)
1
,
pp. 103-119
Persistent link: https://www.econbiz.de/10014372586
Saved in:
9
Exponential glide paths
Levy, Moshe
;
Levy, Haim
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 25-36
Persistent link: https://www.econbiz.de/10013173469
Saved in:
10
How well do factor ETFs capture the Fama-French factors?
Apergēs, Nikolaos
;
Poufinas, Thomas
;
Panagakis, Alexandros
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 48-69
Persistent link: https://www.econbiz.de/10013173471
Saved in:
11
NFTs as alternative investments?
Kim, Seoyoung
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 90-91
Persistent link: https://www.econbiz.de/10013173474
Saved in:
12
Sustainable investing from a practitioner's viewpoint : what's in your ESG portfolio?
Bohn, Jeffrey R.
;
Goldberg, Lisa
;
Ulucam, Simge
- In:
Journal of investment management : JOIM
20
(
2022
)
2
,
pp. 14-29
Persistent link: https://www.econbiz.de/10013433586
Saved in:
13
Financing vaccines for global health security
Vu, Jonathan T.
;
Kaplan, Benjamin K.
;
Chaudhuri, Shomesh
; …
- In:
Journal of investment management : JOIM
20
(
2022
)
2
,
pp. 51-67
Persistent link: https://www.econbiz.de/10013433610
Saved in:
14
Tax-rate arbitrage : realization of long-term gains to enable short-term loss harvesting
Goldberg, Lisa
;
Cai, Taotao
;
Hand, Pete
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 13-32
Persistent link: https://www.econbiz.de/10013465073
Saved in:
15
Portfolio performance attribution via Shapley value
Moehle, Nicholas
;
Boyd, Stephen P.
;
Ang, Andrew
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 33-52
Persistent link: https://www.econbiz.de/10013465394
Saved in:
16
What's in the moneyness? : moneyness spread and future stock returns
Li, Zhan
- In:
Journal of investment management : JOIM
20
(
2022
)
3
,
pp. 70-88
Persistent link: https://www.econbiz.de/10013465423
Saved in:
17
Carbon emissions and asset management
Alankar, Ashwin Gopal
;
Scholes, Myron S.
- In:
Journal of investment management : JOIM
20
(
2022
)
4
,
pp. 5-16
Persistent link: https://www.econbiz.de/10014228219
Saved in:
18
ESG investment performance evaluation : an integrated approach
Horan, Stephen M.
;
Dimson, Elroy
;
Emery, Clive
;
Blay, …
- In:
Journal of investment management : JOIM
20
(
2022
)
4
,
pp. 17-34
Persistent link: https://www.econbiz.de/10014228221
Saved in:
19
Factor investing in Paris : managing climate change risk in portfolio construction
Kolle, Janina
;
Lohre, Harald
;
Radatz, Erhard
;
Rother, …
- In:
Journal of investment management : JOIM
20
(
2022
)
4
,
pp. 35-51
Persistent link: https://www.econbiz.de/10014228537
Saved in:
20
Climate-aware risk budgeting
Jacobsen, Brian
;
Cheng, Eddie
;
Lee, Wai
- In:
Journal of investment management : JOIM
20
(
2022
)
4
,
pp. 52-64
Persistent link: https://www.econbiz.de/10014228549
Saved in:
21
ESG screening in the fixed-income universe
Alessandrini, Fabio
;
Baptista Balula, David
;
Jondeau, Eric
- In:
Journal of investment management : JOIM
20
(
2022
)
4
,
pp. 65-86
Persistent link: https://www.econbiz.de/10014228556
Saved in:
22
Active investing and the efficiency of security markets
Wermers, Russ
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10012814349
Saved in:
23
Investment style volatility and mutual fund performance
Brown, Keith C.
;
Harlow, W. V.
;
Zhang, Hanjiang
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 25-61
Persistent link: https://www.econbiz.de/10012814356
Saved in:
24
Lending to lose : Who buys negatively yielding bonds and what it means for investors
Bhansali, Vineer
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 62-75
Persistent link: https://www.econbiz.de/10012814363
Saved in:
25
Idiosyncratic risk and when to tilt toward value
Fink, Jason D.
;
Fink, Kristin E.
- In:
Journal of investment management : JOIM
19
(
2021
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10012814367
Saved in:
26
What happens with more funds than stocks? Analysis of crowding in style factors and individual equities
Madhavan, Ananth Narayan
;
Sobczyk, Aleksander
;
Ang, Andrew
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 4-28
Persistent link: https://www.econbiz.de/10012815028
Saved in:
27
Active investing as a negative sum game : A critical review
Warren, Geoff
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 29-51
Persistent link: https://www.econbiz.de/10012815035
Saved in:
28
Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
19
(
2021
)
2
,
pp. 89-116
Persistent link: https://www.econbiz.de/10012815069
Saved in:
29
Advances in estimating covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 60-80
Persistent link: https://www.econbiz.de/10013041084
Saved in:
30
A market signal-based alternative to buy-and-hold investing
Saha, Atanu
;
Xu, Yong
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10013041093
Saved in:
31
How do factor premia vary over time? : a century of evidence
Ilmanen, Antti
;
Israel, Ronen
;
Lee, Rachel
;
Moskowitz, …
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 15-57
Persistent link: https://www.econbiz.de/10013164702
Saved in:
32
Horizon-adjusted portfolio performance measure
Kroll, Yoram
;
Ben-Horin, Moshe
- In:
Journal of investment management : JOIM
19
(
2021
)
4
,
pp. 92-104
Persistent link: https://www.econbiz.de/10013164717
Saved in:
33
Do high-frequency traders improve your implementation shortfall?
Korajczyk, Robert A.
;
Murphy, Dermot
- In:
Journal of investment management : JOIM
18
(
2020
)
1
,
pp. 18-33
Persistent link: https://www.econbiz.de/10012254346
Saved in:
34
Timing is not everything : assessing manager skill in factor timing
Chin, Andrew
;
Gupta, Piyush
- In:
Journal of investment management : JOIM
18
(
2020
)
1
,
pp. 34-51
Persistent link: https://www.econbiz.de/10012254354
Saved in:
35
Trends everywhere
Babu, Abhilash
;
Levine, Ari
;
Ooi, Yao Hua
;
Pedersen, …
- In:
Journal of investment management : JOIM
18
(
2020
)
1
,
pp. 52-68
Persistent link: https://www.econbiz.de/10012254356
Saved in:
36
Measuring risk preferences and asset-allocation decisions : a global survey analysis
Lo, Andrew W.
;
Remorov, Alexander
;
Ben Chaouch, Zied
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 5-50
Persistent link: https://www.econbiz.de/10012589063
Saved in:
37
Correlation shrinkage : implications for risk forecasting
Menchero, Jose
;
Li, Peng
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 92-108
Persistent link: https://www.econbiz.de/10012589102
Saved in:
38
Attribution of ex-post realized Sharpe ratio to the predictability of the ex-ante forecast return and risk
Shimizu, Masahito
- In:
Journal of investment management : JOIM
18
(
2020
)
3
,
pp. 109-124
Persistent link: https://www.econbiz.de/10012589114
Saved in:
39
A six-component integrated approach to addressing the retirement funding challenge
Merton, Robert C.
;
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 28-54
Persistent link: https://www.econbiz.de/10012589386
Saved in:
40
What drives Active Share? : Active Stock Selection or Active Stock Weights
Karoui, Aymen
;
Patel, Saurin
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 75-93
Persistent link: https://www.econbiz.de/10012589438
Saved in:
41
Multi-period portfolio selection : a practical simulation-based framework
Blay, Kenneth
;
Ghosh, Anish
;
Kusiak, Steven
;
Markowitz, …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 94-129
Persistent link: https://www.econbiz.de/10012589468
Saved in:
42
How to beat the machines before they beat you
Bhansali, Vineer
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 21-26
Persistent link: https://www.econbiz.de/10012111008
Saved in:
43
Embedded betas and better bets : factor investing in emerging market bonds
Kang, Johnny
;
So, Kevin
;
Tziortziotis, Thomas
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 27-46
Persistent link: https://www.econbiz.de/10012111016
Saved in:
44
Return predictability and market-timing : a one-month model
Hull, Blair
;
Qiao, Xiao
;
Bakosova, Petra
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 47-64
Persistent link: https://www.econbiz.de/10012111022
Saved in:
45
Bill Gross' alpha : the king versus the oracle
Brown, Aaron
;
Dewey, Richard
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 65-81
Persistent link: https://www.econbiz.de/10012111184
Saved in:
46
The F-utility of wealth : it's all relative
Muralidhar, Arun S.
- In:
Journal of investment management : JOIM
17
(
2019
)
3
,
pp. 82-92
Persistent link: https://www.econbiz.de/10012111210
Saved in:
47
Does extreme correlation matter in global equity asset allocation?
Solnik, Bruno
;
Watewei, Thaisiri
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 4-26
Persistent link: https://www.econbiz.de/10012254254
Saved in:
48
Lessons learned from student managed portfolios
Kranner, Stephan
;
Stoughton, Neal M.
;
Zechner, Josef
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 47-76
Persistent link: https://www.econbiz.de/10012254259
Saved in:
49
Portfolio optimization with noisy covariance matrices
Menchero, Jose
;
Ji, Lei
- In:
Journal of investment management : JOIM
17
(
2019
)
1
,
pp. 77-91
Persistent link: https://www.econbiz.de/10012254261
Saved in:
50
A portfolio approach to accelerate therapeutic innovation in ovarian cancer
Chaudhuri, Shomesh
;
Cheng, Katherine
;
Lo, Andrew W.
; …
- In:
Journal of investment management : JOIM
17
(
2019
)
2
,
pp. 5-16
Persistent link: https://www.econbiz.de/10012254271
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