Investor sentiment and the time-varying sustainability premium

JOURNAL ARTICLE published December 2021 in Journal of Asset Management

Authors: Vitor Azevedo | Christoph Kaserer | Lucila M. S. Campos

Global term structure modelling using principal component analysis

JOURNAL ARTICLE published May 2008 in Journal of Asset Management

Authors: Arcady Novosyolov | Daniel Satchkov

Biases and information in analysts' recommendations: The European experience

JOURNAL ARTICLE published January 2006 in Journal of Asset Management

Authors: Sarah Azzi | Ron Bird | Paolo Ghiringhelli | Emanuele Rossi

How do US and Japanese investors process information, and how do they form their expectations of the future? Evidence from quantitative survey based data

JOURNAL ARTICLE published August 2004 in Journal of Asset Management

Authors: Patricia Fraser

A mark-to-model approach to the valuation of Residential Mortgage Backed Securities

JOURNAL ARTICLE published April 2010 in Journal of Asset Management

Authors: Marco Folpmers | Peter de Rijke

A truly market-value weighted commodity index

JOURNAL ARTICLE published May 2017 in Journal of Asset Management

Authors: Michael Ludwig | Herbert G. Mayer | Andreas W. Rathgeber | Christina Spriegel | Florian Vogg

Towards a goal programming methodology for constructing equity mutual fund portfolios

JOURNAL ARTICLE published April 2004 in Journal of Asset Management

Authors: Konstantina Pendaraki | Michael Doumpos | Constantin Zopounidis

Editorial

JOURNAL ARTICLE published February 2005 in Journal of Asset Management

Authors: Stephen E Satchell

Liquidity and best execution in the UK: A comparison of SETS and Tradepoint

JOURNAL ARTICLE published April 2001 in Journal of Asset Management

Authors: J Board | S Wells

Editorial

JOURNAL ARTICLE published January 2001 in Journal of Asset Management

Authors: K Coldiron

The search for an exploitable value premium in market indexes

JOURNAL ARTICLE published August 2012 in Journal of Asset Management

Authors: Kenneth E Scislaw | David G McMillan

Modeling manager confidence in forecasted excess returns under active portfolio management

JOURNAL ARTICLE published December 2014 in Journal of Asset Management

Authors: John Birge | Luis Chavez-Bedoya

Alternative theory of asset pricing

JOURNAL ARTICLE published June 2009 in Journal of Asset Management

Authors: Moawia Alghalith

Investment strategies and macroeconomic news announcement days

JOURNAL ARTICLE published January 2016 in Journal of Asset Management

Authors: Olaf Stotz

How important is asset allocation?

JOURNAL ARTICLE published September 2001 in Journal of Asset Management

Authors: M Statman

Benchmark buyer beware: How well do you know your index?

JOURNAL ARTICLE published March 2016 in Journal of Asset Management

Authors: Paul A Hamilos | Jason M Ribando

Style investing and momentum investing: A case study

JOURNAL ARTICLE published December 2011 in Journal of Asset Management

Authors: Sandrine de Moerloose | Pierre Giot

The impact of size and book-to-market among paired stocks

JOURNAL ARTICLE published October 2018 in Journal of Asset Management

Authors: Hannes Mohrschladt

Equity factors for multi-asset class portfolios: a strategic asset allocation perspective

JOURNAL ARTICLE published March 2022 in Journal of Asset Management

Authors: Stefano Cavaglia | Louis Scott | Kenneth Blay | Tarun Gupta

Editorial: The boom in technology funds — Implications for the fund management industry

JOURNAL ARTICLE published March 2002 in Journal of Asset Management

Authors: J Mellon