Items where Subject is "P > Portfolio investment"

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Number of items at this level: 19.

Article

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 OPEN ACCESS

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 OPEN ACCESS

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 OPEN ACCESS

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

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

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 OPEN ACCESS

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

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 OPEN ACCESS

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 OPEN ACCESS

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

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

Lassance, N, DeMiguel, V and Vrins, F (2021) Optimal portfolio diversification via independent component analysis. Operations Research. ISSN 0030-364X (Accepted)

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 OPEN ACCESS

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 OPEN ACCESS

Book Section

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

Conference proceeding

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

This list was generated on Sun Sep 19 01:03:14 2021 BST.