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Results 1 - 20 of 1,454  for All Library Resources

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1
Sin Stocks Revisited: Resolving the Sin Stock Anomaly
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Sin Stocks Revisited: Resolving the Sin Stock Anomaly

Journal of portfolio management, 2017-10, Vol.44 (1), p.105-111 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Fall 2017 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2017.44.1.105

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2
Quantifying Backtest Overfitting in Alternative Beta Strategies
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Quantifying Backtest Overfitting in Alternative Beta Strategies

Journal of portfolio management, 2017-01, Vol.43 (2), p.90-104 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Winter 2017 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2017.43.2.090

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3
Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter
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Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter

Journal of portfolio management, 2018-07, Vol.44 (7), p.85-95 [Peer Reviewed Journal]

2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.44.7.085

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4
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
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Article
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Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Journal of portfolio management, 2019-04, Vol.45 (4), p.18-36 [Peer Reviewed Journal]

2019 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2019.45.4.018

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5
The Properties of Equally Weighted Risk Contribution Portfolios
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The Properties of Equally Weighted Risk Contribution Portfolios

Journal of portfolio management, 2010-07, Vol.36 (4), p.60-70 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Summer 2010 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2010.36.4.060

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6
Accessing the China A-Shares Market via Minimum-Variance Investing
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Accessing the China A-Shares Market via Minimum-Variance Investing

Journal of portfolio management, 2018-09, Vol.45 (1), p.106-117 [Peer Reviewed Journal]

2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.45.1.106

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7
Factor-Based Investing: The Long-Term Evidence
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Article
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Factor-Based Investing: The Long-Term Evidence

Journal of portfolio management, 2017-01, Vol.43 (5), p.15-37 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC 2017 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2017.43.5.015

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8
The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds
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Article
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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

Journal of portfolio management, 2016-01, Vol.42 (5), p.123-134 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC 2016 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2016.42.5.123

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9
Trading against the Grain: When Insiders Buy High and Sell Low
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Article
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Trading against the Grain: When Insiders Buy High and Sell Low

Journal of portfolio management, 2019-11, Vol.46 (1), p.139-151 [Peer Reviewed Journal]

2019 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2019.46.1.139

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10
Sin Stock Returns
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Sin Stock Returns

Journal of portfolio management, 2008-10, Vol.35 (1), p.82-94 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Fall 2008 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/JPM.2008.35.1.82

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11
Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing
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Article
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Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market Timing

Journal of portfolio management, 2019-01, Vol.45 (2), p.58-67 [Peer Reviewed Journal]

2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.45.2.058

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12
What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation
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Article
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What’s in the News? Using News Sentiment Momentum for Tactical Asset Allocation

Journal of portfolio management, 2015-01, Vol.41 (2), p.100-112 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Winter 2015 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2015.41.2.100

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13
Extending Fama–French Factors to Corporate Bond Markets
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Article
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Extending Fama–French Factors to Corporate Bond Markets

Journal of portfolio management, 2019-01, Vol.45 (3), p.141-158 [Peer Reviewed Journal]

2019 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2019.45.3.141

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14
Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets
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Article
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Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets

Journal of portfolio management, 2018-01, Vol.44 (2), p.62-73 [Peer Reviewed Journal]

2018 Institutional Investor, LLC ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.44.2.062

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15
A Practitioner’s Defense of Return Predictability
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Article
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A Practitioner’s Defense of Return Predictability

Journal of portfolio management, 2017-03, Vol.43 (3), p.60-76 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Spring 2017 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2017.43.3.060

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16
Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions
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Article
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Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions

Journal of portfolio management, 2018-01, Vol.44 (2), p.8-22 [Peer Reviewed Journal]

2018 Institutional Investor, LLC ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.44.2.008

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17
The Volatility Effect
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Article
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The Volatility Effect

Journal of portfolio management, 2007, Vol.34 (1), p.102-113 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Fall 2007 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2007.698039

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18
The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?
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Article
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The Alpha, Beta, and Sigma of ESG: Better Beta, Additional Alpha?

Journal of portfolio management, 2019-09, Vol.45 (6), p.6-15 [Peer Reviewed Journal]

2019 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2019.1.091

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19
The Folly of Hiring Winners and Firing Losers
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Article
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The Folly of Hiring Winners and Firing Losers

Journal of portfolio management, 2018-09, Vol.45 (1), p.71-84 [Peer Reviewed Journal]

2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.45.1.071

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20
Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta Description
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Article
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Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta Description

Journal of portfolio management, 2012-04, Vol.38 (3), p.56-70 [Peer Reviewed Journal]

Copyright Euromoney Institutional Investor PLC Spring 2012 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2012.38.3.056

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Results 1 - 20 of 1,454  for All Library Resources

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