13
H index
14
i10 index
3979
Citations
Stanford University | 13 H index 14 i10 index 3979 Citations RESEARCH PRODUCTION: 29 Articles 6 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 |
Management Science | 4 |
The Journal of Business | 2 |
Year | Title of citing document | |
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2020 | Crop Rotations and Risk Management in Mississippi Delta Agriculture. (2020). Bradley, William B ; Stevens, Andrew W. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304246. Full description at Econpapers || Download paper | |
2020 | Toward a macroprudential regulatory framework for mutual funds. (2020). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020008. Full description at Econpapers || Download paper | |
2020 | High Dimensional Estimation and Multi-Factor Models. (2019). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472. Full description at Econpapers || Download paper | |
2020 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2020 | Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252. Full description at Econpapers || Download paper | |
2020 | From small markets to big markets. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1907.05593. Full description at Econpapers || Download paper | |
2020 | The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911. Full description at Econpapers || Download paper | |
2020 | Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144. Full description at Econpapers || Download paper | |
2020 | A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465. Full description at Econpapers || Download paper | |
2020 | Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641. Full description at Econpapers || Download paper | |
2020 | Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911. Full description at Econpapers || Download paper | |
2020 | Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States. (2020). Xiao, Jun ; Zhu, Yada ; Chen, Pin-Yu ; Wang, Boxin ; Pei, Hengzhi ; Ye, Yunan ; Li, BO. In: Papers. RePEc:arx:papers:2002.05780. Full description at Econpapers || Download paper | |
2020 | AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. (2020). Li, Jian ; Jin, Yifei ; Zhang, Tianping. In: Papers. RePEc:arx:papers:2002.08245. Full description at Econpapers || Download paper | |
2020 | Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419. Full description at Econpapers || Download paper | |
2020 | Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504. Full description at Econpapers || Download paper | |
2020 | Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670. Full description at Econpapers || Download paper | |
2020 | Robust Arbitrage Conditions for Financial Markets. (2020). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:2004.09432. Full description at Econpapers || Download paper | |
2020 | Defining an intrinsic stickiness parameter of stock price returns. (2020). Andersen, Jorgen Vitting ; Massad, Naji. In: Papers. RePEc:arx:papers:2005.02351. Full description at Econpapers || Download paper | |
2020 | Short-Term Investments and Indices of Risk. (2020). Schreiber, Amnon ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.06576. Full description at Econpapers || Download paper | |
2020 | Mean-Variance Portfolio Management with Functional Optimization. (2020). He, Zhaoyi ; Tsang, Ka Wai. In: Papers. RePEc:arx:papers:2005.12774. Full description at Econpapers || Download paper | |
2020 | Changes in Household Net Financial Assets After the Great Recession: Did Financial Planners Make a Difference?. (2020). Chatterjee, Swarn ; Zhang, Lini ; Palmer, Lance ; Goetz, Joseph W. In: Papers. RePEc:arx:papers:2006.00949. Full description at Econpapers || Download paper | |
2020 | A New Look to Three-Factor Fama-French Regression Model using Sample Innovations. (2020). Jafari, Aliakbar ; Shaabani, Javad. In: Papers. RePEc:arx:papers:2006.02467. Full description at Econpapers || Download paper | |
2020 | Expectation and Price in Incomplete Markets. (2020). McCloud, Paul. In: Papers. RePEc:arx:papers:2006.16703. Full description at Econpapers || Download paper | |
2020 | The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective. (2020). Halperin, Igor. In: Papers. RePEc:arx:papers:2008.03623. Full description at Econpapers || Download paper | |
2021 | Tax-Aware Portfolio Construction via Convex Optimization. (2020). Ang, Andrew ; Boyd, Stephen ; Kochenderfer, Mykel J ; Moehle, Nicholas. In: Papers. RePEc:arx:papers:2008.04985. Full description at Econpapers || Download paper | |
2020 | Measuring and Managing Carbon Risk in Investment Portfolios. (2020). Roncalli, Thierry ; Sekine, Takaya ; Fr'ed'eric Lepetit, ; le Guenedal, Th'Eo. In: Papers. RePEc:arx:papers:2008.13198. Full description at Econpapers || Download paper | |
2020 | Generalized distance to a simplex and a new geometrical method for portfolio optimization. (2020). Fr'ed'eric Butin, . In: Papers. RePEc:arx:papers:2009.08826. Full description at Econpapers || Download paper | |
2020 | Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network. (2020). Vinel, Aleksandr ; Weng, Bin ; Wang, Yijun. In: Papers. RePEc:arx:papers:2010.01197. Full description at Econpapers || Download paper | |
2021 | Learning Time Varying Risk Preferences from Investment Portfolios using Inverse Optimization with Applications on Mutual Funds. (2020). Dong, Chaosheng ; Chen, Yuxin ; Yu, Shi. In: Papers. RePEc:arx:papers:2010.01687. Full description at Econpapers || Download paper | |
2020 | Hierarchical PCA and Modeling Asset Correlations. (2020). Serur, Juan Andr'Es ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2010.04140. Full description at Econpapers || Download paper | |
2020 | Endogenous Representation of Asset Returns. (2020). Shkolnik, Alexander ; Zhou, Zhipu ; Oh, Sang-Yun . In: Papers. RePEc:arx:papers:2010.13245. Full description at Econpapers || Download paper | |
2020 | Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928. Full description at Econpapers || Download paper | |
2020 | Event-Driven Learning of Systematic Behaviours in Stock Markets. (2020). Wu, Xianchao. In: Papers. RePEc:arx:papers:2010.15586. Full description at Econpapers || Download paper | |
2020 | Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838. Full description at Econpapers || Download paper | |
2020 | A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029. Full description at Econpapers || Download paper | |
2020 | Fat Tailed Factors. (2020). Rosenzweig, Jan. In: Papers. RePEc:arx:papers:2011.13637. Full description at Econpapers || Download paper | |
2020 | Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction. (2020). Minami, Kentaro ; Ito, Katsuya ; Nakagawa, Kei ; Imajo, Kentaro. In: Papers. RePEc:arx:papers:2012.10215. Full description at Econpapers || Download paper | |
2021 | Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251. Full description at Econpapers || Download paper | |
2020 | Portfolio Optimization with 2D Relative-Attentional Gated Transformer. (2020). Khushi, Matloob ; Kim, Taewan. In: Papers. RePEc:arx:papers:2101.03138. Full description at Econpapers || Download paper | |
2021 | Beating the Market with Generalized Generating Portfolios. (2021). Mijatovic, Patrick. In: Papers. RePEc:arx:papers:2101.07084. Full description at Econpapers || Download paper | |
2020 | Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777. Full description at Econpapers || Download paper | |
2020 | What can commercial property performance reveal about bank valuations?. (2020). Takats, Elod ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:900. Full description at Econpapers || Download paper | |
2020 | What Does the CAPM Say About Operating Leverage?. (2020). Liang, Zini ; Zhu, Yushu ; Shen, Yun ; Smith, Tom ; Linnenluecke, Martina K. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:2:p:288-291. Full description at Econpapers || Download paper | |
2020 | Market segmentation and supplyâ€chain predictability: evidence from China. (2020). Wu, Chongfeng ; Diao, Xundi ; Li, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562. Full description at Econpapers || Download paper | |
2020 | The importance of cash flow disclosure and cost of capital. (2020). Bu, DI ; Kent, Richard Anthony . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:877-908. Full description at Econpapers || Download paper | |
2020 | The impact on the cost of equity capital in the effects of integrated reporting quality. (2020). Salvi, Antonio ; Vitolla, Filippo ; Rubino, Michele ; Petruzzella, Felice ; Raimo, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:519-529. Full description at Econpapers || Download paper | |
2020 | Idiosyncratic momentum and the crossâ€section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627. Full description at Econpapers || Download paper | |
2020 | Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807. Full description at Econpapers || Download paper | |
2020 | Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns. (2020). Prasanna, Krishna ; Kshatriya, Saranya. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:581-604. Full description at Econpapers || Download paper | |
2020 | Does religiosity enhance the quality of management earnings forecasts?. (2020). Zhong, Ligang ; He, Luo ; Chourou, Lamia. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:910-948. Full description at Econpapers || Download paper | |
2020 | Understanding Systematic Risk: A Highâ€Frequency Approach. (2020). Pelger, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2179-2220. Full description at Econpapers || Download paper | |
2020 | Lowâ€Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718. Full description at Econpapers || Download paper | |
2020 | Pension Regulation, Firm Borrowing, and Investment Risk. (2020). Lay, Margaret J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:4:p:935-968. Full description at Econpapers || Download paper | |
2020 | PERFORMANCE-RISK NEXUS OF GLOBAL LOW-RATED ETFS DURING THE QE-TAPERING PERIOD. (2020). Koutsioukis, Anastasios-Taxiarchis ; Katsaros, Efthimios ; Anastasiadis, Panagiotis. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:194-211. Full description at Econpapers || Download paper | |
2020 | Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115. Full description at Econpapers || Download paper | |
2020 | Measurement of Factor Strenght: Theory and Practice. (2020). Bailey, Natalia ; Kapetanios, George ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8146. Full description at Econpapers || Download paper | |
2020 | Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171. Full description at Econpapers || Download paper | |
2020 | Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395. Full description at Econpapers || Download paper | |
2020 | Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866. Full description at Econpapers || Download paper | |
2020 | How financial markets react to Total’s strategy of becoming a responsible energy major?. (2020). Escoffier, Margaux. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-30. Full description at Econpapers || Download paper | |
2020 | Conditional capital asset pricing model, long-run risk, and stock valuation. (2020). Gueyie, Jean-Pierre ; Assogbavi, Tov ; Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01100. Full description at Econpapers || Download paper | |
2021 | Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254. Full description at Econpapers || Download paper | |
2020 | Risk and return in international corporate bond markets. (2020). Bekaert, Geert ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202452. Full description at Econpapers || Download paper | |
2020 | An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior. (2020). Alarfaj, Omar ; Alsabban, Soleman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-10. Full description at Econpapers || Download paper | |
2020 | Issues that Matter When Behavioral Finance Factors Drive the Largest Initial Public Offering in the Saudi Financial Market. (2020). Alsaggaf, Mohammed ; Shaddady, Ali. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-15. Full description at Econpapers || Download paper | |
2020 | Does social capital influence corporate risk-taking?. (2020). Panta, Humnath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019300772. Full description at Econpapers || Download paper | |
2020 | Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302333. Full description at Econpapers || Download paper | |
2020 | High-dimensional two-sample mean vectors test and support recovery with factor adjustment. (2020). Zhang, Mingjuan ; He, Yong ; Zhou, Wang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300955. Full description at Econpapers || Download paper | |
2020 | Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167. Full description at Econpapers || Download paper | |
2020 | Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299. Full description at Econpapers || Download paper | |
2020 | Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366. Full description at Econpapers || Download paper | |
2020 | Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263. Full description at Econpapers || Download paper | |
2020 | Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305. Full description at Econpapers || Download paper | |
2020 | Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206. Full description at Econpapers || Download paper | |
2020 | Systemic risk: The coordination of macroprudential and monetary policies in China. (2020). Weng, Yin-Che ; Liu, Bai ; Pan, Mengmeng ; Zhang, Ailian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:415-429. Full description at Econpapers || Download paper | |
2020 | Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies. (2020). Nadkarni, Avadhoot R ; Singh, Bhupal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302900. Full description at Econpapers || Download paper | |
2020 | Risk decomposition, estimation error, and naïve diversification. (2020). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302165. Full description at Econpapers || Download paper | |
2020 | Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x. Full description at Econpapers || Download paper | |
2020 | Price delay and post-earnings announcement drift anomalies: The role of option-implied betas. (2020). Tsai, Wei-Che ; Ho, Hwai-Chung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300330. Full description at Econpapers || Download paper | |
2020 | United States oil and gas stock returns with multi-factor pricing models: 2008–2018. (2020). Carson, Scott Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301339. Full description at Econpapers || Download paper | |
2020 | Time-varying beta in functional factor models: Evidence from China. (2020). Horvath, Lajos ; Liu, Zhenya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301753. Full description at Econpapers || Download paper | |
2020 | Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement. (2020). de Angelis, Luca ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:170:y:2020:i:c:s0921800919309607. Full description at Econpapers || Download paper | |
2020 | Diversification and bank stability. (2020). Lee, Joosung ; Moreira, Fernando ; Liang, Shuo. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302081. Full description at Econpapers || Download paper | |
2020 | High-dimensional minimum variance portfolio estimation based on high-frequency data. (2020). Zheng, Xinghua ; Li, Yingying ; Hu, Jianchang ; Cai, Tony T. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:482-494. Full description at Econpapers || Download paper | |
2020 | Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124. Full description at Econpapers || Download paper | |
2021 | Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper | |
2020 | International comparison of household asset allocation: Micro-evidence from cross-country comparisons. (2020). Gan, Li ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411930514x. Full description at Econpapers || Download paper | |
2020 | Which firms do prefer Islamic debt? An analysis and evidence from global sukuk and bonds issuing firms. (2020). Liu, Jia ; Abdul, Nor Shaipah ; Hossain, Mohammed Sawkat ; Kabir, Sarkar Humayun ; Uddin, Md Hamid. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119305254. Full description at Econpapers || Download paper | |
2020 | Factor state–space models for high-dimensional realized covariance matrices of asset returns. (2020). Gribisch, Bastian ; Liesenfeld, Roman ; Hartkopf, Jan Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:1-20. Full description at Econpapers || Download paper | |
2020 | Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160. Full description at Econpapers || Download paper | |
2020 | Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18. Full description at Econpapers || Download paper | |
2020 | Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846. Full description at Econpapers || Download paper | |
2020 | U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578. Full description at Econpapers || Download paper | |
2020 | Estimating the cost of capital for renewable energy projects. (2020). Steffen, Bjarne. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301237. Full description at Econpapers || Download paper | |
2020 | Competitive and risk-adequate auction bids for onshore wind projects in Germany. (2020). Breitner, Michael H ; Piel, Jan-Hendrik ; Stetter, Chris. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301894. Full description at Econpapers || Download paper | |
2020 | Capital asset pricing model, beta stability, and the pricing puzzle of electricity transmission in Brazil. (2020). da Silva, Walter E ; Brunaldi, Eduardo O ; Martelanc, Roy ; Kayo, Eduardo K. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302330. Full description at Econpapers || Download paper | |
2020 | Quantifying the impact of R&D on PV project financing costs. (2020). Margolis, Robert ; Jones-Albertus, Rebecca ; Feldman, David. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302706. Full description at Econpapers || Download paper | |
2020 | Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x. Full description at Econpapers || Download paper | |
2020 | Investors time preferences and takeover performance. (2020). Breuer, Wolfgang ; Salzmann, Astrid Juliane ; Ghufran, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s105752191930540x. Full description at Econpapers || Download paper | |
2020 | Alternative reversal variable. (2020). Nguyen, Anh Duy. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300856. Full description at Econpapers || Download paper | |
2020 | Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310. 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 | 0 |
1964 | CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK In: Journal of Finance. [Full Text][Citation analysis] | article | 3040 |
1965 | REPLY In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
1965 | RISKâ€AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE In: Journal of Finance. [Full Text][Citation analysis] | article | 6 |
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 | 0 |
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 | 46 |
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 | 60 |
1990 | Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
1978 | Duration and Security Risk In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
1978 | Bank Capital Adequacy, Deposit Insurance and Security Values In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 57 |
1981 | Bank Capital Adequacy, Deposit Insurance, and Security Values.(1981) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 57 | chapter | |
1967 | Portfolio Analysis In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 58 |
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 | 32 |
1974 | Imputing Expected Security Returns from Portfolio Composition In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 7 |
1976 | Corporate pension funding policy In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 89 |
1967 | A Linear Programming Algorithm for Mutual Fund Portfolio Selection In: Management Science. [Full Text][Citation analysis] | article | 15 |
1971 | Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios In: Management Science. [Full Text][Citation analysis] | article | 10 |
1963 | A Simplified Model for Portfolio Analysis In: Management Science. [Full Text][Citation analysis] | article | 320 |
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 | 14 |
1982 | Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | 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 | 4 |
2008 | Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice In: Journal of Consumer Research. [Full Text][Citation analysis] | article | 58 |
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 | 134 |
1968 | [Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply In: The Journal of Business. [Full Text][Citation analysis] | article | 0 |
1961 | Aircraft compartment design criteria for the army deployment mission In: Naval Research Logistics Quarterly. [Full Text][Citation analysis] | article | 0 |
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