Stock market reaction to green bond issuance
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-00105-1
Fine wine returns: a review of the literature
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00116-6
Conflicts of interest in multi-fund management
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-00104-2
Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-0101-Z
Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00108-6
Portfolio optimization with covered calls
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-00106-0
Hedge and safe haven investing with investment styles
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00127-3
Separating momentum from reversal in international stock markets
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00109-5
Has the VIX index been manipulated?
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-00102-4
Sentiment versus liquidity pricing effects in the cross-section of UK stock returns
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00119-3
Trends everywhere? The case of hedge fund styles
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00141-5
Emerging market equity benchmarks for Japanese investors: countries, sectors or styles?
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00123-7
Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00140-6
Tree-Based Machine Learning Approaches for Equity Market Predictions
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00125-5
Does the number of holdings in a risk parity portfolio matter?
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00110-Y
Asset allocation with multiple analysts’ views: a robust approach
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00115-7
Corporate diversification and abnormal returns
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-0100-0
Correction to: Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00114-8
Refinement of the hedging ratio using copula-GARCH models
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00133-5
Non-Stationary Dividend-Price Ratios
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00143-3
Revisiting private equity performance computation for multi-asset investors
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00135-3
Panic-aware portfolio optimization
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-00103-3
An alternative fundamental weighting scheme based on enterprise value multiple
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00112-W
China–Africa stock market linkages and the global financial crisis
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00122-8
On the informational market efficiency of the worldwide sovereign credit default swaps
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00142-4
Trading behavior of stock investors: Black Monday revisited
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00120-W
Sensitivity of optimal portfolio problems to time-varying parameters: simulation analysis
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00132-6
Performance expectations of basic options strategies may be different than you think
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00111-X
Order dynamics during the flash crash
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00129-1
A convergence-speed-dependent data quantity definition and its effect on risk estimation
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00137-1
Extracting global factors from local yield curves
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00126-4
Pricing options of security portfolio in cyclical economic environment
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00131-7
Taking the right course navigating the ERC universe
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00117-5
Naïve diversification in thematic investing: heuristics for the core satellite investor
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00136-2
State-dependent size and value premium: evidence from a regime-switching asset pricing model
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00113-9
Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-018-00107-Z
The analytics of momentum
来源期刊:Journal of Asset ManagementDOI:10.1057/s41260-019-00130-8
An examination of ex ante fund performance: identifying indicators of future performance
来源期刊:Journal of Asset ManagementDOI:10.1057/S41260-019-00118-4