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Journal of Asset Management / Palgrave Macmillan

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
3
Impact Factor
0.26
5 Years IF
0.22
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.27 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.29 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.34 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.16
2002 0 0.4 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2005 0 0.47 0 0 0 0 0 0 0 0 0 0 0.22
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.19
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2009 0 0.44 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.44 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2012 0 0.47 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.53 0 0 0 0 0 0 0 0 0 0 0.22
2014 0 0.55 0 0 0 0 0 0 0 0 0 0 0.21
2015 0 0.55 0 0 0 0 0 0 0 0 0 0 0.21
2016 0 0.56 0.05 0 38 38 16 1 2 0 0 1 100 1 0.03 0.2
2017 0.05 0.58 0.03 0.05 38 76 13 2 4 38 2 38 2 2 100 0 0.21
2018 0.16 0.7 0.1 0.16 44 120 26 12 16 76 12 76 12 5 41.7 0 0.28
2019 0.26 0.88 0.21 0.22 43 163 6 34 50 82 21 120 26 9 26.5 4 0.09 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12018Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5.

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11
22016Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38.

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4
32016On entropy and portfolio diversification. (2016). Pola, Gianni . In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.10.

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3
42018Portfolio optimisation in an uncertain world. (2018). Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-017-0066-3.

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3
52018Corporate social responsibility and the performance of Australian REITs: a rolling regression approach. (2018). Westermann, Steffen ; Kortt, Michael ; Niblock, Scott. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0079-6.

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2
62017Managing ambiguity in asset allocation. (2017). Kaya, Hakan. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0029-0.

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2
72017Time-Dependent Black–Litterman. (2017). Schans, Martin ; Steehouwer, Hens . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0042-y.

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2
82016Shrinkage=factor model. (2016). Kakushadze, Zura. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.40.

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2
92016Investigating the Arab stock markets during Arab spring. (2016). Abumustafa, Naser I. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.8.

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2
102019Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1.

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2
112018Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach. (2018). Mili, Mehdi. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0068-1.

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2
122016Stock market returns and the price of gold. (2016). Caliskan, Deren ; Najand, Mohammad. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.37.

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2
132017How to combine a billion alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9.

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2
142017Bond mutual funds and complex investments. (2017). Natter, Markus ; Wilkens, Marco ; Schulte, Dominik ; Rohleder, Martin. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0046-7.

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2
152016Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation. (2016). Nystrup, Peter ; Lindstrom, Erik ; Madsen, Henrik ; William, BO. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.12.

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2
162017The mispricing of equity risk: behavioral and corporate leverage factors. (2017). ben Aissia, Dorsaf . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0041-z.

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1
172019Separating momentum from reversal in international stock markets. (2019). Walkshausl, Christian ; Wessels, Ulrich ; Weissofner, Florian. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00109-5.

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1
182018An innovative risk management methodology for trading equity indices based on change points. (2018). Gosmann, Josua ; Ziggel, Daniel. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0062-7.

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1
192018Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9.

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1
202016Do European hedge fund managers time market liquidity?. (2016). ben Khelifa, Soumaya ; Hmaied, Dorra Mezzez. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:6:d:10.1057_jam.2016.21.

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1
212018The diminished effect of index rebalances. (2018). Kappou, Konstantina . In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0077-8.

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1
222019Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index. (2019). Biktimirov, Ernest N ; Xu, Yuanbin. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00108-6.

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1
232017Religious anomalies in Islamic stock markets: The Hajj Effect in Saudi Arabia. (2017). Wasiuzzaman, Shaista. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0028-1.

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1
242018The impact of plan and sponsor characteristics on pension funds’ asset allocation and currency diversification. (2018). Defau, Laurens ; de Moor, Lieven. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:1:d:10.1057_s41260-017-0058-3.

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1
252018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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1
262019Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge. (2019). Singh, Vipul Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00140-6.

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1
272017What’s the big deal about Risk Parity?. (2017). Agapova, Anna ; Meidan, Danny ; Leistikow, Dean ; Ferguson, Robert. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-016-0037-0.

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1
2820191
292017Fundamental driver of fund style drift. (2017). Galloppo, Giuseppe ; Trovato, Giovanni. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0009-4.

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1
302017Assessing hedge fund performance with institutional constraints: evidence from CTA funds. (2017). Bilson, John ; Baek, Seungho ; John , ; Molyboga, Marat. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:7:d:10.1057_s41260-017-0053-8.

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1
312016The reaction of sovereign CDS spread volatilities to news announcements. (2016). Chebbi, Tarek ; Bouzgarrou, Houssam. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.20.

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1
322017Further evidence in support of a low-volatility anomaly: Optimizing buy-and-hold portfolios by minimizing historical aggregate volatility. (2017). Maguire, Phil ; Hyland, Philip ; Moser, Philippe ; Miller, Robert ; Kelly, Stephen . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:4:d:10.1057_s41260-016-0036-1.

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1
332018Does the F-score improve the performance of different value investment strategies in Europe?. (2018). Tikkanen, Jarno ; Aijo, Janne. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0098-3.

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1
342018Corporate ownership structure, market anomalies and asset pricing. (2018). Desban, Marc ; Jarjir, Souad Lajili. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0085-8.

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1
352019Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6.

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1
362017Negative interest rates: Causes and consequences. (2017). Tokic, Damir . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:4:d:10.1057_s41260-016-0035-2.

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1
372018US sector rotation with five-factor Fama–French alphas. (2018). Sarwar, Golam ; Todorovic, Natasa ; Mateus, Cesario. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0067-2.

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1
382018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8.

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1
392016A simulation-based methodology for evaluating hedge fund investments. (2016). Molyboga, Marat ; Ahelec, Christophe L. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:6:d:10.1057_jam.2016.3.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5.

Full description at Econpapers || Download paper

11
22016On entropy and portfolio diversification. (2016). Pola, Gianni . In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:4:d:10.1057_jam.2016.10.

Full description at Econpapers || Download paper

3
32018Portfolio optimisation in an uncertain world. (2018). Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-017-0066-3.

Full description at Econpapers || Download paper

3
42016Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38.

Full description at Econpapers || Download paper

3
52017Managing ambiguity in asset allocation. (2017). Kaya, Hakan. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0029-0.

Full description at Econpapers || Download paper

2
62017Bond mutual funds and complex investments. (2017). Natter, Markus ; Wilkens, Marco ; Schulte, Dominik ; Rohleder, Martin. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:6:d:10.1057_s41260-017-0046-7.

Full description at Econpapers || Download paper

2
72019Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1.

Full description at Econpapers || Download paper

2
82017Time-Dependent Black–Litterman. (2017). Schans, Martin ; Steehouwer, Hens . In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0042-y.

Full description at Econpapers || Download paper

2
92017How to combine a billion alphas. (2017). Kakushadze, Zura ; Yu, Willie. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0004-9.

Full description at Econpapers || Download paper

2
102018Corporate social responsibility and the performance of Australian REITs: a rolling regression approach. (2018). Westermann, Steffen ; Kortt, Michael ; Niblock, Scott. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0079-6.

Full description at Econpapers || Download paper

2
112016Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation. (2016). Nystrup, Peter ; Lindstrom, Erik ; Madsen, Henrik ; William, BO. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.12.

Full description at Econpapers || Download paper

2
122018Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach. (2018). Mili, Mehdi. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0068-1.

Full description at Econpapers || Download paper

2
132016Investigating the Arab stock markets during Arab spring. (2016). Abumustafa, Naser I. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:5:d:10.1057_jam.2016.8.

Full description at Econpapers || Download paper

2
142016Stock market returns and the price of gold. (2016). Caliskan, Deren ; Najand, Mohammad. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.37.

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2
Citing documents used to compute impact factor: 21
YearTitle
2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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2019Shedding light on the exposure of mutual funds: Which investments drive mutual fund characteristics?. (2019). Wilkens, Marco ; Syryca, Janik ; Rohleder, Martin ; Benz, Lukas. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00144-2.

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2019Style consistency and mutual fund returns: the case of Russia. (2019). Caporale, Guglielmo Maria ; Bayarmaa, Adiya. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7605.

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2019Systematic risk, the tradeoff of leverage and IPO first-day returns. (2019). Hellara, Narjess Skhiri ; Ben Aissia, Dorsaf . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0748-z.

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2019Asset allocation with multiple analysts’ views: a robust approach. (2019). Li, Baibing ; Tee, Kai-Hong ; Lu, I-Chen. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00115-7.

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2019Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?. (2019). Racicot, François-Éric ; Mesly, Olivier ; Chkir, Imed. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:11-31.

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2019Does the number of holdings in a risk parity portfolio matter?. (2019). Shah, Tirthank ; Parikh, Abhishek. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00110-y.

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2019The Time-Spatial Dimension of Eurozone Banking Systemic Risk. (2019). Angelini, Eliana ; Foglia, Matteo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287.

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2019On the informational market efficiency of the worldwide sovereign credit default swaps. (2019). Hmaied, Dorra ; Peretti, Christian ; Sabkha, Saker. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00142-4.

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2019Taking the right course navigating the ERC universe. (2019). Orsini, Cesare ; Savona, Roberto. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00117-5.

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2019Machine Learning Optimization Algorithms & Portfolio Allocation. (2019). Roncalli, Thierry ; Perrin, Sarah. In: Papers. RePEc:arx:papers:1909.10233.

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2019An Exploratory Study Based on a Questionnaire Concerning Green and Sustainable Finance, Corporate Social Responsibility, and Performance: Evidence from the Romanian Business Environment. (2019). Popescu, Gheorghe N ; Gh, Cristina Raluca. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:162-:d:278121.

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2019Exploring the Trust Influencing Mechanism of Robo-Advisor Service: A Mixed Method Approach. (2019). Gao, Peng ; Zhang, Yihui ; Li, Kejiang ; Chen, Jin ; Guo, Fei ; Cheng, Xusen. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4917-:d:265474.

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2019The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60.

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2019The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification. (2019). Becchetti, Leonardo ; Manfredonia, Stefano ; Bachelet, Maria Jua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:4:p:1098-:d:207377.

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2019Green Bonds as an instrument to finance low carbon transition. (2019). Sartzetakis, Eftichios. In: Working Papers. RePEc:bog:wpaper:258.

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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Working Papers. RePEc:jrs:wpaper:201907.

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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:157.

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2019DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019.

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2019Research on the Factors Affecting the Risk Premium of China’s Green Bond Issuance. (2019). Ji, Junping ; Luo, LI ; Zhou, Yaning ; Wang, Qinghua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6394-:d:286689.

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2019Green Bonds, Corporate Performance, and Corporate Social Responsibility. (2019). Cui, Yadi ; Zhou, Xiaoguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6881-:d:293789.

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Recent citations
Recent citations received in 2019
YearCiting document
2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2019Green Bonds, Corporate Performance, and Corporate Social Responsibility. (2019). Cui, Yadi ; Zhou, Xiaoguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6881-:d:293789.

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2019DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019.

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2019Enhance and Protect Portfolio Returns: A Dynamic Put Spread Optimization. (2019). Tanda, Alessandra ; Naldi, Federica ; Montagna, Dennis ; de Giuli, Maria Elena ; DeGiuli, Maria Elena . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:12:p:66.

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2016The Role of Investor Type in the Fee Structures of Pension Plans. (2016). Muga, Luis ; Santamaria, Rafael ; Abinzano, Isabel. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:50:y:2016:i:3:d:10.1007_s10693-015-0230-1.

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