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A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation
Ahn, Seryoong; Choi, Kyoung Jin; Koo, Hyeng-keun - In: Journal of banking & finance 55 (2015), pp. 9-22
Persistent link: https://www.econbiz.de/10011377843
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A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of banking & finance 49 (2014), pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
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Moment risk premia and the cross-section of stock returns in the European stock market
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia - In: Journal of banking & finance 111 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012221095
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Predictive blends : Fundamental Indexing meets Markowitz
Pysarenko, Serhiy; Alexeev, Vitali; Tapon, Francis - In: Journal of banking & finance 100 (2019), pp. 28-42
Persistent link: https://www.econbiz.de/10012162437
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A generic framework for monetary performance attribution
Blomvall, Jörgen; Hagenbjörk, Johan - In: Journal of banking & finance 105 (2019), pp. 121-133
Persistent link: https://www.econbiz.de/10012163828
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Equity market integration and portfolio rebalancing
Kim, Kyungkeun; Lee, Dongwon - In: Journal of banking & finance 113 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012226110
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Which market integration measure?
Billio, Monica; Donadelli, M.; Paradiso, Antonio; … - In: Journal of banking & finance 76 (2017), pp. 150-174
Persistent link: https://www.econbiz.de/10011814299
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Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan; Chiang, Thomas C.; Härdle, Wolfgang - In: Journal of banking & finance 93 (2018), pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
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Covariance forecasting in equity markets
Symitsi, Efthymia; Symeonidis, Lazaros; Kourtis, Apostolos - In: Journal of banking & finance 96 (2018), pp. 153-168
Persistent link: https://www.econbiz.de/10011967197
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Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.; Wang, Jiaguo; Yao, Yaqiong - In: Journal of banking & finance 97 (2018), pp. 283-296
Persistent link: https://www.econbiz.de/10011968748