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Impact of macroeconomic announcements on us equity prices, 2009-2013
Nadler, Daniel; Schmidt, Anatoly B. - In: Journal of forecasting 35 (2016) 1, pp. 34-42
Persistent link: https://www.econbiz.de/10011417702
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Beta hedging : performance measures, momentum weighting and rebalancing effects
Nadler, Daniel; Schmidt, Anatoly B. - In: The journal of investment strategies 8 (2019) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10012020341
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A news-based model for pricing equity exchange-traded fund holdings
Schmidt, Anatoly B. - In: The journal of beta investment strategies 14 (2023) 1, pp. 78-97
Persistent link: https://www.econbiz.de/10014233138
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Portfolio performance measures for sustainable investing
Schmidt, Anatoly B. - In: Sustainable investing : problems and solutions, (pp. 473-493). 2025
Persistent link: https://www.econbiz.de/10015162646
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Managing portfolio diversity within the mean variance theory
Schmidt, Anatoly B. - In: Application of operations research to financial markets, (pp. 315-329). 2019
Persistent link: https://www.econbiz.de/10012159993
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News-based ESG ratings for optimal portfolios : SASB versus SDGs
Schmidt, Anatoly B. - In: The journal of impact and ESG investing 4 (2024) 3, pp. 53-64
Persistent link: https://www.econbiz.de/10014536546
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The impact of greenhouse gas aversion on optimal portfolios
Schmidt, Anatoly B. - In: The journal of energy markets 17 (2024) 1, pp. 75-85
Persistent link: https://www.econbiz.de/10014556528
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Optimal ESG portfolios : an example for the Dow Jones Index
Schmidt, Anatoly B. - In: Journal of sustainable finance & investment 12 (2022) 2, pp. 529-535
Persistent link: https://www.econbiz.de/10013177384
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What's so special about time series momentum?
Cai, Haotian; Schmidt, Anatoly B. - In: The journal of investment strategies 9 (2020) 2, pp. 33-43
Persistent link: https://www.econbiz.de/10012597142
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Comparing mean-variance portfolios and equal-weight portfolios for major US equity indexes
Cai, Haotian; Schmidt, Anatoly B. - In: The journal of asset management 21 (2020) 4, pp. 326-332
Persistent link: https://www.econbiz.de/10012292800