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Volume 17; Issue 7
Main
Journal of Asset Management
Volume 17; Issue 7
Journal of Asset Management
Volume 17; Issue 7
1
Maximizing excess return per unit variance: A novel investment management objective
Glabadanidis, Paskalis
Journal:
Journal of Asset Management
Year:
2016
Language:
english
File:
PDF, 1010 KB
Your tags:
english, 2016
2
Theq-factor model and the redundancy of the value factor: An application to hedge funds
Racicot, François-Éric
,
Théoret, Raymond
Journal:
Journal of Asset Management
Year:
2016
Language:
english
File:
PDF, 832 KB
Your tags:
english, 2016
3
Individual investors and stock returns
Aboura, Sofiane
Journal:
Journal of Asset Management
Year:
2016
Language:
english
File:
PDF, 549 KB
Your tags:
english, 2016
4
Aligning factor attribution with latent exposures
De Boer, Sanne
,
Jeet, Vishv
Journal:
Journal of Asset Management
Year:
2016
Language:
english
File:
PDF, 1.63 MB
Your tags:
english, 2016
5
Time aggregation of the Sharpe ratio
Bednarek, Ziemowit
,
Patel, Pratish
,
Ramezani, Cyrus A.
Journal:
Journal of Asset Management
Year:
2016
Language:
english
File:
PDF, 2.30 MB
Your tags:
english, 2016
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