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2. Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?. (2024). Horn, Matthias ; Schneider, Julian ; Oehler, Andreas.
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3. International portfolio diversification and the home bias puzzle. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl.
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4. Assessing the diversification risk of a single equity market: evidence from the largest European stock indexes. (2022). Bedri, Peci ; Artor, Nuhiu ; Florin, Aliu.
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5. Financing electricity access in Africa: A choice experiment study of household investor preferences for renewable energy investments in Ghana. (2021). Menyeh, Bridget Okyerebea.
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6. Household portfolio optimization with XTFs? An empirical study using the SHS-base. (2020). Wanger, Hans Philipp ; Oehler, Andreas.
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7. The potential effect of taxes on the equity home bias in New Zealand PIEs. (2020). McDowell, Shaun ; Lee, John B ; Marsden, Alastair.
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2. Designing a global digital currency. (2021). Balvers, Ronald ; McDonald, Bill.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302734.

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3. Learning Risk Preferences from Investment Portfolios Using Inverse Optimization. (2021). Chen, Yuxin ; Yu, Shi ; Dong, Chaosheng.
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4. Monetary policy after the crisis: A threat to hedge funds alphas?. (2020). Pedio, Manuela ; Guidolin, Massimo ; Berglund, Alexander.
   In: Journal of Asset Management.
   RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00160-7.

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5. Necessary Evidence For A Risk Factor’s Relevance. (2020). Hartzmark, Samuel M ; Chinco, Alexander M ; Sussman, Abigail B.
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6. Sustainable factor investing: Where doing well meets doing good. (2020). Michalski, Lachlan ; Fan, John Hua.
   In: International Review of Economics & Finance.
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7. On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Cederburg, Scott ; Odoherty, Michael S ; Wang, Feifei.
   In: Journal of Financial Economics.
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8. Dissecting the idiosyncratic volatility anomaly. (2020). Yao, Tong ; Chen, Linda H ; Jiang, George J ; Xu, Danielle D.
   In: Journal of Empirical Finance.
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9. Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo ; Melone, Alessandro.
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10. Horizontal industry relationships and return predictability. (2019). Zeng, Kailin ; Schlag, Christian.
    In: SAFE Working Paper Series.
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11. Revisiting Fama–French factors predictability with Bayesian modelling and copula‐based portfolio optimization. (2019). Sermpinis, Georgios ; Zhao, Yang ; da Silva, Filipa ; Stasinakis, Charalampos.
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12. Investment Advising: Pay-to-Play, or Capture?. (2019). Xanthopoulos, Apostolos.
    In: SPOUDAI Journal of Economics and Business.
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13. Predictability and the cross section of expected returns: evidence from the European stock market. (2019). Drobetz, Wolfgang ; Otto, Tizian ; Haller, Rebekka ; Jasperneite, Christian.
    In: Journal of Asset Management.
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14. Multifactor Portfolio Construction by Factor Risk Parity Strategies: An Empirical Comparison of Global Stock Markets. (2019). Shiohama, Takayuki ; Shimizu, Hidehiko.
    In: Asia-Pacific Financial Markets.
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15. Asset Pricing vs Asset Expected Returning in Factor Models. (2019). Favero, Carlo ; Melone, Alessandro.
    In: Working Papers.
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16. Horizontal industry relationships and return predictability. (2019). Zeng, Kailin ; Schlag, Christian.
    In: Journal of Empirical Finance.
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17. Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Sha, Yezhou ; Gao, Ran.
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18. A Supply and Demand Approach to Equity Pricing. (2019). Calvet, Laurent ; Betermier, Sebastien ; Jo, Evan.
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19. Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model. (2019). Piccillo, Giulia ; Gomez, Thomas.
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20. A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing. (2019). Zeng, Xiao-Jun ; Dawson, Paul A ; Keane, John ; Yau, Jeffrey ; Fons, Elizabeth.
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21. PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER?. (2018). Rebonato, R.
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22. Empirical studies on the cross-section of corporate bond and stock markets. (2018). van Zundert, Jeroen.
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23. Price-Based Investment Strategies. (2018). Shemer, Jacob Koby ; Zaremba, Adam.
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24. Keep up the momentum. (2018). Roncalli, Thierry.
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25. Factor risk premiums and invested capital: calculations with stochastic discount factors. (2018). Ang, Andrew ; Shores, Sara ; Hogan, Ked.
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26. ImpliedAmbiguity:Mean-Variance Efficiency andPricingErrors. (2018). Honda, Toshiki ; Hara, Chiaki.
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27. Institutional spending policies: implications for future asset values and spending. (2018). Lindset, Snorre ; Matsen, Egil.
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28. An Examination of the Benefits of Factor Investing in U.K. Stock Returns. (2018). Fletcher, Jonathan.
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29. A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). Ødegaard, Bernt ; Dahlquist, Magnus.
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30. Blockchain tokens and the potential democratization of entrepreneurship and innovation. (2018). Chen, Yan.
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31. Socially responsible investment portfolios: Does the optimization process matter?. (2018). Sutcliffe, Charles ; Oikonomou, Ioannis ; Platanakis, Emmanouil.
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32. Exchange Traded Funds 101 For Economists. (2018). Madhavan, Ananth ; Lettau, Martin.
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33. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei.
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34. Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence. (2018). Guidolin, Massimo ; Orlov, Alexei G.
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35. Exchange-Traded Funds 101 for Economists. (2018). Madhavan, Ananth ; Lettau, Martin.
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36. Factor Investing: The Rocky Road from Long-Only to Long-Short. (2017). Szafarz, Ariane ; Briere, Marie.
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37. Linear and nonlinear predictability in investment style factors: multivariate evidence. (2017). Guidolin, Massimo ; Chincoli, Francesco.
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38. Replicating Anomalies. (2017). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
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39. The Investment CAPM. (2017). Zhang, Lu.
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40. Are investors really home-biased when investing at home?. (2017). Wendt, Stefan ; Horn, Matthias ; Oehler, Andreas.
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41. The cross section of international government bond returns. (2017). Zaremba, Adam ; Czapkiewicz, Anna.
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42. Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects. (2017). Ranciere, Romain ; Ouazad, Amine ; Heipertz, Jonas ; Valla, Natacha.
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43. The Investment CAPM. (2017). Zhang, Lu.
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44. Price impact of bond supply shocks: Evidence from the Eurosystems asset purchase program.. (2017). Nguyen, Benoît ; Arrata, W.
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45. Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco.
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46. Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models?. (2016). Sakowski, Pawel ; Ślepaczuk, Robert ; Wywia, Mateusz.
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47. Asymptotic analysis for target asset portfolio allocation with small transaction costs. (2016). Zheng, Harry ; Liu, Cong.
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48. Investing in Systematic Factor Premiums. (2016). Stork, Philip ; Koedijk, Kees G.
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49. Factor-Based v. Industry-Based Asset Allocation: The Contest. (2015). Szafarz, Ariane ; Brière, Marie ; Briere, Marie.
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50. Disentangling rebalancing return. (2014). Hallerbach, Winfried.
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