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A novel equity valuation and capital allocation model for use by long-term value-investors
Rajaratnam, Myuran; Rajaratnam, Bala; Rajaratnam, Kanshukan - In: Journal of banking & finance 49 (2014), pp. 483-494
Persistent link: https://www.econbiz.de/10010509259
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A generic framework for monetary performance attribution
Blomvall, Jörgen; Hagenbjörk, Johan - In: Journal of banking & finance 105 (2019), pp. 121-133
Persistent link: https://www.econbiz.de/10012163828
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Self-fulfilling risk panics
Bacchetta, Philippe; Tille, Cédric; Van Wincoop, Eric - 2010
Persistent link: https://www.econbiz.de/10003994653
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On the predictability of stock prices : a case for high and low prices
Caporin, Massimiliano; Ranaldo, Angelo; Santucci de … - In: Journal of banking & finance 37 (2013) 12, pp. 5132-5146
Persistent link: https://www.econbiz.de/10010342761
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The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading
Kellerhals, Boris Philipp; Schöbel, Rainer - In: Journal of banking & finance 26 (2002) 8, pp. 1615-1643
Persistent link: https://www.econbiz.de/10001688876
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Generalized DEA model of fundamental analysis and its application to portfolio optimization
Edirisinghe, N. C. P.; Zhang, X. - In: Journal of banking & finance 31 (2007) 11, pp. 3311-3335
Persistent link: https://www.econbiz.de/10003577397
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Model averaging and value-at-risk based evaluation of large multi-asset volatility models for risk management
Pesaran, M. Hashem; Zaffaroni, Paolo - 2005
Persistent link: https://www.econbiz.de/10003224850
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RIM-based value premium and factor pricing using value-price divergence
Cong, Lin William; George, Nathan Darden; Wang, Guojun - In: Journal of banking & finance 149 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014462562
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Combining equilibrium, resampling, and analyst's views in portfolio optimization
Fernandes, José Luiz Barros; Ornelas, José Renato Haas; … - In: Journal of banking & finance 36 (2012) 5, pp. 1354-1361
Persistent link: https://www.econbiz.de/10009614531
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Sign matters : stock-movement-based trading decisions of individual investors
Cao, Ji; Muhl, Stefan; Rieger, Marc Oliver; Chen, Hung-Ling - In: Journal of banking & finance 148 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014248274