Found: 15
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Predicting Market Risk Premiums with Historical Patterns.
- Published in:
- Journal of Investing, 2023, v. 32, n. 6, p. 96, doi. 10.3905/joi.2023.1.283
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- Article
Mean Reversion of Low and High Stock Returns.
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- Journal of Accounting & Finance (2158-3625), 2023, v. 23, n. 3, p. 7, doi. 10.33423/jaf.v23i3.6278
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- Article
THE ASSET CLASS OF BITCOIN AND ITS CONTRIBUTIONS TO INVESTMENT PORTFOLIOS.
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- Journal of Business & Accounting, 2022, v. 15, n. 1, p. 3
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- Article
Mean Aversion and Reversion of Asset Returns.
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- Journal of Accounting & Finance (2158-3625), 2020, v. 20, n. 7, p. 65, doi. 10.33423/jaf.v20i7.3809
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- Article
Predicting Stock Market Returns with Time-Varying Models and Parameters.
- Published in:
- Journal of Wealth Management, 2017, v. 19, n. 4, p. 72, doi. 10.3905/jwm.2017.19.4.072
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- Article
Mean Reversion of Abnormal Stock Returns.
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- Journal of Wealth Management, 2012, v. 14, n. 4, p. 122, doi. 10.3905/jwm.2012.14.4.122
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- Article
Are stock returns still mean-reverting?
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- Review of Financial Economics, 2011, v. 20, n. 1, p. 22, doi. 10.1016/j.rfe.2010.08.001
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- Article
Do Dow Stocks Offer a Value Premium?
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- Journal of Wealth Management, 2009, v. 12, n. 3, p. 95, doi. 10.3905/JWM.2009.12.3.095
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- Article
An Analysis of Analysts' Projected Gains.
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- Journal of Investing, 2008, v. 17, n. 2, p. 47, doi. 10.3905/joi.2008.707217
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- Article
Optimal Portfolios for Regular Investments.
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- Journal of Investing, 2006, v. 15, n. 4, p. 79, doi. 10.3905/joi.2006.669104
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- Article
Can Composite Value Measures Enhance Portfolio Performance?
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- Journal of Investing, 2004, v. 13, n. 4, p. 42, doi. 10.3905/joi.2004.450755
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- Article
Characteristics of consumers targeted and neglected by credit card companies.
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- Financial Services Review, 2004, v. 13, n. 3, p. 185
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- Article
Optimal Portfolios for Different Holding Periods and Target Returns.
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- Financial Services Review, 2003, v. 12, n. 1, p. 61
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- Publication type:
- Article
Stocks, Bonds, Bills, Wealth, and Time Diversification.
- Published in:
- Journal of Investing, 2002, v. 11, n. 2, p. 39, doi. 10.3905/joi.2002.319505
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- Publication type:
- Article
Relations Between Stock Returns and Fundamental Variables: Evidence from a Segmented Market.
- Published in:
- Asia-Pacific Financial Markets, 1999, v. 6, n. 3, p. 221, doi. 10.1023/A:1010071921399
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- Article