Narrow search
Showing 1 - 10 of 47
Cover Image
Mean-absolute deviation portfolio optimization model and its applications to Tokyo stock market
Konno, Hiroshi - In: Management science : journal of the Institute for … 37 (1991) 5, pp. 519-531
Persistent link: https://www.econbiz.de/10001106902
Cover Image
Beta stability and portfolio formation
Brooks, Robert - In: Pacific-Basin finance journal 2 (1994) 4, pp. 463-479
Persistent link: https://www.econbiz.de/10001178922
Cover Image
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
Cover Image
A new government bond volatility index predictor for the U.S. equity premium
Pan, Zheyao; Kam Fong Chan - In: Pacific-Basin finance journal 50 (2018), pp. 200-215
Persistent link: https://www.econbiz.de/10012033788
Cover Image
Rational speculators, contrarians, and excess volatility
Lof, Matthijs - In: Management science : journal of the Institute for … 61 (2015) 8, pp. 1889-1901
Persistent link: https://www.econbiz.de/10011338806
Cover Image
Enhancing momentum profits in the Taiwan Stock Market : the role of extreme absolute strength
Lin, Chaonan; Xia, Chuanxin; Yang, Nien-Tzu; Yang, … - In: Pacific-Basin finance journal 59 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012231281
Cover Image
Stock return predictability from a mixed model perspective
Dai, Zhifeng; Zhu, Huan - In: Pacific-Basin finance journal 60 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012232659
Cover Image
News coverage and portfolio returns : evidence from China
Li, Cong-Cong; Xu, Hai-Chuan; Zhou, Wei-Xing - In: Pacific-Basin finance journal 60 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012232805
Cover Image
Breadth of ownership and stock excess returns
Yang, Chunpeng; Hu, Xiaoyi - In: Pacific-Basin finance journal 55 (2019), pp. 259-269
Persistent link: https://www.econbiz.de/10012169534
Cover Image
The comovement of investor attention
Drake, Michael S.; Jennings, Jared; Roulstone, Darren T.; … - In: Management science : journal of the Institute for … 63 (2017) 9, pp. 2847-2867
Persistent link: https://www.econbiz.de/10011748800