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Corporate diversification and abnormal returns
Lawrey, Chris M.; Morris, Brandon C. L. - In: The journal of asset management 20 (2019) 1, pp. 31-37
Persistent link: https://www.econbiz.de/10012059741
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Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect
Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494
Persistent link: https://www.econbiz.de/10011958136
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Regime shifts in mean-variance efficient frontiers : some international evidence
Guidolin, Massimo; Ria, Federica - In: The journal of asset management 12 (2011) 5, pp. 322-349
Persistent link: https://www.econbiz.de/10009377003
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Volatility, correlation, and diversification in a multi-factor world
Roll, Richard - In: The journal of portfolio management : a publication of … 39 (2013) 2, pp. 11-18
Persistent link: https://www.econbiz.de/10009708228
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A mean-variance approach to fundamental valuations : they depend on probability distributions of assets' earnings, not on the beauty contest
Tobin, James - In: The journal of portfolio management : a publication of … 11 (1984) 1, pp. 26-32
Persistent link: https://www.econbiz.de/10001114317
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Price-earnings ratios and security performance : a consideration of fundamental values and institutional behavior
Jahnke, Gregg - In: The journal of portfolio management : a publication of … 14 (1987) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10001114942
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Should equity investors care about corporate bond prices? : using bond prices to construct equity momentum strategies
Dor, Arik Ben; Xu, Zhe - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 35-49
Persistent link: https://www.econbiz.de/10011431827
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Effects of return expectation on mutural funds' risk exposures
Fischer, Mario; Overkott, Maximilian - In: The journal of asset management 16 (2015) 3, pp. 156-169
Persistent link: https://www.econbiz.de/10011413252
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Investment strategies and macroeconomic news announcement days
Stotz, Olaf - In: The journal of asset management 17 (2016) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10011485134
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Equity style allocation : a nonparametric approach
Subbiah, Mohan; Fabozzi, Frank J. - In: The journal of asset management 17 (2016) 3, pp. 141-164
Persistent link: https://www.econbiz.de/10011485142