13
H index
15
i10 index
5969
Citations
Stanford University | 13 H index 15 i10 index 5969 Citations RESEARCH PRODUCTION: 29 Articles 6 Papers 3 Chapters RESEARCH ACTIVITY: 53 years (1961 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psh27 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with William F. Sharpe. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Finance | 11 |
Journal of Financial and Quantitative Analysis | 6 |
The Journal of Business | 2 |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Year | Title of citing document | |
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2023 | Changes in SMEs financing:Risks and opportunities for agro-food companies. (2023). Bertinetti, Giorgio Stefano. In: Economia agro-alimentare / Food Economy. RePEc:ags:sieaea:338621. Full description at Econpapers || Download paper | |
2023 | EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad. Full description at Econpapers || Download paper | |
2023 | Profitability Premium in Indonesia Stock Market. (2023). Dananjaya, Yanuar. In: International Journal of Science and Business. RePEc:aif:journl:v:18:y:2023:i:1:p:73-79. Full description at Econpapers || Download paper | |
2023 | Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194. Full description at Econpapers || Download paper | |
2023 | Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237. Full description at Econpapers || Download paper | |
2023 | Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679. Full description at Econpapers || Download paper | |
2023 | Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948. Full description at Econpapers || Download paper | |
2023 | Stochastic Algorithms for Advanced Risk Budgeting. (2022). Gu, Olivier ; Fermanian, Jean-David ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2211.07212. Full description at Econpapers || Download paper | |
2023 | Acceptable Bilateral Gamma Parameters. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05333. Full description at Econpapers || Download paper | |
2023 | View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation. (2023). Roberts, Stephen ; Zohren, Stefan ; Spears, Trent. In: Papers. RePEc:arx:papers:2301.13594. Full description at Econpapers || Download paper | |
2023 | f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui. In: Papers. RePEc:arx:papers:2302.00452. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2023 | Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382. Full description at Econpapers || Download paper | |
2023 | Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245. Full description at Econpapers || Download paper | |
2023 | Robust portfolio selection under Recovery Average Value at Risk. (2023). Weber, Stefan ; Pluckebaum, Justin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2303.01167. Full description at Econpapers || Download paper | |
2023 | Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330. Full description at Econpapers || Download paper | |
2023 | Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning. (2023). Fan, Guoliang ; Tu, Dandan ; Xu, Zhiwei ; He, Jia ; Pan, Feiyang ; Li, Dapeng. In: Papers. RePEc:arx:papers:2303.11716. Full description at Econpapers || Download paper | |
2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper | |
2023 | Adjust factor with volatility model using MAXFLAT low-pass filter and construct portfolio in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2304.04676. Full description at Econpapers || Download paper | |
2023 | Managing Portfolio for Maximizing Alpha and Minimizing Beta. (2023). Sarkar, Soumyadip. In: Papers. RePEc:arx:papers:2304.05900. Full description at Econpapers || Download paper | |
2023 | Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947. Full description at Econpapers || Download paper | |
2023 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper | |
2023 | Gated Deeper Models are Effective Factor Learners. (2023). Guo, Jingjing. In: Papers. RePEc:arx:papers:2305.10693. Full description at Econpapers || Download paper | |
2023 | Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282. Full description at Econpapers || Download paper | |
2023 | Integrating Different Informations for Portfolio Selection. (2023). Wang, Shikun ; Zhu, Shushang ; Li, Duan ; Huang, YI. In: Papers. RePEc:arx:papers:2305.17881. Full description at Econpapers || Download paper | |
2023 | A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484. Full description at Econpapers || Download paper | |
2023 | The Chebyshev Polynomials Of The First Kind For Analysis Rates Shares Of Enterprises. (2023). Yekimov, Sergey. In: Papers. RePEc:arx:papers:2307.08465. Full description at Econpapers || Download paper | |
2023 | Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India. (2023). Rao, Addada Narasimha. In: Papers. RePEc:arx:papers:2307.14049. Full description at Econpapers || Download paper | |
2023 | Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph. (2023). Tatsumura, Kosuke ; Nakayama, Jun ; Hamakawa, Yohei ; Hidaka, Ryo. In: Papers. RePEc:arx:papers:2308.04769. Full description at Econpapers || Download paper | |
2023 | Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals. (2023). Wiese, Magnus ; Horvath, Blanka ; Futter, Owen. In: Papers. RePEc:arx:papers:2308.15135. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy. (2023). Liang, Jinjun ; Su, Jionglong ; Thiayagalingam, Jeyan ; Jiang, Zhengyong. In: Papers. RePEc:arx:papers:2310.01319. Full description at Econpapers || Download paper | |
2023 | Utility-based acceptability indices. (2023). , Mikl'Os ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2310.02014. Full description at Econpapers || Download paper | |
2023 | Navigating Uncertainty in ESG Investing. (2023). Porth, Lysa ; Wirjanto, Tony S ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163. Full description at Econpapers || Download paper | |
2023 | Market Crowds Trading Behaviors, Agreement Prices, and the Implications of Trading Volume. (2023). Piao, Yan ; Wang, Yiwen ; Han, Liyan ; Zhu, Yingzi ; Shi, Leilei. In: Papers. RePEc:arx:papers:2310.05322. Full description at Econpapers || Download paper | |
2023 | Beyond VaR and CVaR: Topological Risk Measures in Financial Markets. (2023). Jha, Amit Kumar. In: Papers. RePEc:arx:papers:2310.14604. Full description at Econpapers || Download paper | |
2023 | Monotonic mean-deviation risk measures. (2023). Wu, Qinyu ; Wang, Ruodu ; Han, Xia. In: Papers. RePEc:arx:papers:2312.01034. Full description at Econpapers || Download paper | |
2023 | Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813. Full description at Econpapers || Download paper | |
2023 | Testing Distributions in Banking Sector Loans with Different Computer Programs: An Experimental Analysis for Turkey. (2023). Sahin, Afsin. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev9i2-2. Full description at Econpapers || Download paper | |
2023 | The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul. (2023). Alshiqi, Sevdie ; Demirel, Bilge Leyli ; Dogan, Mesut ; Altinay, Aysenur Tarakcioglu. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:4:p:3-21. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898. Full description at Econpapers || Download paper | |
2023 | How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320. Full description at Econpapers || Download paper | |
2023 | Exchange?traded fund ownership and underlying stock mispricing. (2023). Gould, John ; May, Lewis ; Yang, Joey W. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1417-1445. Full description at Econpapers || Download paper | |
2023 | Impact investing in biodiversity conservation with bonds: An analysis of financial and environmental risk. (2023). Thompson, Benjamin S. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:353-368. Full description at Econpapers || Download paper | |
2023 | Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987. Full description at Econpapers || Download paper | |
2023 | Finance research: What are the new frontiers?. (2023). Thakor, Anjan V. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:453-462. Full description at Econpapers || Download paper | |
2023 | An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital. (2023). Suprano, Francesco ; Kempkes, Jan A ; Wompener, Andreas. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:859-886. Full description at Econpapers || Download paper | |
2023 | On the General Deviation Measure and the Gini coefficient. (2023). Nisani, Doron. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:599-610. Full description at Econpapers || Download paper | |
2023 | Are socially responsible exchange?traded funds paying off in performance?. (2023). Zhang, Hongxian ; Liu, Steve ; Guo, Liang ; Dai, YA. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:4-26. Full description at Econpapers || Download paper | |
2023 | Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557. Full description at Econpapers || Download paper | |
2023 | Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591. Full description at Econpapers || Download paper | |
2023 | Dynamic deconvolution and identification of independent autoregressive sources. (2023). Jasiak, Joann ; Gourieroux, Christian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:151-180. Full description at Econpapers || Download paper | |
2023 | We Are All in the Same Boat: Cross-Border Spillovers of Climate Shocks through International Trade and Supply Chain. (2023). Wang, Yulin ; Li, Haishi ; Feng, Alan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10402. Full description at Econpapers || Download paper | |
2023 | A Comparative Risk-adjusted Performance Evaluation of South African SRI Funds and the FTSE/JSE over the Covid-19 Period. (2023). Sgammini, Ruschelle. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-01-6. Full description at Econpapers || Download paper | |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri ; Catik, Nazif A ; Helmi, Mohamad Husam. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
2023 | Experiments in finance: A survey of historical trends. (2023). Huber, Christoph ; Kirchler, Michael. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200065x. Full description at Econpapers || Download paper | |
2023 | The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229. Full description at Econpapers || Download paper | |
2023 | Robust inference in single firm/single event analyses. (2023). Schoch, Daniela Stephanie ; Elsas, Ralf. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000408. Full description at Econpapers || Download paper | |
2023 | Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers || Download paper | |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. Full description at Econpapers || Download paper | |
2023 | Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:599-616. Full description at Econpapers || Download paper | |
2023 | An empirical analysis of exchange-traded funds in the US. (2023). Moradi-Motlagh, Amir ; Valadkhani, Abbas. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:995-1009. Full description at Econpapers || Download paper | |
2023 | Socially conscious investment funds and home country institutions. (2023). Smimou, K ; Hoover, Gary A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:395-417. Full description at Econpapers || Download paper | |
2023 | Idiosyncratic risk and cross-section of stock returns in emerging European markets. (2023). Wojtowicz, Tomasz ; Czapkiewicz, Anna ; Zaremba, Adam. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001347. Full description at Econpapers || Download paper | |
2023 | Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030. Full description at Econpapers || Download paper | |
2023 | The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633. Full description at Econpapers || Download paper | |
2023 | “Accelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity tax”. (2023). Ameli, Nadia ; Fricaudet, Marie ; Donnelly, David. In: Ecological Economics. RePEc:eee:ecolec:v:207:y:2023:i:c:s0921800923000186. Full description at Econpapers || Download paper | |
2023 | Effects of the debate on glyphosates carcinogenic risk on pesticide producers share prices. (2023). Finger, Robert ; Hirsch, Stefan ; Koppenberg, Maximilian. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s092180092300188x. Full description at Econpapers || Download paper | |
2023 | Factor-based portfolio optimization. (2023). Cho, Wonho ; Auh, Jun Kyung. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001623. Full description at Econpapers || Download paper | |
2023 | Canonical correlation-based model selection for the multilevel factors. (2023). Shin, Yongcheol ; Lin, Rui ; Choi, IN. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:22-44. Full description at Econpapers || Download paper | |
2023 | Identifying latent factors based on high-frequency data. (2023). Zhang, Chuanhai ; Xu, Wen ; Sun, Yucheng. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:251-270. Full description at Econpapers || Download paper | |
2023 | News-implied linkages and local dependency in the equity market. (2023). Linton, Oliver ; Ge, Shuyi. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:779-815. Full description at Econpapers || Download paper | |
2023 | A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2023). Tsay, Ruey S ; Gao, Zhaoxing. In: Econometrics and Statistics. RePEc:eee:ecosta:v:27:y:2023:i:c:p:83-101. Full description at Econpapers || Download paper | |
2023 | Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:2:p:773-792. Full description at Econpapers || Download paper | |
2023 | A machine learning approach for comparing the largest firm effect. (2023). Fabozzi, Frank J ; Kang, Taehyeon ; Han, Jiwoon ; Ho, Jang. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122001121. Full description at Econpapers || Download paper | |
2023 | Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices. (2023). Zhao, Zhao ; de Nard, Gianluca. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:23-35. Full description at Econpapers || Download paper | |
2023 | Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Pan, Jiening ; Wu, KE ; Wang, Jianqiu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250. Full description at Econpapers || Download paper | |
2023 | Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium. (2023). Hock, Thorsten ; Fuhrer, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:251-275. Full description at Econpapers || Download paper | |
2023 | The impact of consumer confidence on oil prices. (2023). Zhong, Yifan ; Umar, Muhammad ; Mirza, Nawazish ; Wang, Dan ; Su, Chi-Wei. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003183. Full description at Econpapers || Download paper | |
2023 | Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298. Full description at Econpapers || Download paper | |
2023 | Commodity exposure in the eurozone: How EU energy security is conditioned by the Euro. (2023). Martinez-Salgueiro, Andrea ; Vivel-Bua, Milagros ; de Llano-Paz, Fernando ; Lado-Sestayo, Ruben. In: Energy. RePEc:eee:energy:v:277:y:2023:i:c:s0360544223009222. Full description at Econpapers || Download paper | |
2023 | A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057. Full description at Econpapers || Download paper | |
2023 | Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388. Full description at Econpapers || Download paper | |
2023 | A conditional higher-moment CAPM. (2023). Tucker, Jon ; Guermat, Cherif ; Vendrame, Vasco. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000406. Full description at Econpapers || Download paper | |
2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper | |
2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper | |
2023 | Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492. Full description at Econpapers || Download paper | |
2023 | Betting against beta with intraday and overnight signals. (2023). Insana, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000583. Full description at Econpapers || Download paper | |
2023 | A latent factor model for the Chinese stock market. (2023). Jiang, Fuwei ; Leong, Wen Jun ; Ma, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000716. Full description at Econpapers || Download paper | |
2023 | Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893. Full description at Econpapers || Download paper | |
2023 | Price limit performance: New evidence from a quasi-natural experiment in Chinas ChiNext market. (2023). Tang, Siyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002636. Full description at Econpapers || Download paper | |
2023 | Can a dynamic correlation factor improve the pricing of industry portfolios?. (2023). Boovi, Milo. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322008029. Full description at Econpapers || Download paper | |
2023 | Rating changes revisited: New evidence on short-term ESG momentum. (2023). Zwergel, Bernhard ; Klein, Christian ; Eckert, Julia ; Dumrose, Maurice ; Cauthorn, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000776. Full description at Econpapers || Download paper | |
2023 | Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents. (2023). Obrimah, Oghenovo A. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000892. Full description at Econpapers || Download paper | |
2023 | Which factors explain African stock returns?. (2023). Sy, Oumar ; Ndiaye, Bara ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001782. Full description at Econpapers || Download paper | |
2023 | Risk disclosure in IPO advertisement and the quality of the firm. (2023). Raithatha, Mehul ; Lawrence, Edward R ; Katti, Supriya. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000787. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1970 | Basic Data for Policy and Public Decisions: Technical Aspects: Discussion. In: American Economic Review. [Full Text][Citation analysis] | article | 0 |
2012 | Post†Retirement Financial Strategies: Forecasts and Valuation In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2004 | The Controversy Over Executive Compensation In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 1 |
1964 | CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK In: Journal of Finance. [Full Text][Citation analysis] | article | 4792 |
1965 | REPLY In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1965 | RISK?AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE In: Journal of Finance. [Full Text][Citation analysis] | article | 7 |
1966 | SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1970 | Stock Market Price Behavior. A Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1972 | Simple Strategies for Portfolio Diversification: Comment. In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1972 | Portfolio Theory and Security Analysis: Discussion. In: Journal of Finance. [Citation analysis] | article | 0 |
1978 | Capital Asset Pricing Theory: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1981 | Decentralized Investment Management. In: Journal of Finance. [Full Text][Citation analysis] | article | 57 |
1982 | Combining Financial and Actuarial Risk: Simulation Analysis: Discussion. In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
1991 | Capital Asset Prices with and without Negative Holdings. In: Journal of Finance. [Full Text][Citation analysis] | article | 74 |
1990 | Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
1978 | Duration and Security Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 9 |
1978 | Bank Capital Adequacy, Deposit Insurance and Security Values In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 70 |
1981 | Bank Capital Adequacy, Deposit Insurance, and Security Values.(1981) In: NBER Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | chapter | |
1967 | Portfolio Analysis In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 56 |
1970 | Computer-Assisted Economics In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 0 |
1971 | A Linear Programming Approximation for the General Portfolio Analysis Problem In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 39 |
1974 | Imputing Expected Security Returns from Portfolio Composition In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
1976 | Corporate pension funding policy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 99 |
1967 | A Linear Programming Algorithm for Mutual Fund Portfolio Selection In: Management Science. [Full Text][Citation analysis] | article | 18 |
1971 | Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios In: Management Science. [Full Text][Citation analysis] | article | 13 |
1963 | A Simplified Model for Portfolio Analysis In: Management Science. [Full Text][Citation analysis] | article | 468 |
1963 | Communication to the Editor In: Management Science. [Full Text][Citation analysis] | article | 0 |
1983 | Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans In: NBER Chapters. [Full Text][Citation analysis] | chapter | 17 |
1982 | Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1977 | Bank Capital Adequacy, Deposit Insurance and Security Values, Part I In: NBER Working Papers. [Full Text][Citation analysis] | paper | 19 |
1978 | Perspective on Bank Capital Adequacy: Time-Series Analysis In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice In: Journal of Consumer Research. [Full Text][Citation analysis] | article | 70 |
2014 | Financing Retirement In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
1991 | Autobiography In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2004 | Interview with Nobel Prize Laureate William F. Sharpe In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
1965 | Mutual Fund Performance In: The Journal of Business. [Full Text][Citation analysis] | article | 137 |
1968 | [Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply In: The Journal of Business. [Full Text][Citation analysis] | article | 2 |
1961 | Aircraft compartment design criteria for the army deployment mission In: Naval Research Logistics Quarterly. [Full Text][Citation analysis] | article | 1 |
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