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There are 10029 results for: content related to: On the Portfolio Properties of Real Estate in Good Times and Bad Times 1

  1. A Stability Approach to Mean-Variance Optimization

    Financial Review

    Volume 50, Issue 3, August 2015, Pages: 301–330, Apostolos Kourtis

    Article first published online : 16 JUL 2015, DOI: 10.1111/fire.12068

  2. Equally Weighted vs. Long-Run Optimal Portfolios

    European Financial Management

    Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

    Article first published online : 23 JUL 2014, DOI: 10.1111/EUFM.12042

  3. THE ECONOMIC SIGNIFICANCE OF CONDITIONING INFORMATION ON PORTFOLIO EFFICIENCY IN THE PRESENCE OF COSTLY SHORT-SELLING

    Journal of Financial Research

    Volume 35, Issue 1, Spring 2012, Pages: 115–135, Nicholas Taylor

    Article first published online : 5 MAR 2012, DOI: 10.1111/j.1475-6803.2011.01311.x

  4. An Examination of Dynamic Trading Stategies in UK and US Stock Returns

    Journal of Business Finance & Accounting

    Volume 38, Issue 9-10, November/December 2011, Pages: 1290–1310, Jonathan Fletcher

    Article first published online : 29 SEP 2011, DOI: 10.1111/j.1468-5957.2011.02257.x

  5. Time and Risk Diversification in Real Estate Investments: Assessing the Ex Post Economic Value

    Real Estate Economics

    Volume 37, Issue 3, Fall 2009, Pages: 341–381, Carolina Fugazza, Massimo Guidolin and Giovanna Nicodano

    Article first published online : 26 AUG 2009, DOI: 10.1111/j.1540-6229.2009.00245.x

  6. Pigment layers and precious metal sheets by energy-dispersive x-ray fluorescence analysis

    X-Ray Spectrometry

    Volume 37, Issue 4, July/August 2008, Pages: 309–316, Roberto Cesareo, Antonio Brunetti and Stefano Ridolfi

    Article first published online : 16 MAY 2008, DOI: 10.1002/xrs.1078

  7. Do High-Frequency Data Improve High-Dimensional Portfolio Allocations?

    Journal of Applied Econometrics

    Volume 30, Issue 2, March 2015, Pages: 263–290, Nikolaus Hautsch, Lada M. Kyj and Peter Malec

    Article first published online : 27 NOV 2013, DOI: 10.1002/jae.2361

  8. Are Euro Area Small Cap Stocks an Asset Class? Evidence from Mean-Variance Spanning Tests

    European Financial Management

    Volume 11, Issue 2, March 2005, Pages: 229–253, Giovanni Petrella

    Article first published online : 18 MAR 2005, DOI: 10.1111/j.1354-7798.2005.00283.x

  9. International Dynamic Asset Allocation and Return Predictability

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 1008–1025, Devraj Basu, Roel Oomen and Alexander Stremme

    Article first published online : 19 FEB 2010, DOI: 10.1111/j.1468-5957.2010.02195.x

  10. Portfolio Performance Measurement: a No Arbitrage Bounds Approach

    European Financial Management

    Volume 15, Issue 2, March 2009, Pages: 298–339, Dong-Hyun Ahn, H. Henry Cao and Stéphane Chrétien

    Article first published online : 2 MAR 2009, DOI: 10.1111/j.1468-036X.2009.00480.x

  11. The Efficient Use of Conditioning Information in Portfolios

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 967–982, Wayne E. Ferson and Andrew F. Siegel

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00351

  12. Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1565–1596, WAYNE FERSON and JERCHERN LIN

    Article first published online : 18 JUL 2014, DOI: 10.1111/jofi.12165

  13. New Evidence on Optimal Asset Allocation

    Financial Review

    Volume 38, Issue 3, August 2003, Pages: 435–454, Gerald R. Jensen and 1 Jeffrey M. Mercer 2

    Article first published online : 15 JUL 2003, DOI: 10.1111/1540-6288.00054

  14. You have free access to this content
    The econometrics of mean-variance efficiency tests: a survey

    The Econometrics Journal

    Volume 12, Issue 3, November 2009, Pages: C65–C101, Enrique Sentana

    Article first published online : 24 NOV 2009, DOI: 10.1111/j.1368-423X.2009.00295.x

  15. Equity Home-Bias: A Suboptimal Choice for UK investors?

    European Financial Management

    Volume 16, Issue 3, June 2010, Pages: 449–479, Antonios Antoniou, Olasupo Olusi and Krishna Paudyal

    Article first published online : 27 APR 2009, DOI: 10.1111/j.1468-036X.2008.00462.x

  16. You have full text access to this OnlineOpen article
    Performance of salmon fishery portfolios across western North America

    Journal of Applied Ecology

    Volume 51, Issue 6, December 2014, Pages: 1554–1563, Jennifer R. Griffiths, Daniel E. Schindler, Jonathan B. Armstrong, Mark D. Scheuerell, Diane C. Whited, Robert A. Clark, Ray Hilborn, Carrie A. Holt, Steven T. Lindley, Jack A. Stanford and Eric C. Volk

    Article first published online : 3 OCT 2014, DOI: 10.1111/1365-2664.12341

  17. Diversification, Integration and Emerging Market Closed-End Funds

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 835–869, GEERT BEKAERT and MICHAEL S. URIAS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02709.x

  18. Strategic Asset Allocation and the Role of Alternative Investments

    European Financial Management

    Volume 20, Issue 3, June 2014, Pages: 521–547, Douglas Cumming, Lars Helge Haß and Denis Schweizer

    Article first published online : 19 MAR 2012, DOI: 10.1111/j.1468-036X.2012.00642.x

  19. AN INVESTIGATION OF ALTERNATIVE ESTIMATORS OF EXPECTED RETURNS IN MEAN-VARIANCE ANALYSIS

    Journal of Financial Research

    Volume 20, Issue 1, Spring 1997, Pages: 129–143, Jonathan Fletcher

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00240.x

  20. Performance Attribution Using a Multivariate Intertemporal Asset Pricing Model with One State Variable

    Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration

    Volume 11, Issue 2, June 1994, Pages: 75–85, Lawrence Kryzanowski, Simon Lalancette and Minh Chau To

    Article first published online : 8 APR 2009, DOI: 10.1111/j.1936-4490.1994.tb00056.x