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On the style-based feedback trading of mutual fund managers
Frijns, Bart; Gilbert, Aaron; Zwinkels, Remco C. J. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 771-800
Persistent link: https://www.econbiz.de/10011610112
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Portfolio diversification and international corporate bonds
Liu, Edith X. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 959-983
Persistent link: https://www.econbiz.de/10011610251
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Understanding portfolio efficiency with conditioning information
Peñaranda, Francisco - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 985-1011
Persistent link: https://www.econbiz.de/10011610264
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The valuation of hedge funds' equity positions
Cici, Gjergji; Kempf, Alexander; Puetz, Alexander - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 1013-1037
Persistent link: https://www.econbiz.de/10011610275
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Time-varying margin requirements and optimal portfolio choice
Ryčkov, Oleg - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 2, pp. 655-683
Persistent link: https://www.econbiz.de/10011577520
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Hedge fund performance evaluation under the stochastic discount factor framework
Li, Haitao; Xu, Yuewu; Zhang, Xiaoyan - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 1, pp. 231-257
Persistent link: https://www.econbiz.de/10011577558
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Optimal option portfolio strategies : deepening the puzzle of index option mispricing
Faias, José Afonso; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 1, pp. 277-303
Persistent link: https://www.econbiz.de/10011667735
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New evidence on conditional factor models
Cooper, Ilan; Maio, Paulo - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 1975-2016
Persistent link: https://www.econbiz.de/10012140056
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Estimation of multivariate asset models with jumps
Ballotta, Laura; Fusai, Gianluca; Loregian, Angela; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2053-2083
Persistent link: https://www.econbiz.de/10012140059
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Risk aversion in a dynamic asset allocation experiment
Brocas, Isabelle; Carrillo, Juan D.; Giga, Aleksandar; … - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2209-2232
Persistent link: https://www.econbiz.de/10012140074