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~isPartOf:"The journal of asset management"
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140
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McMillan, David G.
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The journal of asset management
NBER working paper series
725
Working paper / National Bureau of Economic Research, Inc.
694
Journal of banking & finance
588
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560
Finance research letters
549
International review of financial analysis
483
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Applied economics letters
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250
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Research in international business and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International journal of economics and finance
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Journal of risk and financial management : JRFM
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The journal of real estate finance and economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
156
Energy economics
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Investment management and financial innovations
146
Journal of international money and finance
143
Research paper series / Swiss Finance Institute
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Journal of econometrics
138
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
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1
Better portfolios with higher moments
Wilcox, Jarrod
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 569-580
Persistent link: https://www.econbiz.de/10012421067
Saved in:
2
How the pandemic taught us to turn smart beta into real alpha
Kantos, Christopher
;
Di Bartolomeo, Dan
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 581-590
Persistent link: https://www.econbiz.de/10012421070
Saved in:
3
Regularizing Bayesian predictive regressions
Feng, Guanhao
;
Polson, Nicholas G.
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 591-608
Persistent link: https://www.econbiz.de/10012421072
Saved in:
4
Portfolio turnover when IC is time-varying
Ding, Zhuanxin
;
Martin, R. Douglas
;
Yang, Chaojun
- In:
The journal of asset management
21
(
2020
)
7
,
pp. 609-622
Persistent link: https://www.econbiz.de/10012421074
Saved in:
5
Automated portfolio rebalancing : automatic erosion of investment performance?
Horn, Matthias
;
Oehler, Andreas
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012298716
Saved in:
6
Can fund sentiment beta predict future performance?
Bu, Qiang
;
Stalebrink, Odd J.
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 524-534
Persistent link: https://www.econbiz.de/10012298723
Saved in:
7
Predictive power of ARIMA models in forecasting equity returns : a sliding window method
Dong, Huijian
;
Guo, Xiaomin
;
Reichgelt, Han
;
Hu, Ruizhi
- In:
The journal of asset management
21
(
2020
)
6
,
pp. 549-566
Persistent link: https://www.econbiz.de/10012298733
Saved in:
8
ESG integration : value, growth and momentum
Kaiser, Lars
- In:
The journal of asset management
21
(
2020
)
1
,
pp. 32-51
Persistent link: https://www.econbiz.de/10012292748
Saved in:
9
Integrating sustainability risks in asset management : the role of ESG exposures and ESG ratings
Hübel, Benjamin
;
Scholz, Hendrik
- In:
The journal of asset management
21
(
2020
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10012292750
Saved in:
10
Piotroski's FSCORE : international evidence
Walkshäusl, Christian
- In:
The journal of asset management
21
(
2020
)
2
,
pp. 106-118
Persistent link: https://www.econbiz.de/10012292755
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