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2. The impact of corporate sustainability performance on advertising efficiency. (2024). Garaus, Marion ; Wagner, Udo ; Weinmayer, Karl.
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4. Addressing climate challenges through ESG-real estate investment strategies: An asset allocation perspective. (2024). Biasin, Massimo ; Giacomini, Emanuela ; delle Foglie, Andrea.
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6. Factor investing and asset allocation strategies: a comparison of factor versus sector optimization. (2024). Wolff, Dominik ; Taushanov, Georgi ; Bessler, Wolfgang.
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7. The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi.
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8. Constructing an Investment Fund through Stock Clustering and Integer Programming. (2024). Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari.
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9. Building a Better Future with Sustainable Investments: Insights from Recent Research. (2023). Gupta, Vikas ; Manaswi, Kumar ; Singh, Archana.
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12. The change in stock-selection risk and stock market returns. (2023). Huynh, Luu Duc Toan ; Li, Yan ; He, Qiubei ; Toan, Luu Duc ; Liu, Jing ; Liang, Chao.
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13. Online portfolio selection with state-dependent price estimators and transaction costs. (2023). Ching, Wai-Ki ; Guo, Sini ; Fok, Christopher H.
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14. Managing ESG Ratings Disagreement in Sustainable Portfolio Selection. (2023). Ricca, Federica ; Martino, Manuel Luis ; Cesarone, Francesco ; Scozzari, Andrea.
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15. Bayesian Optimization of ESG Financial Investments. (2023). Vaca, Maria Coronado ; Piris, Gabriel Gonz'Alez ; Garrido-Merch, Eduardo C.
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16. Does ESG Impact Really Enhance Portfolio Profitability?. (2022). Martino, Manuel Luis ; Cesarone, Francesco ; Carleo, Alessandra.
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18. On the benefits of active stock selection strategies for diversified investors. (2022). Stadtmuller, Immo ; Schuhmacher, Frank ; Auer, Benjamin R.
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19. Forecasting US stock market returns by the aggressive stock-selection opportunity. (2022). Li, Yan ; Duc, Toan Luu ; Liang, Chao.
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28. A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs. (2021). Polak, Pawe ; Walker, Patrick S ; Paolella, Marc S.
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33. Asset Allocation Model for a Robo-Advisor Using the Financial Market Instability Index and Genetic Algorithms. (2020). Ahn, Wonbin ; Oh, Kyong Joo ; Ryou, Hosun ; Lee, Hee Soo.
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35. Diversification benefits of using exchange‐traded funds in compliance to the sustainable development goals. (2019). Miralles Quirós, José ; Mirallesquiros, Maria Mar ; Nogueira, Jose Manuel.
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36. A comprehensive look at the return predictability of variance risk premia. (2018). Frijns, Bart ; Roh, Taia Yong ; Byun, Suk Joon.
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38. Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua.
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39. Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Oikonomou, Ioannis ; Platanakis, Emmanouil.
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41. The mispricing of equity risk: behavioral and corporate leverage factors. (2017). ben Aissia, Dorsaf.
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42. What’s the big deal about Risk Parity?. (2017). Ferguson, Robert ; Leistikow, Dean ; Meidan, Danny ; Agapova, Anna.
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43. Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian.
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44. Risk parity in the brazilian market. (2017). Filomena, Tiago P ; de Souza, Pierre O ; Righi, Marcelo B ; Caldeira, Joo F ; Borenstein, Denis.
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46. Drawdown: From Practice to Theory and Back Again. (2016). Mahmoud, Ola ; Goldberg, Lisa R..
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47. Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Bessler, Wolfgang ; Wolff, Dominik.
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49. The real-life performance of market timing with moving average and time-series momentum rules. (2014). Zakamulin, Valeriy.
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50. The Decision to Lever. (2013). Bianchi, Stephen W ; Anderson, Robert M ; Goldberg, Lisa R.
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51. The Decision to Lever. (2013). Bianchi, Stephen W ; Anderson, Robert M ; Goldberg, Lisa R.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt5sv4759c.

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52. Too much cocited documents. This list is not complete

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