Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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1 |
Material Type: Article
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Sin Stocks Revisited: Resolving the Sin Stock AnomalyJournal 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.2017.44.1.105Full text available |
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2 |
Material Type: Article
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Quantifying Backtest Overfitting in Alternative Beta StrategiesJournal 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.2017.43.2.090Full text available |
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3 |
Material Type: Article
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Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and TwitterJournal 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.2018.44.7.085Full text available |
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4 |
Material Type: Article
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Alice’s Adventures in Factorland: Three Blunders That Plague Factor InvestingJournal 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.2019.45.4.018Full text available |
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5 |
Material Type: Article
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The Properties of Equally Weighted Risk Contribution PortfoliosJournal 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.2010.36.4.060Full text available |
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6 |
Material Type: Article
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Accessing the China A-Shares Market via Minimum-Variance InvestingJournal 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.2018.45.1.106Full text available |
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7 |
Material Type: Article
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Factor-Based Investing: The Long-Term EvidenceJournal 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.2017.43.5.015Full text available |
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8 |
Material Type: Article
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The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter FeedsJournal 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.2016.42.5.123Full text available |
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9 |
Material Type: Article
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Trading against the Grain: When Insiders Buy High and Sell LowJournal 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.2019.46.1.139Full text available |
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10 |
Material Type: Article
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Sin Stock ReturnsJournal 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.2008.35.1.82Full text available |
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11 |
Material Type: Article
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Do Social Media Trump News? The Relative Importance of Social Media and News Based Sentiment for Market TimingJournal 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.2018.45.2.058Full text available |
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12 |
Material Type: Article
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What’s in the News? Using News Sentiment Momentum for Tactical Asset AllocationJournal 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.2015.41.2.100Full text available |
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13 |
Material Type: Article
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Extending Fama–French Factors to Corporate Bond MarketsJournal 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.2019.45.3.141Full text available |
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14 |
Material Type: Article
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Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple AssetsJournal 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.2018.44.2.062Full text available |
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15 |
Material Type: Article
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A Practitioner’s Defense of Return PredictabilityJournal 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.2017.43.3.060Full text available |
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16 |
Material Type: Article
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Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment SolutionsJournal 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.2018.44.2.008Full text available |
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17 |
Material Type: Article
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The Volatility EffectJournal 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.2007.698039Full text available |
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18 |
Material Type: 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.2019.1.091Full text available |
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19 |
Material Type: Article
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The Folly of Hiring Winners and Firing LosersJournal 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.2018.45.1.071Full text available |
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20 |
Material Type: Article
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Demystifying Equity Risk–Based Strategies: A Simple Alpha plus Beta DescriptionJournal 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.2012.38.3.056Full text available |