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~subject:"Portfolio selection"
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A Tale of Two Premiums : The R...
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Portfolio selection
Commodity derivative
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Rohstoffderivat
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Theorie
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Kapitaleinkommen
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Aktienmarkt
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Derivat
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English
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Rouwenhorst, K. Geert
14
Goetzmann, William N.
8
Bhardwaj, Geetesh
4
Li, Lingfeng
4
Gatev, Evan G.
3
Gorton, Gary
3
Tang, Ke
2
Galev, Evan G.
1
Gorton, Gary B.
1
Heston, Steven L.
1
Huang, Shiyang
1
Kang, Wenjin
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The review of financial studies
2
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ECONIS (ZBW)
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1
Financialization of commodity markets ten years later
Kang, Wenjin
;
Tang, Ke
;
Wang, Ningli
- In:
Journal of commodity markets
30
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014426701
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2
International momentum strategies
Rouwenhorst, K. Geert
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 267-284
Persistent link: https://www.econbiz.de/10001235485
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3
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893
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4
Pairs trading : performance of a relative value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
-
1999
Persistent link: https://www.econbiz.de/10001378340
Saved in:
5
Does industrial structure explain the benefits of international diversification
Heston, Steven L.
- In:
Journal of financial economics
36
(
1994
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10001164453
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6
Long-term global market correlations
Goetzmann, William N.
;
Li, Lingfeng
;
Rouwenhorst, K. Geert
-
2001
Persistent link: https://www.econbiz.de/10001628687
Saved in:
7
Long-term global market correlations
Goetzmann, William N.
;
Li, Lingfeng
;
Rouwenhorst, K. Geert
-
2003
Persistent link: https://www.econbiz.de/10001741045
Saved in:
8
Long-term global market correlations
Goetzmann, William N.
;
Li, Lingfeng
;
Rouwenhorst, K. Geert
- In:
The journal of business : B
78
(
2005
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10002826441
Saved in:
9
Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
Saved in:
10
Fooling some of the people all of the time : the inefficient performance and persistence of commodity trading advisors
Bhardwaj, Geetesh
;
Gorton, Gary
;
Rouwenhorst, K. Geert
-
2008
Persistent link: https://www.econbiz.de/10003770638
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