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~isPartOf:"The journal of portfolio management : a publication of Institutional Investor"
~subject:"Forecasting model"
~subject:"Portfolio-Management"
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Forecasting model
Portfolio-Management
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The journal of portfolio management : a publication of Institutional Investor
International journal of forecasting
687
Journal of forecasting
438
European journal of operational research : EJOR
369
NBER working paper series
320
Insurance / Mathematics & economics
316
Journal of banking & finance
289
NBER Working Paper
272
Working paper / National Bureau of Economic Research, Inc.
271
Journal of economic dynamics & control
210
Finance research letters
209
Discussion paper / Centre for Economic Policy Research
170
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
158
Economics letters
157
Risks : open access journal
157
Journal of econometrics
156
Mathematical finance : an international journal of mathematics, statistics and financial theory
156
Economic modelling
155
Quantitative finance
155
International journal of theoretical and applied finance
154
Management science : journal of the Institute for Operations Research and the Management Sciences
153
Finance and stochastics
152
Computational economics
148
Research paper series / Swiss Finance Institute
147
Journal of empirical finance
146
Discussion paper / Tinbergen Institute
145
Applied economics
128
Journal of financial economics
128
The review of financial studies
122
The European journal of finance
119
Working paper
114
The journal of finance : the journal of the American Finance Association
107
CESifo working papers
100
International review of economics & finance : IREF
100
International review of financial analysis
100
Applied economics letters
99
Swiss Finance Institute Research Paper
99
SpringerLink / Bücher
97
The North American journal of economics and finance : a journal of financial economics studies
97
Journal of risk and financial management : JRFM
94
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ECONIS (ZBW)
105
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1
A modern theory of security analysis : how Ben Graham's wisdom translates in today's stock market
Fogler, H. R.
- In:
The journal of portfolio management : a publication of …
19
(
1993
)
3
,
pp. 6-14
Persistent link: https://www.econbiz.de/10001140857
Saved in:
2
Portfolio shares as "beta breakers"
Frankel, Jeffrey A.
- In:
The journal of portfolio management : a publication of …
11
(
1985
)
4
,
pp. 18-23
Persistent link: https://www.econbiz.de/10001114311
Saved in:
3
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
Saved in:
4
Factor models, CAPMs, and the ABT : linking them together provides a valuable framework
Sharpe, William F.
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 21-25
Persistent link: https://www.econbiz.de/10001114319
Saved in:
5
The "two beta" trap : it lies in differing but specific assumptions about what beliefs investors do and do not hold
Markowitz, Harry
- In:
The journal of portfolio management : a publication of …
11
(
1984
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10001114322
Saved in:
6
"Watchman, tell us of the night!" : more accurately, "what time is it?"
MacWilliams, James D.
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
3
,
pp. 75-80
Persistent link: https://www.econbiz.de/10001114338
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7
A CAPM-based analysis of stock index futures : this is primarily for investors who hope to use futures to make money rather than as hedges to reduce risk
Gressis, Nicolas
- In:
The journal of portfolio management : a publication of …
10
(
1986
)
3
,
pp. 47-52
Persistent link: https://www.econbiz.de/10001114340
Saved in:
8
Arbitrage-free spread : a consistent measure of relative value
Finnerty, John D.
- In:
The journal of portfolio management : a publication of …
17
(
1991
)
3
,
pp. 65-77
Persistent link: https://www.econbiz.de/10001103968
Saved in:
9
Implied expected returns and the choice of a mean-variance efficient portfolio proxy
Ardia, David
;
Boudt, Kris
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
4
,
pp. 68-81
Persistent link: https://www.econbiz.de/10011432240
Saved in:
10
The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality
Bailey, David H.
;
López de Prado, Marcos M.
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 94-107
Persistent link: https://www.econbiz.de/10011433463
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