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Innovation under ambiguity and risk
Coiculescu, Gabriela; Izhakian, Yehuda; Ravid, Simon Abraham - In: Journal of financial and quantitative analysis : JFQA 59 (2024) 7, pp. 3190-3229
Persistent link: https://www.econbiz.de/10015156680
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Information quality and stock returns revisited
Brevik, Frode; D'Addona, Stefano - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 6, pp. 1419-1446
Persistent link: https://www.econbiz.de/10008909160
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Seasonal asset allocation : evidence from mutual fund flows
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D.; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 71-109
Persistent link: https://www.econbiz.de/10011667706
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A single-factor consumption-based asset pricing model
Delikouras, Stefanos; Kostakis, Alexandros - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 789-827
Persistent link: https://www.econbiz.de/10012138945
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Adding risks : Samuelson's fallacy of large numbers revisited
Ross, Stephen A. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 323-339
Persistent link: https://www.econbiz.de/10001453398
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Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-909
Persistent link: https://www.econbiz.de/10003901202
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Do market timing hedge funds time the market?
Chen, Yong; Liang, Bing - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 827-856
Persistent link: https://www.econbiz.de/10003586786
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Time-varying margin requirements and optimal portfolio choice
Ryčkov, Oleg - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 655-683
Persistent link: https://www.econbiz.de/10011577520
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Portfolio optimization with mental accounts
Das, Sanjiv R.; Markowitz, Harry; Scheid, Jonathan; … - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 311-334
Persistent link: https://www.econbiz.de/10003990687
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Momentum effect as part of a market equilibrium
Seung Mo Choi; Kim, Hwagyun - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 107-130
Persistent link: https://www.econbiz.de/10010407846