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1	Material Type: Article	Financial Intermediaries and the Cross-Section of Asset Returns The Journal of finance (New York), 2014-12, Vol.69 (6), p.2557-2596 [Peer Reviewed Journal] 2014 American Finance Association ;2014 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12189 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	Material Type: Article	Two-stage bond portfolio optimization and its application to Saudi Sukuk Market Annals of operations research, 2020-05, Vol.288 (1), p.1-43 [Peer Reviewed Journal] Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2020 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03544-5 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	Material Type: Article	Greening monetary policy Climate policy, 2021-04, Vol.21 (4), p.581-592 [Peer Reviewed Journal] 2021 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group 2021 ;ISSN: 1469-3062 ;EISSN: 1752-7457 ;DOI: 10.1080/14693062.2020.1868392 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Systemic risk prevention policies targeting systemically important banks: Does clustering pattern matter? PloS one, 2023-04, Vol.18 (4), p.e0284861-e0284861 [Peer Reviewed Journal] Copyright: © 2023 Zhu et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Zhu et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Zhu et al 2023 Zhu et al ;2023 Zhu et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0284861 ;PMID: 37104390 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	The Cross Section of Foreign Currency Risk Premia and Consumption Growth Risk The American economic review, 2007-03, Vol.97 (1), p.89-117 [Peer Reviewed Journal] Copyright American Economic Association Mar 2007 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.97.1.89 ;CODEN: AENRAA Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	Long-Run Stockholder Consumption Risk and Asset Returns The Journal of finance (New York), 2009-12, Vol.64 (6), p.2427-2479 [Peer Reviewed Journal] Copyright 2009 The American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 2009 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01507.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	International portfolios, capital accumulation and foreign assets dynamics Journal of international economics, 2010, Vol.80 (1), p.100-112 [Peer Reviewed Journal] Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0022-1996 ;EISSN: 1873-0353 ;DOI: 10.1016/j.jinteco.2009.05.006 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments Journal of financial and quantitative analysis, 2018-02, Vol.53 (1), p.365-393 [Peer Reviewed Journal] Copyright © Michael G. Foster School of Business, University of Washington 2018 ;COPYRIGHT 2018, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON ;Copyright University of Washington, School of Business Administration Feb 2018 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S002210901700103X Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	Information flow among stocks, bonds, and convertible bonds PloS one, 2023-03, Vol.18 (3), p.e0282964-e0282964 [Peer Reviewed Journal] Copyright: © 2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2023 Public Library of Science ;2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2023 Jo et al 2023 Jo et al ;2023 Jo et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0282964 ;PMID: 36952457 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	Material Type: Article	Economic Catastrophe Bonds The American economic review, 2009-06, Vol.99 (3), p.628-666 [Peer Reviewed Journal] Copyright 2009 The American Economic Association ;Copyright American Economic Association Jun 2009 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.99.3.628 ;CODEN: AENRAA Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	Material Type: Article	Surety Implications on Bankruptcy Deposits: The 2023 Banking Crisis American Bankruptcy Institute journal, 2024-03, Vol.43 (3), p.28-46 Copyright American Bankruptcy Institute Mar 2024 ;ISSN: 1931-7522 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	Global Currency Hedging The Journal of finance (New York), 2010-02, Vol.65 (1), p.87-121 [Peer Reviewed Journal] 2010 American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Feb 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01524.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	INTEREST RATES SENSITIVITY ARBITRAGE – THEORY AND PRACTICAL ASSESMENT FOR FINANCIAL MARKET TRADING Business, management and economics engineering, 2021-01, Vol.19 (1), p.12-23 [Peer Reviewed Journal] 2021. This work is published under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2669-2481 ;ISSN: 2029-7491 ;EISSN: 2669-249X ;EISSN: 2029-6169 ;DOI: 10.3846/bmee.2021.12658 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	A Century of Evidence on Trend-Following Investing Journal of portfolio management, , Vol.44 (1), p.15-29 [Peer Reviewed Journal] Copyright Euromoney Institutional Investor PLC Fall 2017 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2017.44.1.015 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	Material Type: Article	Recent advancements in robust optimization for investment management Annals of operations research, 2018-07, Vol.266 (1-2), p.183-198 [Peer Reviewed Journal] Springer Science+Business Media, LLC 2017 ;COPYRIGHT 2018 Springer ;Annals of Operations Research is a copyright of Springer, (2017). All Rights Reserved. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-017-2573-5 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	Inflation Risk and Asset Class Performance Journal of Finance and Investment Analysis, 2012-01, Vol.1 (3) 2012. This work is published under http://creativecommons.org/licenses/by/2.5/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2241-0988 ;EISSN: 2241-0996 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	Leverage Aversion and Risk Parity Financial analysts journal, 2012-01, Vol.68 (1), p.47-59 [Peer Reviewed Journal] 2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	The Impact of Volatility Targeting Journal of portfolio management, 2018-09, Vol.45 (1), p.14-33 [Peer Reviewed Journal] 2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.45.1.014 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	Material Type: Article	THE ASSET CLASS OF BITCOIN AND ITS CONTRIBUTIONS TO INVESTMENT PORTFOLIOS Journal of business and accounting, 2022-10, Vol.15 (1), p.3-19 [Peer Reviewed Journal] Copyright American Society of Business and Behavioral Sciences Fall 2022 ;ISSN: 1944-2874 ;EISSN: 2153-6252 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	A Rank Estimator Approach to Modeling Default Frequencies Journal of risk and financial management, 2023-10, Vol.16 (10), p.444 [Peer Reviewed Journal] COPYRIGHT 2023 MDPI AG ;2023 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16100444 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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Results 1 - 20 of 8,895 for All Library Resources

2014 American Finance Association ;2014 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12189 ;CODEN: JLFIAN

Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2020 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03544-5

2021 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group 2021 ;ISSN: 1469-3062 ;EISSN: 1752-7457 ;DOI: 10.1080/14693062.2020.1868392

Copyright American Economic Association Mar 2007 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.97.1.89 ;CODEN: AENRAA

Copyright 2009 The American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Dec 2009 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01507.x ;CODEN: JLFIAN

Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0022-1996 ;EISSN: 1873-0353 ;DOI: 10.1016/j.jinteco.2009.05.006

Copyright 2009 The American Economic Association ;Copyright American Economic Association Jun 2009 ;ISSN: 0002-8282 ;EISSN: 1944-7981 ;DOI: 10.1257/aer.99.3.628 ;CODEN: AENRAA

Copyright American Bankruptcy Institute Mar 2024 ;ISSN: 1931-7522

2010 American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Feb 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01524.x ;CODEN: JLFIAN

Copyright Euromoney Institutional Investor PLC Fall 2017 ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2017.44.1.015

Springer Science+Business Media, LLC 2017 ;COPYRIGHT 2018 Springer ;Annals of Operations Research is a copyright of Springer, (2017). All Rights Reserved. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-017-2573-5

2012. This work is published under http://creativecommons.org/licenses/by/2.5/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2241-0988 ;EISSN: 2241-0996

2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4

2018 Pageant Media Ltd ;ISSN: 0095-4918 ;EISSN: 2168-8656 ;DOI: 10.3905/jpm.2018.45.1.014

Copyright American Society of Business and Behavioral Sciences Fall 2022 ;ISSN: 1944-2874 ;EISSN: 2153-6252

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