13
H index
15
i10 index
5929
Citations
Stanford University | 13 H index 15 i10 index 5929 Citations RESEARCH PRODUCTION: 29 Articles 6 Papers 3 Chapters RESEARCH ACTIVITY:
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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 |
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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2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
2022 | Exploring the Dynamics of Investors’ Decision Making in Pakistan Stock Market: A Study of Herding Behavior. (2022). Amin, Khurram ; Rasheed, Muhammad Haroon ; Sadiq, Salma ; Hussain, Mumtaz. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:165-173. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Corporate Environmental Information Disclosure and Investor Response: Empirical Evidence from Chinas Capital Market. (2022). Zhang, ZhongXiang ; Meng, Jia. In: FEEM Working Papers. RePEc:ags:feemwp:317842. 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 | |
2022 | . 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 | |
2022 | Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input. (2021). Romain, Djoumbissie David. In: Papers. RePEc:arx:papers:2011.13113. Full description at Econpapers || Download paper | |
2022 | Overnight GARCH-It\^o Volatility Models. (2021). Wang, Yazhen ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.13467. Full description at Econpapers || Download paper | |
2022 | Portfolio Construction as Linearly Constrained Separable Optimization. (2021). Kochenderfer, Mykel ; Boyd, Stephen ; Gindi, Jack ; Moehle, Nicholas. In: Papers. RePEc:arx:papers:2103.05455. Full description at Econpapers || Download paper | |
2022 | Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451. Full description at Econpapers || Download paper | |
2022 | What Data Augmentation Do We Need for Deep-Learning-Based Finance?. (2021). Imajo, Kentaro ; Minami, Kentaro ; Ziyin, Liu. In: Papers. RePEc:arx:papers:2106.04114. Full description at Econpapers || Download paper | |
2022 | Diversified reward-risk parity in portfolio construction. (2021). Kim, Young Shin ; Choi, Jae Hyung. In: Papers. RePEc:arx:papers:2106.09055. Full description at Econpapers || Download paper | |
2022 | Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture. (2021). Roberts, Stephen ; Giegerich, Sven ; Wood, Kieran ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2112.08534. Full description at Econpapers || Download paper | |
2022 | Option Pricing and CVA Calculations using the Monte Carlo-Tree (MC-Tree) Method. (2022). Hanzon, Bernard ; Trinh, Yen Thuan. In: Papers. RePEc:arx:papers:2202.00785. Full description at Econpapers || Download paper | |
2022 | On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.03858. Full description at Econpapers || Download paper | |
2022 | Hierarchical Sensitivity Parity. (2022). Rodriguez, Alejandro. In: Papers. RePEc:arx:papers:2202.08921. Full description at Econpapers || Download paper | |
2022 | Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2204.07506. Full description at Econpapers || Download paper | |
2022 | Randomized geometric tools for anomaly detection in stock markets. (2022). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2205.03852. Full description at Econpapers || Download paper | |
2022 | Tsallis Relative entropy from asymmetric distributions as a risk measure for financial portfolios. (2022). Page, Sherman ; Devi, Sandhya. In: Papers. RePEc:arx:papers:2205.13625. Full description at Econpapers || Download paper | |
2022 | AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment. (2022). Jin, Yifan ; Yuan, Zhehu ; Shen, Jimei. In: Papers. RePEc:arx:papers:2206.11072. 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 | |
2022 | The Lepto-Variance of Stock Returns. (2022). Polimenis, Vassilis. In: Papers. RePEc:arx:papers:2207.04867. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2022 | Asset Allocation: From Markowitz to Deep Reinforcement Learning. (2022). Durall, Ricard. In: Papers. RePEc:arx:papers:2208.07158. Full description at Econpapers || Download paper | |
2022 | Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty. (2022). Minami, Kentaro ; Imajo, Kentaro ; Nakagawa, Kei ; Fujimoto, Yugo. In: Papers. RePEc:arx:papers:2210.17030. 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 | |
2022 | Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence. (2022). Shum, Heung-Yeung ; Ni, Lionel M ; Wang, Saizhuo ; Guo, Jian. In: Papers. RePEc:arx:papers:2301.04020. 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 | 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 | |
2022 | RISK, RETURN AND INTERNATIONAL PORTFOLIO DIVERSIFICATION: K-MEANS CLUSTERING DATA. (2022). Shtogrin, Kyryl ; Glukhova, Darya ; Dziuba, Pavlo. In: Baltic Journal of Economic Studies. RePEc:bal:journl:2256-0742:2017:8:3:9. 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 | |
2022 | The role of a green factor in stock prices. When Fama & French go green. (2022). Gonzalez, Clara I ; Gimeno, Ricardo. In: Working Papers. RePEc:bde:wpaper:2207. Full description at Econpapers || Download paper | |
2022 | Ofertas Públicas de Adquisición y su efecto sobre las rentabilidades en el mercado accionario: El caso de NUTRESA y SURA en Colombia. (2022). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Orozco-Vanegas, Camilo Andres. In: Borradores de Economia. RePEc:bdr:borrec:1195. Full description at Econpapers || Download paper | |
2022 | Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141. 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 | |
2022 | Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474. 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 | |
2022 | Bank green lending and credit risk: an empirical analysis of Chinas Green Credit Policy. (2022). Wang, Yao ; Andreas, ; Caldecott, Ben ; Zhou, Xiaoyan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1623-1640. Full description at Econpapers || Download paper | |
2022 | The us in reUSe. Theorizing the how and why of the circular economy. (2022). Manzhynski, Siarhei ; Thorpe, Andrea Stevenson ; Figge, Frank ; Gutberlet, Melissa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:6:p:2741-2753. 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 | |
2022 | Bringing Credibility Back to Macroeconomic Policy Frameworks. (2022). Yahyaei, Hamid ; ANTHONY, STEPHEN . In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:3:p:276-295. Full description at Econpapers || Download paper | |
2022 | Boom and Bust: A Global History of Financial Bubbles. (2022). Graham, James. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:324-326. 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 | 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 | |
2022 | Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647. Full description at Econpapers || Download paper | |
2022 | Optimal dividend payout under stochastic discounting. (2022). Gozzi, Fausto ; Ferrari, Giorgio ; de Angelis, Tiziano ; Bandini, Elena. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:627-677. Full description at Econpapers || Download paper | |
2022 | Nobel laureates’ contributions to and impacts on operations management. (2022). Sethi, Suresh ; Agrawal, Vijay K ; Gupta, Sushil. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:12:p:4283-4303. Full description at Econpapers || Download paper | |
2022 | When Blockchain Creates Shareholder Value: Empirical Evidence from International Firm Announcements. (2022). Wagner, Stephan M ; Schmidt, Christoph G ; Klockner, Maximilian. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:1:p:46-64. Full description at Econpapers || Download paper | |
2022 | Renewable entry costs, project finance and the role of revenue quality in Australia’s National Electricity Market. (2022). Simshauser, Paul ; Gohdes, N. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2206. Full description at Econpapers || Download paper | |
2022 | Diesel, Conventional Gas, Jet Fuel, and Natural Gas Equity and Commodity Project Risk across the Oil and Gas Industry. (2022). Carson, Scott A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10125. 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 | |
2022 | The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724. Full description at Econpapers || Download paper | |
2022 | Optimizing portfolios in the illiquid, unlisted market of SME crowdlending. (2022). Lextrait, Bastien. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-23. Full description at Econpapers || Download paper | |
2022 | Carbon taxes and the geography of fossil lending. (2022). Popov, Alexander ; Laeven, Luc. In: Working Paper Series. RePEc:ecb:ecbwps:20222762. Full description at Econpapers || Download paper | |
2022 | A Comparative Study of the Fama-French Three Factor and the Carhart Four Factor Models: Empirical Evidence from Morocco. (2022). Abrache, Jawad ; Aguenaou, Samir ; Tazi, Omar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-01-09. Full description at Econpapers || Download paper | |
2022 | Implementation of Capm, Fama-French Three-Factor, and Five-Factor in Indonesia Stock Exchange and Cement Industry Sector. (2022). Andati, Trias ; Juanda, Bambang ; Hakim, Dedi Budiman ; Wiryasantika, Dewa Nyoman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-5. 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 | |
2022 | Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28. Full description at Econpapers || Download paper | |
2022 | The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Ozay, Tugba ; Umut, Alican ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54. Full description at Econpapers || Download paper | |
2022 | Causality between Green Stock Market with Monetary Policy, Global Uncertainty, and Environmental Damage in Indonesia. (2022). Suriani, Suriani ; Aliasuddin, Aliasuddin ; Abd, Shabri M ; Sakuntala, Dwita. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-28. Full description at Econpapers || Download paper | |
2022 | Understanding BOXPI — Industry portfolio perspectives. (2022). Yang, Kisung ; Kim, Youngmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:81:y:2022:i:c:s1049007822000574. Full description at Econpapers || Download paper | |
2022 | Option traders are concerned about climate risks: ESG ratings and short-term sentiment. (2022). Zhang, Jin E ; Gehricke, Sebastian A ; Ford, Jansson M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000363. 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 | |
More than 100 citations found, this list is not complete... |
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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: 73 | 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 another 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 | 462 |
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 another 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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