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~subject:"Portfolio selection"
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The Long Run Value Premium and...
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Portfolio selection
Capital income
106
Kapitaleinkommen
106
Forecasting model
90
Prognoseverfahren
90
Börsenkurs
88
Share price
88
Volatility
69
Volatilität
69
Großbritannien
58
Theory
58
United Kingdom
58
Theorie
57
Estimation
50
Schätzung
50
Aktienmarkt
49
Stock market
49
ARCH model
33
ARCH-Modell
33
Time series analysis
30
Zeitreihenanalyse
29
USA
24
United States
23
Welt
23
World
23
Forecast
20
Prognose
20
Exchange rate
19
Wechselkurs
19
Capital market returns
18
Correlation
18
Kapitalmarktrendite
18
Portfolio-Management
18
Stock returns
18
Korrelation
17
Dividend
16
Dividende
16
Cointegration
15
Kointegration
14
Risikoprämie
13
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English
18
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McMillan, David G.
16
Black, Angela J.
3
Khasawneh, Maher
3
Scislaw, Kenneth E.
3
Al Rababa'a, Abdel Razzaq
2
Alomari, Mohammad
2
Fraser, Patricia
2
Kambouroudis, Dimos
2
McMillan, Fiona J.
2
Power, David M.
2
Ahmed, Fatma Ehab
1
Camara, Omar
1
Elgammal, Mohammed Mohammed
1
Evans, P.
1
Fraser, Michael
1
Hendawi, Raed
1
Hoepner, Andreas G. F.
1
Kambouroudis, Dimos S
1
Ludwig, Michael
1
Mao, Bin
1
Ur Rehman, Mobeen
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The journal of asset management
4
Research in international business and finance
2
Dundee discussion papers in economics
1
International journal of monetary economics and finance : IJMEF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of international business and economics : JIBE
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Managerial finance
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Quantitative finance and economics
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Studies in economics and finance
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ECONIS (ZBW)
18
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1
The value premium and economic activity : long-run evidence from the United States
Black, Angela J.
;
Mao, Bin
;
McMillan, David G.
- In:
The journal of asset management
10
(
2009/10
)
5
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003916941
Saved in:
2
UK unit trust performance 1980 - 1989 : a passive time-varying approach
Black, Angela J.
- In:
Journal of banking & finance
16
(
1992
)
5
,
pp. 1015-1033
Persistent link: https://www.econbiz.de/10001130580
Saved in:
3
UK unit trust performance 1980 - 1989 : a passive time-varying approach
Black, Angela J.
;
Fraser, Patricia
;
Power, David M.
-
1991
Persistent link: https://www.econbiz.de/10000130987
Saved in:
4
The information content of the stock and bond return correlation
McMillan, David G.
- In:
Quantitative finance and economics
2
(
2018
)
3
,
pp. 757-775
Persistent link: https://www.econbiz.de/10012156853
Saved in:
5
Explaining the stock-stock, bond-bond and stock-bond correlation across countries
McMillan, David G.
- In:
International journal of monetary economics and finance …
13
(
2020
)
5
,
pp. 429-445
Persistent link: https://www.econbiz.de/10012515166
Saved in:
6
Left-tail risk and UK stock return predictability : underreaction, overreaction, and arbitrage difficulties
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
International review of financial analysis
95
(
2024
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10015145283
Saved in:
7
Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
Khasawneh, Maher
;
McMillan, David G.
;
Kambouroudis, Dimos
- In:
The European journal of finance
29
(
2023
)
14
,
pp. 1621-1648
Persistent link: https://www.econbiz.de/10014387954
Saved in:
8
Multiscale stock-bond correlation : implications for risk management
Al Rababa'a, Abdel Razzaq
;
Alomari, Mohammad
;
McMillan, …
- In:
Research in international business and finance
58
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013286286
Saved in:
9
Portfolio constituency rules and the value premium in the small-cap space
Scislaw, Kenneth E.
;
McMillan, David G.
- In:
Managerial finance
41
(
2015
)
5
,
pp. 418-436
Persistent link: https://www.econbiz.de/10011335043
Saved in:
10
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
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