Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance
Giese, Guido, Lee, Linda-Eling, Melas, Dimitris, Nagy, Zoltán, Nishikawa, Laura
Published in Journal of portfolio management (01.07.2019)
Published in Journal of portfolio management (01.07.2019)
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Journal Article
A Century of Evidence on Trend-Following Investing
Hurst, Brian, Ooi, Yao Hua, Pedersen, Lasse Heje
Published in Journal of portfolio management (31.10.2017)
Published in Journal of portfolio management (31.10.2017)
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Journal Article
Integrating ESG in Portfolio Construction
Henriksson, Roy, Livnat, Joshua, Pfeifer, Patrick, Stumpp, Margaret
Published in Journal of portfolio management (01.04.2019)
Published in Journal of portfolio management (01.04.2019)
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Journal Article
Big Data in Real Estate? From Manual Appraisal to Automated Valuation
Kok, Nils, Koponen, Eija-Leena, Martínez-Barbosa, Carmen Adriana
Published in Journal of portfolio management (01.01.2017)
Published in Journal of portfolio management (01.01.2017)
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Journal Article
Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter
Agrawal, Shreyash, Azar, Pablo D., Lo, Andrew W., Singh, Taranjit
Published in Journal of portfolio management (01.07.2018)
Published in Journal of portfolio management (01.07.2018)
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Journal Article
Is (Systematic) Value Investing Dead?
Ronen, Israel, Laursen, Kristoffer, Richardson, Scott
Published in Journal of portfolio management (01.01.2021)
Published in Journal of portfolio management (01.01.2021)
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Journal Article
The Properties of Equally Weighted Risk Contribution Portfolios
Maillard, Sébastien, Roncalli, Thierry, Teïletche, Jérôme
Published in Journal of portfolio management (31.07.2010)
Published in Journal of portfolio management (31.07.2010)
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Journal Article
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing
Arnott, Rob, Harvey, Campbell R., Kalesnik, Vitali, Linnainmaa, Juhani
Published in Journal of portfolio management (01.04.2019)
Published in Journal of portfolio management (01.04.2019)
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Journal Article
Principal Components as a Measure of Systemic Risk
Kritzman, Mark, Li, Yuanzhen, Page, Sébastien, Rigobon, Roberto
Published in Journal of portfolio management (01.07.2011)
Published in Journal of portfolio management (01.07.2011)
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