The market timing power of moving averages : evidence from US REITs and REIT indexes

von Glabadanidis, Paskalis
Veröffentlicht in International review of finance (2014)

Measuring the economic significance of mean-variance spanning

von Glabadanidis, Paskalis
Veröffentlicht in The quarterly review of economics and finance (2009)

A dynamic asset pricing model with time-varying factor and idiosyncratic risk

von Glabadanidis, Paskalis
Veröffentlicht in Journal of financial econometrics (2009)

Market timing and moving averages : an empirical analysis of performance in asset allocation

von Glabadanidis, Paskalis
Veröffentlicht 2015

Timing the market with a combination of moving averages

von Glabadanidis, Paskalis
Veröffentlicht in International review of finance (2017)

Market timing and moving averages : an empirical analysis of performance in asset allocation

von Glabadanidis, Paskalis
Veröffentlicht 2015

Tangent portfolio weights without explicitly specified expected returns

von Glabadanidis, Paskalis
Veröffentlicht in The journal of asset management (2014)

Maximizing excess return per unit variance : a novel investment management objective

von Glabadanidis, Paskalis
Veröffentlicht in The journal of asset management (2016)

Market timing with moving averages

von Glabadanidis, Paskalis
Veröffentlicht in International review of finance (2015)

Absence of arbitrage valuation : a unified framework for pricing assets and securities

von Glabadanidis, Paskalis
Veröffentlicht 2014

Benchmark replication portfolio strategies

von Glabadanidis, Paskalis
Veröffentlicht in The journal of asset management (2013)

Risk premia and the dynamic covariance between stock and bond returns

von Scruggs, John T.
Veröffentlicht in Journal of financial and quantitative analysis (2003)

Average drawdown risk and capital asset pricing

von Tavakoli Baghdadabad, Mohammad Reza
Veröffentlicht in Review of Pacific Basin financial markets and policies (2013)

RAFI® replication : easier done than said?

von Glabadanidis, Paskalis
Veröffentlicht in The journal of asset management (2012)

An extensile method on the arbitrage prising theory based on downside risk (D-APT)

von Tavakoli Baghdadabad, Mohammad Reza
Veröffentlicht in International journal of managerial finance (2014)

Evaluation of Malaysian mutual funds in the maximum drawdown risk measure framework

von Tavakoli Baghdadabad, Mohammad Reza
Veröffentlicht in International journal of managerial finance (2013)

The five-factor asset pricing model, short-term reversal, and ownership structure - the case of China

von Chen, Jiun-Lin
Veröffentlicht in International review of financial analysis (2022)