This document has not been cited yet.

1. Clifford Asness, Andrea Frazzini and Lasse Heje Pedersen. Will My Risk Parity Strategy Outperform?: A Comment. Financial Analysts Journal, 69(2):12–15, 2013.
   Paper not yet in RePEc: Add citation now
   
2. David H. Bailey and Marcos López de Prado. Balanced Baskets: A New Approach to Trading and Hedging Risks. Journal of Investment Strategies, 1(4):21–62, 2012.
   Paper not yet in RePEc: Add citation now
   

3. Dimensional Fund Advisors. William Sharpe. Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk. Journal of Finance, 19(3):425–442, 1964.

4. Fangjian Fu. Idiosyncratic Risk and the Cross-Section of Expected Stock Returns. Journal of Financial Economics, 91:24–37, 2009.

5. Fischer Black, Michael C. Jensen and Myron Scholes. The Capital Asset Pricing Model: Some Empirical Tests. In Michael C. Jensen, editor, Studies in the Theory of Capital Markets, pages 79–121. Praeger Publishers Inc., 1972.
   Paper not yet in RePEc: Add citation now
   
6. Fisher Black and Robert Litterman. Global Portfolio Optimization. Financial Analysts Journal, September:28–43, 1992.
   Paper not yet in RePEc: Add citation now
   
7. Hans Föllmer and Alexander Schied. Stochastic Finance: An Introduction in Discrete Time. Walter de Gruyter, third edition, 2011.
   Paper not yet in RePEc: Add citation now
   
8. Harry M. Markowitz. Market Efficiency: A Theoretical Distinction and So What? Financial Analysts Journal, September/October:17–30, 2005.
   Paper not yet in RePEc: Add citation now
   
9. Harry Markowitz. Portfolio Selection. Journal of Finance, VII(1):77–91, 1952.
   Paper not yet in RePEc: Add citation now
   
10. James Sefton, David Jessop, Giuliano De Rossi, Claire Jones and Heran Zhang. Low-Risk Investing, 2011. UBS Investment Research. Ronnie R. Shah. Understanding Low Volatility Strategies: Minimum Variance, 2011.
    Paper not yet in RePEc: Add citation now
    
11. Jan Mossin. Equilibrium in a Capital Asset Market. Econometrica, 34(4):768–783, 1966.
    Paper not yet in RePEc: Add citation now
    
12. John C. Bogle. The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns (Little Books. Big Profits). Wiley, 2007.
    Paper not yet in RePEc: Add citation now
    

13. Markus K. Brunnermeier and Lasse Heje Pedersen. Market Liquidity and Funding Liquidity. Review of Financial Studies, 22(6):2201–2238, 2009.

14. Philippe Jorion. Risk Management Lessons From Long-Term Capital Management. European Financial Management, 2000.

15. Robert M. Anderson, Stephen W. Bianchi and Lisa R. Goldberg. Will My Risk Parity Strategy Outperform? Financial Analysts Journal, 68(6):75–93, 2012.

16. Roger Clarke, Harindra De Silva and Stephen Thorley. Minimum Variance Portfolio Composition. Journal of Portfolio Management, 37(2):31–45, 2011.
    Paper not yet in RePEc: Add citation now
    
17. Roger Clarke, Harindra De Silva and Stephen Thorley. Minimum Variance, Maximum Diversification and Risk Parity: An Analytic Perspective. Journal of Portfolio Management, 39(3):39–53, 2013.
    Paper not yet in RePEc: Add citation now
    

18. Tobias Adrian and Hyun Song Shin. Liquidity and Leverage. J. Finan. Intermediation, 19:418–437, 2010.

19. Xi Li, Rodney Sullivan and Luis Garcia-Feijoo. The Limits to Arbitrage: The Low Risk Anomaly. forthcoming in Financial Analysts Journal, 2013.
    Paper not yet in RePEc: Add citation now
    

1. Profitability Premium in Indonesia Stock Market. (2023). Dananjaya, Yanuar.
   In: International Journal of Science and Business.
   RePEc:aif:journl:v:18:y:2023:i:1:p:73-79.

   Full description at Econpapers || Download paper

2. Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics. (2022). Olkhov, Victor.
   In: MPRA Paper.
   RePEc:pra:mprapa:114187.

   Full description at Econpapers || Download paper

3. The Impact of Stock Characteristics on Its Market Price in Jordanian Commercial Banks. (2020). Taher, Belal Rabah.
   In: Modern Applied Science.
   RePEc:ibn:masjnl:v:14:y:2020:i:3:p:45.

   Full description at Econpapers || Download paper

4. EMPIRICAL EXAMINATION OF THE ROLE OF FACTORS AFFECTING THE VALUE OF FIRMS, IN RESPECT OF 8 YEARS. (2019). Anita, Kiss.
   In: Annals of Faculty of Economics.
   RePEc:ora:journl:v:1:y:2019:i:2:p:162-168.

   Full description at Econpapers || Download paper

5. From Disequilibrium Markets to Equilibrium. (2019). Trimborn, Torsten ; Lax, Christian.
   In: Papers.
   RePEc:arx:papers:1912.09679.

   Full description at Econpapers || Download paper

6. Firm Size and Stock Returns: A Meta-Analysis. (2017). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton.
   In: Working Papers IES.
   RePEc:fau:wpaper:wp2017_14.

   Full description at Econpapers || Download paper

7. Asset Pricing with Idiosyncratic Shocks. (2016). Vanitcharearntham, Vimut ; Srisuksai, Pithak.
   In: Applied Economics Journal.
   RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

   Full description at Econpapers || Download paper

8. Multiscale Systematic Risk: Empirical Evidence from Pakistan.. (2015). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad.
   In: International Journal of Economics and Empirical Research (IJEER).
   RePEc:ijr:journl:v:3:y:2015:i:12:p:605-615.

   Full description at Econpapers || Download paper

9. The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia. (2015). Hassan, M. Kabir ; Hippler, William J ; Merdad, Hesham Jamil.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:34:y:2015:i:c:p:293-314.

   Full description at Econpapers || Download paper

10. Regional integration of the East Asian stock markets: An empirical assessment. (2015). Guillaumin, Cyriac ; Boubakri, Salem.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:57:y:2015:i:c:p:136-160.

    Full description at Econpapers || Download paper

11. Energy management systems and market value: Is there a link?. (2015). PHAM, Thi Hong Hanh ; Pham, Thi Hong Hanh, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:46:y:2015:i:c:p:70-78.

    Full description at Econpapers || Download paper

12. The Brazilian Electricity Energy Market: The Role of Regulatory Content Intensity and Its Impact on Capital Shares Risk. (2015). da Silva, Wesley Vieira ; Taffarel, Marines ; del Corso, Jansen Maia ; da Veiga, Claudimar Pereira ; Clemente, Ademir.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2015-01-22.

    Full description at Econpapers || Download paper

13. Phase Transition in the S&P Stock Market. (2015). Raddant, Matthias ; Wagner, Friedrich.
    In: Papers.
    RePEc:arx:papers:1306.2508.

    Full description at Econpapers || Download paper

14. Calculating Fair Market Value in Legal Valuations: Do Adjustments in Value for Non-Systematic Risk Violate the Fair Market Value Standard?. (2014). Dawson, Peter.
    In: Alumni working papers.
    RePEc:uct:alumni:2013-04.

    Full description at Econpapers || Download paper

15. The cost of equity in emerging markets: The case of Latin America. (2014). Garay, Urbi ; Gonzalez, Maximiliano ; Trujillo, Maria Andrea ; Rosso, John.
    In: Galeras. Working Papers Series.
    RePEc:uac:somwps:038.

    Full description at Econpapers || Download paper

16. The impact of the global and eurozone crises on European banks stocks Some evidence of shift contagion. (2014). rharrabti, houda ; Allegret, Jean-Pierre.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2014-24.

    Full description at Econpapers || Download paper

17. The Elephant in the Ground: Managing Oil and Sovereign Wealth. (2014). Wills, Samuel ; van der Ploeg, Frederick (Rick) ; van den Bremer, Ton.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10188.

    Full description at Econpapers || Download paper

18. A Theoretical Assessment on Optimal Asset Allocations in Insurance Industry. (2013). Jarraya, Bilel ; Bouri, Abdelfettah.
    In: MPRA Paper.
    RePEc:pra:mprapa:53534.

    Full description at Econpapers || Download paper

19. The conditional relation between dispersion and return. (2013). Demirer, Riza ; Jategaonkar, Shrikant P..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:3:p:125-134.

    Full description at Econpapers || Download paper

20. Size, value, and momentum in emerging market stock returns. (2013). Fabozzi, Frank ; Tan, Sinan ; Cakici, Nusret.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:46-65.

    Full description at Econpapers || Download paper

21. CONSUMPTION, MONEY, INTRATEMPORAL SUBSTITUTION, AND CROSS-SECTIONAL ASSET RETURNS. (2013). Gu, LI ; Huang, Dayong.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:36:y:2013:i:1:p:115-146.

    Full description at Econpapers || Download paper

22. Surplus Consumption Ratio and Expected Stock Returns.. (2013). Ghattassi, I..
    In: Working papers.
    RePEc:bfr:banfra:417.

    Full description at Econpapers || Download paper

23. Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances. (2013). Luger, Richard ; Gungor, Sermin.
    In: Staff Working Papers.
    RePEc:bca:bocawp:13-16.

    Full description at Econpapers || Download paper

24. Estimation of Equity Betas in an Emerging Stock Market: The Nigerian Case. (2013). NWUDE, Chuke E..
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2013:p:725-737.

    Full description at Econpapers || Download paper

25. Estimating the country risk premium in emerging markets: the case of the Republic of Macedonia. (2012). Naumoski, Aleksandar.
    In: Financial Theory and Practice.
    RePEc:ipf:finteo:v:36:y:2012:i:4:p:413-434.

    Full description at Econpapers || Download paper

26. Idiosyncratic risk and expected returns in frontier markets: Evidence from GCC. (2012). Saad, Mohsen ; Bley, Jorg.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:22:y:2012:i:3:p:538-554.

    Full description at Econpapers || Download paper

27. Household Finance: An Emerging Field. (2012). Sodini, Paolo ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8934.

    Full description at Econpapers || Download paper

28. Crop-Based Biofuel Production with Acreage Competition and Uncertainty. (2011). Hayes, Dermot ; Mallory, Mindy ; Babcock, Bruce.
    In: Land Economics.
    RePEc:uwp:landec:v:87:y:2011:iv:1:p:610-627.

    Full description at Econpapers || Download paper

29. Sarbanes Oxleys impact upon investor‐relevant risk types. (2011). Herrera, Zulma J. ; Vakkur, Nicholas V..
    In: Journal of Financial Regulation and Compliance.
    RePEc:eme:jfrcpp:v:19:y:2011:i:3:p:254-270.

    Full description at Econpapers || Download paper

30. Explaining the returns of active currency managers. (2011). Rehman, Scheherazade S ; Nasypbek, Sam .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:58-11.

    Full description at Econpapers || Download paper

31. Cash flow and discount rate risk in up and down markets: What is actually priced?. (2010). Lucas, Andre ; Kräussl, Roman ; Kraussl, Roman ; Botshekan, Mahmoud.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201020.

    Full description at Econpapers || Download paper

32. The two-fund separation theorem revisited. (2010). Wenzelburger, Jan.
    In: Annals of Finance.
    RePEc:kap:annfin:v:6:y:2010:i:2:p:221-239.

    Full description at Econpapers || Download paper

33. Analysis of structural breaks in the stock market integration of mexico into world. (2009). JOUINI, Jamel ; AROURI, Mohamed ; El Hdi, Arouri Mohamed .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-09-00159.

    Full description at Econpapers || Download paper

34. Comparison of Mean-Variance Theory and Expected-Utility Theory through a Laboratory Experiment. (2008). Morone, Andrea.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c90003.

    Full description at Econpapers || Download paper

35. The Virtues and Vices of Equilibrium and the Future of Financial Economics. (2008). Farmer, J. ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1647.

    Full description at Econpapers || Download paper

36. Investigating value and growth: what labels hide?. (2007). Shapovalova, Kateryna ; Subbotin, Alexander.
    In: Post-Print.
    RePEc:hal:journl:halshs-00188339.

    Full description at Econpapers || Download paper

37. The determinants of foreign partners equity ownership in Southeast Asian joint ventures. (2007). Richards, Malika ; Indro, Daniel C..
    In: International Business Review.
    RePEc:eee:iburev:v:16:y:2007:i:2:p:177-206.

    Full description at Econpapers || Download paper

38. Constructing Fama-French Factors from style indexes: Japanese evidence. (2007). Wodon, Quentin.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06g00069.

    Full description at Econpapers || Download paper

39. Insurance Sector Risk. (2006). Slijkerman, Jan Frederik .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20060062.

    Full description at Econpapers || Download paper

40. Arbitrage Pricing Theory: Evidence From An Emerging Stock Market. (2005). Iqbal, Javed ; Haider, Aziz .
    In: Lahore Journal of Economics.
    RePEc:lje:journl:v:10:y:2005:i:1:p:123-139.

    Full description at Econpapers || Download paper

41. An examination of alternative CAPM-based models in UK stock returns. (2005). Kihanda, Joseph ; Fletcher, Jonathan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:12:p:2995-3014.

    Full description at Econpapers || Download paper

42. Common risk factors in returns in Asian emerging stock markets. (2005). Shum, Wai Cheong ; Tang, Gordon Y. N., .
    In: International Business Review.
    RePEc:eee:iburev:v:14:y:2005:i:6:p:695-717.

    Full description at Econpapers || Download paper

43. The unintended consequences of grouping in tests of asset pricing models. (2004). Janmaat, John ; Grauer, Robert R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:28:y:2004:i:12:p:2889-2914.

    Full description at Econpapers || Download paper

44. Insider trading, abnormal return and preferential information: Supervising through a probabilistic model. (2003). Minenna, Marcello.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:1:p:59-86.

    Full description at Econpapers || Download paper

45. The conditional relationship between beta and returns: recent evidence from international stock markets. (2003). Shum, Wai C. ; Tang, Gordon Y. N., .
    In: International Business Review.
    RePEc:eee:iburev:v:12:y:2003:i:1:p:109-126.

    Full description at Econpapers || Download paper

46. Value and risk. (2002). MacMinn, Richard D..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:297-301.

    Full description at Econpapers || Download paper

47. Risk management in the global economy: A review essay. (2002). Hunter, William C. ; Smith, Stephen D..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:2-3:p:205-221.

    Full description at Econpapers || Download paper

48. Multinational cash management and conglomerate discounts in the euro zone. (2002). Westerman, Wim ; von Eije, Henk.
    In: International Business Review.
    RePEc:eee:iburev:v:11:y:2002:i:4:p:453-464.

    Full description at Econpapers || Download paper

49. Regulation of the Warsaw Stock Exchange: The portfolio allocation problem. (2000). Charemza, Wojciech ; Majerowska, Ewa.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:24:y:2000:i:4:p:555-576.

    Full description at Econpapers || Download paper

50. Charter value, minimum bank capital requirement and deposit insurance pricing in equilibrium. (1996). Acharya, Sankarshan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:20:y:1996:i:2:p:351-375.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 07:18:19 || Missing content? Let us know