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The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection.
- Published in:
- Journal of Investing, 2023, v. 32, n. 2, p. 7, doi. 10.3905/joi.2022.1.252
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- Article
How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective.
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- Management Science, 2022, v. 68, n. 4, p. 3071, doi. 10.1287/mnsc.2021.3979
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- Article
Protocol for Factor Identification.
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- Review of Financial Studies, 2019, v. 32, n. 4, p. 1573, doi. 10.1093/rfs/hhy093
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- Article
Empirical Evidence of Overbidding in M&A Contests.
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- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 4, p. 1547, doi. 10.1017/S0022109018000273
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- Article
Full-Stock-Payment Marginalization in Merger and Acquisition Transactions.
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- Management Science, 2018, v. 64, n. 2, p. 760, doi. 10.1287/mnsc.2016.2635
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- Article
Capital Structure Instability.
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- Journal of Applied Corporate Finance, 2016, v. 28, n. 4, p. 38, doi. 10.1111/jacf.12203
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- Article
Seeking Alpha? It's a Bad Guideline for Portfolio Optimization.
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- Journal of Portfolio Management, 2016, v. 42, n. 5, p. 107, doi. 10.3905/jpm.2016.42.5.107
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- Article
CEO Narcissism and the Takeover Process: From Private Initiation to Deal Completion.
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- Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 1, p. 113, doi. 10.1017/S0022109016000065
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- Article
A Comparative Anatomy of Residential REITs and Private Real Estate Markets: Returns, Risks and Distributional Characteristics.
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- Real Estate Economics, 2015, v. 43, n. 1, p. 209, doi. 10.1111/1540-6229.12059
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- Publication type:
- Article
Can Housing Risk Be Diversified? A Cautionary Tale from the Housing Boom and Bust.
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- Review of Financial Studies, 2015, v. 28, n. 3, p. 913, doi. 10.1093/rfs/hhu085
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- Publication type:
- Article
Volatility, Correlation, and Diversification in a Multi-Factor World.
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- Journal of Portfolio Management, 2013, v. 39, n. 2, p. 11, doi. 10.3905/jpm.2013.39.2.011
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- Publication type:
- Article
The Market Portfolio May Be Mean/Variance Efficient After All.
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- Review of Financial Studies, 2010, v. 23, n. 6, p. 2464, doi. 10.1093/rfs/hhp119
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- Article
Liquidity and the Law of One Price: The Case of the Futures-Cash Basis.
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- Journal of Finance (Wiley-Blackwell), 2007, v. 62, n. 5, p. 2201, doi. 10.1111/j.1540-6261.2007.01273.x
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- Publication type:
- Article
Is European M&A Regulation Protectionist?
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- Economic Journal, 2007, v. 117, n. 522, p. 1096, doi. 10.1111/j.1468-0297.2007.02068.x
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- Article
Investor Reaction to Inter-corporate Business Contracting: Evidence and Explanation.
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- Economic Notes, 2006, v. 35, n. 3, p. 253, doi. 10.1111/j.1468-0300.2006.00166.x
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- Article
Extracting Inflation from Stock Returns to Test Purchasing Power Parity.
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- American Economic Review, 2005, v. 95, n. 1, p. 255, doi. 10.1257/0002828053828554
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- Publication type:
- Article
Market Response to European Regulation of Business Combinations.
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- Journal of Financial & Quantitative Analysis, 2004, v. 39, n. 4, p. 731, doi. 10.1017/S0022109000003197
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- Article
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange.
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- Journal of Financial & Quantitative Analysis, 2004, v. 39, n. 2, p. 327, doi. 10.1017/S0022109000003094
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- Article
Political Freedom, Economic Liberty, and Prosperity.
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- Journal of Democracy, 2003, v. 14, n. 3, p. 75, doi. 10.1353/jod.2003.0062
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- Publication type:
- Article
Benefits to Homeowners from Mortgage Portfolios Retained by Fannie Mae and Freddie Mac.
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- Journal of Financial Services Research, 2003, v. 23, n. 1, p. 29, doi. 10.1023/A:1022156110484
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- Publication type:
- Article
Market Liquidity and Trading Activity.
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- Journal of Finance (Wiley-Blackwell), 2001, v. 56, n. 2, p. 501, doi. 10.1111/0022-1082.00335
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- Publication type:
- Article
An explanation of the forward premium 'puzzle'
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- European Financial Management, 2000, v. 6, n. 2, p. 121, doi. 10.1111/1468-036x.00117
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- Article
A chicken c-Rel-estrogen receptor chimeric protein shows conditional nuclear localization, DNA binding, transformation and transcriptional activation.
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- Oncogene, 1998, v. 16, n. 24, p. 3133, doi. 10.1038/sj.onc.1201860
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- Publication type:
- Article
Nominal Interest Rates and Loan Volume with Heterogeneous Beliefs.
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- Financial Markets, Institutions & Instruments, 1997, v. 6, n. 3, p. 1, doi. 10.1111/1468-0416.00011
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- Article
Isolation of normal human colonic mucosa: Comparison of methods.
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- 1997
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- Publication type:
- Letter
On the Cross-sectional Relation between Expected Returns and Betas.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 1, p. 101, doi. 10.1111/j.1540-6261.1994.tb04422.x
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- Publication type:
- Article
A Mean/Variance Analysis of Tracking Error.
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- Journal of Portfolio Management, 1992, v. 18, n. 4, p. 15, doi. 10.3905/jpm.1992.701922
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- Publication type:
- Article
Industrial Structure and the Comparative Behavior of International Stock Market Indices.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 1, p. 3, doi. 10.1111/j.1540-6261.1992.tb03977.x
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- Publication type:
- Article
Numerical Techniques in Finance.
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- 1990
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- Publication type:
- Book Review
Price Volatility, International Market Links, and Their Implications for Regulatory Policies.
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- Journal of Financial Services Research, 1989, v. 3, n. 2/3, p. 211, doi. 10.1007/BF00122803
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- Publication type:
- Article
Prepayments on fixed- rate mortgage-backed securities.
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- Journal of Portfolio Management, 1989, v. 15, n. 3, p. 73, doi. 10.3905/jpm.1989.409207
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- Article
R².
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- Journal of Finance (Wiley-Blackwell), 1988, v. 43, n. 3, p. 541, doi. 10.2307/2328183
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- Article
Adjustable Rate Mortgages: Valuation.
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- Journal of Real Estate Finance & Economics, 1988, v. 1, n. 2, p. 163, doi. 10.1007/BF00152571
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- Article
Orange Juice and Weather.
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- American Economic Review, 1984, v. 74, n. 5, p. 861
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- Publication type:
- Article
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market.
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- Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 4, p. 1127, doi. 10.1111/j.1540-6261.1984.tb03897.x
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- Publication type:
- Article
A Critical Reexamination of the Empirical Evidence on the Arbitrage Pricing Theory: A Reply.
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- Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 2, p. 347, doi. 10.1111/j.1540-6261.1984.tb02313.x
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- Publication type:
- Article
On Valuing American Call Options with the Black-Scholes European Formula.
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- Journal of Finance (Wiley-Blackwell), 1984, v. 39, n. 2, p. 443, doi. 10.1111/j.1540-6261.1984.tb02319.x
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- Publication type:
- Article
Over-the-Counter Option Market Dividend Protection and "Biases" in the Black-Scholes Model: A Note.
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- Journal of Finance (Wiley-Blackwell), 1983, v. 38, n. 4, p. 1271, doi. 10.2307/2328024
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- Article
The Fiscal and Monetary Linkage Between Stock Returns and Inflation.
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- Journal of Finance (Wiley-Blackwell), 1983, v. 38, n. 1, p. 1, doi. 10.1111/j.1540-6261.1983.tb03623.x
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- Article
Vas ist das?
- Published in:
- Journal of Portfolio Management, 1983, v. 9, n. 2, p. 18, doi. 10.3905/jpm.1983.18
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- Article
A Possible Explanation of the Small Firm Effect.
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- Journal of Finance (Wiley-Blackwell), 1981, v. 36, n. 4, p. 879, doi. 10.1111/j.1540-6261.1981.tb04890.x
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- Article
Performance evaluation and benchmark errors (II).
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- Journal of Portfolio Management, 1981, v. 7, n. 2, p. 17, doi. 10.3905/jpm.1981.408788
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- Publication type:
- Article
An Empirical Investigation of the Arbitrage Pricing Theory.
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- Journal of Finance (Wiley-Blackwell), 1980, v. 35, n. 5, p. 1073, doi. 10.1111/j.1540-6261.1980.tb02197.x
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- Publication type:
- Article
ORTHOGONAL PORTFOLIOS.
- Published in:
- Journal of Financial & Quantitative Analysis, 1980, v. 15, n. 5, p. 1005, doi. 10.2307/2330169
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- Article
Performance evaluation and benchmark errors (I).
- Published in:
- Journal of Portfolio Management, 1980, v. 6, n. 4, p. 7, doi. 10.3905/jpm.1980.408760
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- Publication type:
- Article
French index linked bonds for U.S. investors?
- Published in:
- Journal of Portfolio Management, 1979, v. 5, n. 3, p. 24
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- Publication type:
- Article
AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1978, v. 33, n. 4, p. 1051, doi. 10.1111/j.1540-6261.1978.tb02047.x
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- Publication type:
- Article
MEASURING NONSTATIONARITY IN THE STOCHASTIC PROCESS OF ASSET RETURNS.
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- 1975
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- Publication type:
- Abstract
CAPITAL BUDGETING OF RISKY PROJECTS WITH "IMPERFECT" MARKETS FOR PHYSICAL CAPITAL.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1974, v. 29, n. 2, p. 601, doi. 10.2307/2978830
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- Publication type:
- Article
EVIDENCE ON THE "GROWTH-OPTIMUM" MODEL.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1973, v. 28, n. 3, p. 551, doi. 10.2307/2978628
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- Publication type:
- Article