Items where Subject is "Portfolio investment"

A

Agarwal, Vikas (2001) Place of hedge funds in a prudent portfolio: risk-return characteristics and performance evaluation. Doctoral thesis, University of London: London Business School.

B

Ban, G-Y, El Karoui, N and Lim, A E B (2018) Machine Learning and Portfolio Optimization. Management Science, 64 (3). pp. 1136-1154. ISSN 0025-1909

Bernard, D, Cade, N L and Hodge, F (2018) Investor behavior and the benefits of direct stock ownership. Journal of Accounting Research, 56 (2). pp. 431-466. ISSN 0021-8456

Bretscher, L, Julliard, C and Rosa, C (2016) Human capital and international portfolio diversification: a reappraisal. Journal of International Economics, 99. S78-S96. ISSN 0022-1996

Bunn, D W and Oliveira, F S (2016) Dynamic capacity planning using strategic slack valuation. European Journal of Operational Research, 253 (1). pp. 40-50. ISSN 0377-2217

C

Cardinale, M, Naik, N and Sharma, V (2021) Forecasting long-horizon volatility for strategic asset allocation. Journal of Portfolio Management, 47 (4). pp. 83-98. ISSN 0095-4918

Chabakauri, Georgy (2009) Portfolio choice and asset pricing in incomplete markets. Doctoral thesis, University of London: London Business School.

Cooper, I A, Sercu, P and Vanpee, R (2018) A Measure of Pure Home Bias. Review of Finance, 22 (4). pp. 1469-1514. ISSN 1572-3097

D

DeMiguel, V, Martin-Utrera, A, Nogales, F J and Uppal, R (2020) A Transaction-Cost Perspective on the Multitude of Firm Characteristics. Review of Financial Studies, 33 (5). pp. 2180-2222. ISSN 0893-9454

DeMiguel, V, Martín-Utrera, A and Nogales, F J (2015) Parameter uncertainty in multiperiod portfolio optimization with transaction costs. Journal of Financial and Quantitative Analysis, 50 (06). pp. 1443-1471. ISSN 0022-1090

Dimson, E, Marsh, P and Staunton, M (2020) Divergent ESG ratings. Journal of Portfolio Management, 47 (1). pp. 75-87. ISSN 0095-4918

Dimson, E, Marsh, P and Staunton, M (2016) Long-term asset returns. In: Financial Market History: reflections on the past for investors today. CFA Institute Research Foundation, Charlottesville, VA, pp. 2-27. ISBN 9781944960131

E

Edmans, A, Goldstein, I and Jiang, W (2015) Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage. American Economic Review, 105 (12). pp. 3766-3797. ISSN 0002-8282

Edmans, A, Heinle, M S and Huang, C (2016) The real costs of financial efficiency when some information is soft. Review of Finance, 20 (6). pp. 2151-2182. ISSN 1572-3097

Ehling, P, Graniero, A and Heyerdahl-Larsen, C (2018) Asset prices and portfolio choice with learning from experience. Review of Economic Studies, 85 (3). pp. 1752-1780. ISSN 0034-6527

Ehling, P and Heyerdahl-Larsen, C (2016) Correlations. Management Science, 63 (6). pp. 1919-1937. ISSN 0025-1909

G

Gomes, F (2020) Portfolio choice over the life-cycle: a survey. Annual Review of Financial Economics, 12 (1). pp. 277-304. ISSN 1941-1367

Graniero, Alessandro (2016) Essays on the role of belief formation for asset prices and the macroeconomy. Doctoral thesis, University of London: London Business School.

L

Lassance, N, DeMiguel, V and Vrins, F (2022) Optimal portfolio diversification via independent component analysis. Operations Research, 70 (1). pp. 55-72. ISSN 0030-364X

Loumioti, M and Vasvari, F (2019) Portfolio performance manipulation in collateralized loan obligations. Journal of Accounting and Economics, 67 (2-3). pp. 438-462. ISSN 0165-4101

M

Makarov, D (2007) Portfolio choice with relative considerations and asymmetric information. Doctoral thesis, University of London: London Business School.

Mei, X, DeMiguel, V and Nogales, F J (2016) Multiperiod portfolio optimization with multiple risky assets and general transaction costs. Journal of Banking and Finance, 69 (August). pp. 108-120. ISSN 0378-4266

N

Nieto-Martin, J and Bunn, D W (2018) Enabling automated transparency for the market participation of ESCOs with Blockchain. [Conference proceeding]

P

Pelizzon, L (2002) Bank portfolio management and regulatory policies. Doctoral thesis, University of London: London Business School.

R

Rahbari, Ebrahim (2010) Theory and empirics of cross country trade in bonds and equities. Doctoral thesis, University of London: London Business School.

Rallis, Nicholas (2004) Intertemporally dependent preferences: the link between asset pricing, the term structure and the market portfolio. Doctoral thesis, University of London: London Business School.

S

Shibanov, Oleg (2011) Essays in asset pricing and portfolio choice. Doctoral thesis, University of London: London Business School.

Strebulaev, I (2004) Essays in financial economics. Doctoral thesis, University of London: London Business School.