| Empirical analysis of market connectedness as a risk factor for explaining expected stock returns
|
2017 |
Deng, Shijie |
| The Swiss black swan unpegging bad scenario : the losers and the winners
|
2017 |
Lleo, Sébastien |
| Portfolio theory: origins, Markowitz and CAPM based selection
|
2017 |
Dhrymes, Phoebus J. |
| Invisible costs and profitability
|
2017 |
Lou, Xiaoxia |
| The duality of value and mean reversion
|
2017 |
Beck, Noah |
| Performance of earnings yield and momentum factors in US and international equity markets
|
2017 |
Menchero, Jose |
| Leveling the playing field
|
2017 |
Berk, Jonathan B. |
| Against the "wisdom of crowds" : the investment performance of contrarian funds
|
2017 |
Wei, Kelsey D. |
| Jack Treynor : an appreciation
|
2017 |
Lo, Andrew W. |
| Market timing
|
2017 |
Jagannathan, Ravi |
| Returns, risk, portfolio selection, and evaluation
|
2017 |
Dhrymes, Phoebus J. |
| Validating return-generating models
|
2017 |
Blume, Marshall E. |
| Alpha construction in a consistent investment process
|
2017 |
Ceria, Sebastián |
| The behaviour of sentiment-induced share returns : measurement when fundamentals are observable
|
2017 |
Brealey, Richard A. |
| Fundamental versus traditional indexation for international mutual funds : evaluating DFA, WisdomTree, and RAFI PowerShares
|
2017 |
Lim, Heehyun |
| Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
|
2017 |
Tai, Tzu |
| The theory of risk, return, and performance measurement
|
2017 |
Guerard, John Baynard |
| Mean-ELT portfolio construction in US equity market
|
2017 |
Shao, Barret Pengyuan |
| Portfolio performance assessment : statistical issues and methods for improvement
|
2017 |
Stone, Bernell K. |
| Constructing mean variance efficient frontiers using foreign large blend mutual funds
|
2017 |
Xu, Ganlin |
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