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There are 7863709 results for: content related to: COMPONENTS OF A MEASUREMENT MODEL: RATE OF RETURN, RISK, AND TIMING

  1. State-Level Business Cycles and Local Return Predictability

    The Journal of Finance

    Volume 68, Issue 3, June 2013, Pages: 1037–1096, GEORGE M. KORNIOTIS and ALOK KUMAR

    Version of Record online : 20 MAY 2013, DOI: 10.1111/jofi.12017

  2. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  3. ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS

    The Journal of Finance

    Volume 31, Issue 4, September 1976, Pages: 1169–1183, Vijay S. Bawa

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb01967.x

  4. Trading Volume and Cross-Autocorrelations in Stock Returns

    The Journal of Finance

    Volume 55, Issue 2, April 2000, Pages: 913–935, Tarun Chordia and Bhaskaran Swaminathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00231

  5. Mental Accounting, Loss Aversion, and Individual Stock Returns

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1247–1292, Nicholas Barberis and Ming Huang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00367

  6. Portfolio Inefficiency and the Cross-section of Expected Returns

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 157–184, SHMUEL KANDEL and ROBERT F. STAMBAUGH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05170.x

  7. Orthogonal Frontiers and Alternative Mean-Variance Efficiency Tests

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 601–619, BRUCE N. LEHMANN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04571.x

  8. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  9. Dynamic Trading with Predictable Returns and Transaction Costs

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2309–2340, NICOLAE GÂRLEANU and LASSE HEJE PEDERSEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12080

  10. Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 901–933, Lu Zheng

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00131

  11. COMPONENTS OF INVESTMENT PERFORMANCE

    The Journal of Finance

    Volume 27, Issue 3, June 1972, Pages: 551–567, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1972.tb00984.x

  12. Dynamic Asset Allocation with Event Risk

    The Journal of Finance

    Volume 58, Issue 1, February 2003, Pages: 231–259, Jun Liu, Francis A. Longstaff and Jun Pan

    Version of Record online : 12 FEB 2003, DOI: 10.1111/1540-6261.00523

  13. LONG-TERM GROWTH IN A SHORT-TERM MARKET

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 857–885, Eugene F. Fama and James D. MacBeth

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01488.x

  14. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  15. Variable Selection for Portfolio Choice

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1297–1351, Yacine AÏT-SAHALI and Michael W. Brandt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00369

  16. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 1–33, KENT DANIEL and SHERIDAN TITMAN

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03806.x

  17. When Will Mean-Variance Efficient Portfolios Be Well Diversified?

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1785–1809, RICHARD C. GREEN and BURTON HOLLIFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04683.x

  18. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps

    The Journal of Finance

    Volume 58, Issue 4, August 2003, Pages: 1651–1683, Ravi Jagannathan and Tongshu Ma

    Version of Record online : 15 JUL 2003, DOI: 10.1111/1540-6261.00580

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    Earnings Announcements and Systematic Risk

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 83–138, PAVEL SAVOR and MUNGO WILSON

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12361

  20. Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 737–774, SCOTT CEDERBURG and MICHAEL S. O'DOHERTY

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12383