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~subject:"Portfolio selection"
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Portfolio selection
Kapitaleinkommen
47
Capital income
46
Theorie
31
Theory
31
China
24
Forecasting model
23
Prognoseverfahren
23
Börsenkurs
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22
Portfolio-Management
21
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18
Kapitalmarktrendite
18
Anlageverhalten
15
Behavioural finance
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14
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13
Aktienmarkt
11
Dual listing
11
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11
Zweitlisting
11
Internationaler Finanzmarkt
10
Schätzung
10
Welt
10
World
10
Estimation
9
International financial market
9
Risikoprämie
9
Risk premium
9
Eigentümerstruktur
8
Forecast
8
Ownership structure
8
Prognose
8
Regression analysis
8
Regressionsanalyse
8
Volatility
8
Volatilität
8
CAPM
7
Corporate social responsibility
7
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7
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English
21
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Tu, Jun
13
Sarkissian, Sergei
6
Zhou, Guofu
5
Patel, Saurin
4
Chu, Liya
2
Duan, Xinrui
2
He, Xue-zhong
2
Li, Kai
2
Zhang, Ran
2
Zhu, Zhaobo
2
Aspara, Jaakko
1
Chen, Jian
1
Chen, Zilin
1
Du, Qianqian
1
Duchin, Ran
1
Ferson, Wayne E.
1
Hong, Yongmiao
1
Jiang, Fuwei
1
Liang, Dawei
1
Luo, Xueming
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Neely, Christopher J.
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Rapach, David E.
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Schill, Michael J.
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Simin, Timothy T.
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Management science : journal of the Institute for Operations Research and the Management Sciences
3
The review of financial studies
3
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
China finance review international
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial markets
1
Journal of the Academy of Marketing Science
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
21
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1
Is regime switching in stock returns important in portfolio decisions?
Tu, Jun
- In:
Management science : journal of the Institute for …
56
(
2010
)
7
,
pp. 1198-1215
Persistent link: https://www.econbiz.de/10003996529
Saved in:
2
Markowitz meets Talmud : a combination of sophisticated and naive diversification strategies
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial economics
99
(
2011
)
1
,
pp. 204-215
Persistent link: https://www.econbiz.de/10009242394
Saved in:
3
Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.
;
Rapach, David E.
;
Tu, Jun
;
Zhou, …
- In:
Management science : journal of the Institute for …
60
(
2014
)
7
,
pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
Saved in:
4
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
5
Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao
;
Tu, Jun
;
Zhou, Guofu
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
Saved in:
6
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
7
Momentum and reversal : the role of short selling
Zhu, Zhaobo
;
Duan, Xinrui
;
Sun, Licheng
;
Tu, Jun
- In:
Journal of economic dynamics & control
104
(
2019
),
pp. 95-110
Persistent link: https://www.econbiz.de/10012131100
Saved in:
8
Relative strength over investment horizons and stock returns
Zhu, Zhaobo
;
Duan, Xinrui
;
Tu, Jun
- In:
The journal of portfolio management : a publication of …
46
(
2019
)
1
,
pp. 91-105
Persistent link: https://www.econbiz.de/10012433122
Saved in:
9
Investor sentiment and paradigm shifts in equity return forecasting
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
- In:
Management science : journal of the Institute for …
68
(
2022
)
6
,
pp. 4301-4325
Persistent link: https://www.econbiz.de/10013369059
Saved in:
10
Concept links and return momentum
Du, Qianqian
;
Liang, Dawei
;
Chen, Zilin
;
Tu, Jun
- In:
Journal of banking & finance
134
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013400091
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