Journal of Asset Management / Palgrave Macmillan
Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
8
Impact Factor
0.68
5 Years IF
0.44
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.09 | 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 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1994 | 0 | 0.12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.19 | 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 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1999 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
| 2000 | 0 | 0.32 | 0 | 0 | 14 | 14 | 10 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
| 2001 | 0 | 0.35 | 0 | 0 | 39 | 53 | 13 | 0 | 14 | 14 | 0 | 0 | 0.15 | |||||
| 2002 | 0 | 0.37 | 0 | 0 | 29 | 82 | 15 | 0 | 53 | 53 | 0 | 0 | 0.19 | |||||
| 2003 | 0 | 0.4 | 0 | 0 | 33 | 115 | 8 | 0 | 68 | 82 | 0 | 0 | 0.19 | |||||
| 2004 | 0 | 0.44 | 0 | 0 | 31 | 146 | 21 | 0 | 62 | 115 | 0 | 0 | 0.2 | |||||
| 2005 | 0 | 0.45 | 0 | 0 | 37 | 183 | 19 | 0 | 64 | 146 | 0 | 0 | 0.21 | |||||
| 2006 | 0 | 0.46 | 0 | 0 | 36 | 219 | 31 | 0 | 68 | 169 | 0 | 0 | 0.2 | |||||
| 2007 | 0.05 | 0.42 | 0.05 | 0.05 | 47 | 266 | 30 | 14 | 14 | 73 | 4 | 166 | 9 | 14 | 100 | 2 | 0.04 | 0.18 |
| 2008 | 0.01 | 0.44 | 0.04 | 0.02 | 38 | 304 | 16 | 11 | 25 | 83 | 1 | 184 | 4 | 10 | 90.9 | 2 | 0.05 | 0.2 |
| 2009 | 0.04 | 0.43 | 0.02 | 0.02 | 32 | 336 | 23 | 7 | 32 | 85 | 3 | 189 | 4 | 7 | 100 | 1 | 0.03 | 0.21 |
| 2010 | 0.04 | 0.43 | 0.04 | 0.03 | 31 | 367 | 7 | 14 | 46 | 70 | 3 | 190 | 6 | 12 | 85.7 | 4 | 0.13 | 0.18 |
| 2011 | 0.08 | 0.45 | 0.08 | 0.07 | 42 | 409 | 10 | 33 | 79 | 63 | 5 | 184 | 13 | 33 | 100 | 0 | 0.2 | |
| 2012 | 0.03 | 0.45 | 0.07 | 0.05 | 34 | 443 | 16 | 29 | 108 | 73 | 2 | 190 | 10 | 24 | 82.8 | 5 | 0.15 | 0.19 |
| 2013 | 0.01 | 0.5 | 0.04 | 0.03 | 33 | 476 | 10 | 19 | 127 | 76 | 1 | 177 | 5 | 15 | 78.9 | 0 | 0.21 | |
| 2014 | 0.07 | 0.51 | 0.03 | 0.04 | 29 | 505 | 12 | 14 | 141 | 67 | 5 | 172 | 7 | 12 | 85.7 | 0 | 0.2 | |
| 2015 | 0 | 0.5 | 0.02 | 0.01 | 0 | 505 | 0 | 7 | 149 | 62 | 169 | 1 | 0 | 0 | 0.19 | |||
| 2016 | 0.03 | 0.5 | 0.01 | 0.01 | 38 | 543 | 43 | 5 | 155 | 29 | 1 | 138 | 1 | 1 | 20 | 1 | 0.03 | 0.18 |
| 2017 | 0.05 | 0.5 | 0.01 | 0.03 | 38 | 581 | 29 | 8 | 163 | 38 | 2 | 134 | 4 | 2 | 25 | 0 | 0.18 | |
| 2018 | 0.21 | 0.54 | 0.04 | 0.14 | 44 | 625 | 111 | 24 | 187 | 76 | 16 | 138 | 19 | 7 | 29.2 | 0 | 0.21 | |
| 2019 | 0.28 | 0.58 | 0.07 | 0.19 | 43 | 668 | 37 | 46 | 233 | 82 | 23 | 149 | 29 | 9 | 19.6 | 4 | 0.09 | 0.21 |
| 2020 | 0.68 | 0.75 | 0.13 | 0.44 | 45 | 713 | 28 | 90 | 323 | 87 | 59 | 163 | 71 | 14 | 15.6 | 3 | 0.07 | 0.29 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Are 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 | 50 |
| 2 | 2018 | Robo 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. Full description at Econpapers || Download paper | 11 |
| 3 | 2006 | Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers || Download paper | 10 |
| 4 | 2016 | Investment 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 | 10 |
| 5 | 2019 | Stock 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 | 9 |
| 6 | 2018 | Cryptocurrencies 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. Full description at Econpapers || Download paper | 8 |
| 7 | 2018 | Can 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. Full description at Econpapers || Download paper | 8 |
| 8 | 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 8 |
| 9 | 2005 | A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers || Download paper | 7 |
| 10 | 2000 | A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers || Download paper | 7 |
| 11 | 2016 | Stock 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. Full description at Econpapers || Download paper | 6 |
| 12 | 2007 | Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers || Download paper | 6 |
| 13 | 2016 | Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers || Download paper | 6 |
| 14 | 2007 | Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers || Download paper | 5 |
| 15 | 2018 | Corporate 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 | 5 |
| 16 | 2002 | International stock market linkages: A factor analysis approach. (2002). Lafuente, J A ; Illueca, M. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240079. Full description at Econpapers || Download paper | 5 |
| 17 | 2019 | Fine 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. Full description at Econpapers || Download paper | 5 |
| 18 | 2016 | On 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 | 5 |
| 19 | 2020 | Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers || Download paper | 4 |
| 20 | 2009 | Low-cost momentum strategies. (2009). Miffre, Joelle ; Brooks, Chris ; Li, Xiafei. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2009:i:6:d:10.1057_jam.2008.28. Full description at Econpapers || Download paper | 4 |
| 21 | 2018 | Portfolio 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 | 4 |
| 22 | 2005 | Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers || Download paper | 4 |
| 23 | 2014 | Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers || Download paper | 4 |
| 24 | 2004 | How to calculate breadth: An evolution of the fundamental law of active portfolio management. (2004). Buckle, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2004:i:6:d:10.1057_palgrave.jam.2240118. Full description at Econpapers || Download paper | 4 |
| 25 | 2004 | Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers || Download paper | 4 |
| 26 | 2016 | Shrinkage=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. Full description at Econpapers || Download paper | 4 |
| 27 | 2003 | The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers || Download paper | 4 |
| 28 | 2006 | Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers || Download paper | 4 |
| 29 | 2004 | Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers || Download paper | 4 |
| 30 | 2018 | US sector rotation with five-factor Famaââ¬âFrench 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. Full description at Econpapers || Download paper | 4 |
| 31 | 2000 | Generalised style analysis of hedge funds. (2000). Naik, N Y ; Agarwal, V. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers || Download paper | 3 |
| 32 | 2009 | Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers || Download paper | 3 |
| 33 | 2004 | An alternative route to performance hypothesis testing. (2004). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:1:d:10.1057_palgrave.jam.2240123. Full description at Econpapers || Download paper | 3 |
| 34 | 2019 | Hedge and safe haven investing with investment styles. (2019). Peltomaki, Jarkko ; Khrashchevskyi, Ian ; Hou, Ai Jun . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00127-3. Full description at Econpapers || Download paper | 3 |
| 35 | 2006 | Towards reliable efficient frontiers. (2006). Werner, Ralf ; Schottle, Katrin. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240208. Full description at Econpapers || Download paper | 3 |
| 36 | 2004 | The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2. (2004). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:3:d:10.1057_palgrave.jam.2240136. Full description at Econpapers || Download paper | 3 |
| 37 | 2001 | The prediction of earnings movements using accounting data: An update and extension of Ou and Penman. (2001). Bird, Ron ; Gerlach, R ; Hall, A D. In: Journal of Asset Management. RePEc:pal:assmgt:v:2:y:2001:i:2:d:10.1057_palgrave.jam.2240043. Full description at Econpapers || Download paper | 3 |
| 38 | 2009 | Interfamily competition on index tracking: The case of the vanguard ETFs and index funds. (2009). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.11. Full description at Econpapers || Download paper | 3 |
| 39 | 2017 | Managing 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 | 3 |
| 40 | 2007 | Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers || Download paper | 3 |
| 41 | 2021 | Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers || Download paper | 3 |
| 42 | 2008 | Abnormal returns with momentum/contrarian strategies using exchange-traded funds. (2008). Rhee, Ghon S ; Dejong, Jack C ; de Jong, Jack C. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.27. Full description at Econpapers || Download paper | 3 |
| 43 | 2014 | Value premium and default risk. (2014). McMillan, David G ; Elgammal, Mohammed M. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.10. Full description at Econpapers || Download paper | 3 |
| 44 | 2018 | Psychic dividends of socially responsible investment portfolios. (2018). Ainsworth, Andrew ; Satchell, Steve ; Corbett, Adam. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0073-4. Full description at Econpapers || Download paper | 3 |
| 45 | 2020 | ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers || Download paper | 3 |
| 46 | 2006 | Improving investment performance for pension plans. (2006). Simsek, Koray D ; Mulvey, John M ; Zhang, Zhuojuan. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240206. Full description at Econpapers || Download paper | 3 |
| 47 | 2001 | Equity performance of segregated pension funds in the UK. (2001). Tonks, I ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers || Download paper | 3 |
| 48 | 2016 | Investigating 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 | 3 |
| 49 | 2011 | Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers || Download paper | 3 |
| 50 | 2014 | Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Are 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 | 50 |
| 2 | 2018 | Robo 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. Full description at Econpapers || Download paper | 11 |
| 3 | 2019 | Stock 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 | 9 |
| 4 | 2018 | Can 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. Full description at Econpapers || Download paper | 8 |
| 5 | 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 8 |
| 6 | 2016 | Investment 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 | 7 |
| 7 | 2018 | Cryptocurrencies 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. Full description at Econpapers || Download paper | 7 |
| 8 | 2006 | Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers || Download paper | 6 |
| 9 | 2019 | Fine 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. Full description at Econpapers || Download paper | 5 |
| 10 | 2016 | Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers || Download paper | 5 |
| 11 | 2018 | Corporate 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 | 5 |
| 12 | 2016 | Stock 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. Full description at Econpapers || Download paper | 5 |
| 13 | 2000 | A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers || Download paper | 4 |
| 14 | 2018 | Portfolio 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 | 4 |
| 15 | 2018 | US sector rotation with five-factor Famaââ¬âFrench 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. Full description at Econpapers || Download paper | 4 |
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Citing documents used to
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| 2020 | Socially Responsible Investing as a Competitive Strategy for Trading Companies in Times of Upheaval Amid COVID-19: Evidence from Spain. (2020). Gomez-Martinez, Raul ; Castillo-Apraiz, Julen ; Palma-Ruiz, Jesus Manuel. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:41-:d:381134. Full description at Econpapers || Download paper | |
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| 2020 | What Future for the Green Bond Market? How Can Policymakers, Companies, and Investors Unlock the Potential of the Green Bond Market?. (2020). de Mariz, Frederic ; Deschryver, Pauline. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:61-:d:336328. Full description at Econpapers || Download paper | |
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| 2020 | On the Effect of Green Bonds on the Profitability and Credit Quality of Project Financing. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana-Belen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6695-:d:400707. Full description at Econpapers || Download paper | |
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| 2020 | Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Working Papers. RePEc:hhs:cbsnow:2021_001. Full description at Econpapers || Download paper | |
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| 2020 | Identification of risks of investments into residential premises for rent in Poland. (2020). Urbaska, Kamila ; Gorski, Arkadiusz ; Parkitna, Agnieszka. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2015. Full description at Econpapers || Download paper | |
| 2020 | The role of future economic conditions in the cross-section of stock returns: Evidence from the US and UK. (2020). Zhu, Sheng ; Sherman, Meadhbh ; Gao, Jun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919304088. Full description at Econpapers || Download paper | |
| 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | Factors Influencing the Green Bond Market Expansion: Evidence from a Multi-Dimensional Analysis. (2020). Rasoulinezhad, Ehsan ; Sarker, Tapan ; Tu, Chuc Anh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:126-:d:371134. Full description at Econpapers || Download paper | |
| 2020 | Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach. (2020). Kyei, Clement ; GUPTA, RANGAN ; Olson, Eric ; Hussain, Syed Jawad. In: Working Papers. RePEc:pre:wpaper:202008. Full description at Econpapers || Download paper | |
| 2020 | Piotroskiââ¬â¢s FSCORE: international evidence. (2020). Walkshausl, Christian. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00157-2. Full description at Econpapers || Download paper | |
| 2020 | Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach. (2020). Liu, Yi-Cheng ; Yeh, I-Cheng ; I-Cheng Yeh, . In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00209-x. Full description at Econpapers || Download paper | |
| 2020 | Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | |
| 2020 | The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. (2020). Abbas, Syed Kumail ; Naqvi, Bushra ; Hasnaoui, Jamila Abaidi ; Mirza, Nawazish. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00066-6. Full description at Econpapers || Download paper | |
| 2020 | RECENT DEVELOPMENTS IN THE FINTECH INDUSTRY. (2020). Chemmanur, Thomas ; Yu, Qianqian ; Rajaiya, Harshit ; Imerman, Michael B. In: Journal of Financial Management, Markets and Institutions (JFMMI). RePEc:wsi:jfmmix:v:08:y:2020:i:01:n:s2282717x20400022. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Short-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. Full description at Econpapers || Download paper | |
| 2019 | Green 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. Full description at Econpapers || Download paper | |
| 2019 | DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019. Full description at Econpapers || Download paper | |
| 2019 | Enhance 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. Full description at Econpapers || Download paper |
Recent citations received in 2018
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Recent citations received in 2017
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