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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2000 | 0 | 0.34 | 0.14 | 0 | 14 | 14 | 93 | 1 | 2 | 0 | 0 | 0 | 1 | 0.07 | 0.16 | |||
| 2001 | 0 | 0.38 | 0 | 0 | 39 | 53 | 66 | 2 | 14 | 14 | 0 | 0 | 0.17 | |||||
| 2002 | 0.09 | 0.39 | 0.06 | 0.09 | 29 | 82 | 104 | 5 | 7 | 53 | 5 | 53 | 5 | 0 | 0 | 0.2 | ||
| 2003 | 0.1 | 0.43 | 0.13 | 0.09 | 33 | 115 | 69 | 15 | 22 | 68 | 7 | 82 | 7 | 0 | 0 | 0.21 | ||
| 2004 | 0.02 | 0.47 | 0.03 | 0.04 | 31 | 146 | 115 | 5 | 27 | 62 | 1 | 115 | 5 | 0 | 0 | 0.21 | ||
| 2005 | 0.05 | 0.51 | 0.07 | 0.08 | 37 | 183 | 218 | 13 | 40 | 64 | 3 | 146 | 12 | 0 | 0 | 0.23 | ||
| 2006 | 0.04 | 0.49 | 0.08 | 0.1 | 36 | 219 | 180 | 18 | 58 | 68 | 3 | 169 | 17 | 0 | 0 | 0.22 | ||
| 2007 | 0.08 | 0.44 | 0.11 | 0.12 | 47 | 266 | 199 | 28 | 86 | 73 | 6 | 166 | 20 | 15 | 53.6 | 2 | 0.04 | 0.2 |
| 2008 | 0.13 | 0.47 | 0.16 | 0.13 | 38 | 304 | 112 | 49 | 135 | 83 | 11 | 184 | 23 | 10 | 20.4 | 3 | 0.08 | 0.22 |
| 2009 | 0.14 | 0.46 | 0.15 | 0.13 | 32 | 336 | 113 | 49 | 184 | 85 | 12 | 189 | 25 | 7 | 14.3 | 2 | 0.06 | 0.23 |
| 2010 | 0.19 | 0.46 | 0.22 | 0.21 | 31 | 367 | 67 | 82 | 266 | 70 | 13 | 190 | 39 | 14 | 17.1 | 4 | 0.13 | 0.2 |
| 2011 | 0.17 | 0.51 | 0.19 | 0.17 | 42 | 409 | 133 | 78 | 344 | 63 | 11 | 184 | 31 | 34 | 43.6 | 0 | 0.23 | |
| 2012 | 0.05 | 0.5 | 0.22 | 0.16 | 34 | 443 | 78 | 97 | 441 | 73 | 4 | 190 | 30 | 26 | 26.8 | 5 | 0.15 | 0.21 |
| 2013 | 0.08 | 0.54 | 0.21 | 0.11 | 33 | 476 | 57 | 100 | 541 | 76 | 6 | 177 | 20 | 15 | 15 | 0 | 0.24 | |
| 2014 | 0.16 | 0.53 | 0.21 | 0.15 | 29 | 505 | 115 | 106 | 647 | 67 | 11 | 172 | 25 | 13 | 12.3 | 1 | 0.03 | 0.22 |
| 2015 | 0.15 | 0.52 | 0.19 | 0.2 | 1 | 506 | 0 | 95 | 743 | 62 | 9 | 169 | 34 | 0 | 0 | 0.22 | ||
| 2016 | 0.27 | 0.5 | 0.21 | 0.19 | 38 | 544 | 83 | 114 | 858 | 30 | 8 | 139 | 26 | 17 | 14.9 | 8 | 0.21 | 0.2 |
| 2017 | 0.08 | 0.52 | 0.21 | 0.16 | 38 | 582 | 61 | 121 | 979 | 39 | 3 | 135 | 21 | 12 | 9.9 | 2 | 0.05 | 0.21 |
| 2018 | 0.21 | 0.53 | 0.21 | 0.21 | 44 | 626 | 348 | 130 | 1109 | 76 | 16 | 139 | 29 | 12 | 9.2 | 0 | 0.22 | |
| 2019 | 0.28 | 0.54 | 0.22 | 0.23 | 43 | 669 | 142 | 145 | 1254 | 82 | 23 | 150 | 35 | 12 | 8.3 | 4 | 0.09 | 0.21 |
| 2020 | 0.75 | 0.64 | 0.32 | 0.48 | 45 | 714 | 274 | 231 | 1485 | 87 | 65 | 164 | 78 | 27 | 11.7 | 6 | 0.13 | 0.3 |
| 2021 | 0.68 | 0.74 | 0.36 | 0.62 | 46 | 760 | 164 | 276 | 1761 | 88 | 60 | 208 | 129 | 27 | 9.8 | 9 | 0.2 | 0.27 |
| 2022 | 0.95 | 0.73 | 0.41 | 0.81 | 44 | 804 | 83 | 329 | 2090 | 91 | 86 | 216 | 176 | 14 | 4.3 | 2 | 0.05 | 0.22 |
| 2023 | 0.8 | 0.69 | 0.39 | 0.87 | 44 | 848 | 62 | 329 | 2419 | 90 | 72 | 222 | 194 | 21 | 6.4 | 3 | 0.07 | 0.2 |
| 2024 | 0.69 | 0.81 | 0.43 | 0.83 | 45 | 893 | 28 | 385 | 2804 | 88 | 61 | 222 | 184 | 28 | 7.3 | 8 | 0.18 | 0.23 |
| 2025 | 0.49 | 0.29 | 0.59 | 51 | 944 | 1 | 275 | 3079 | 89 | 44 | 224 | 132 | 19 | 6.9 | 2 | 0.04 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Are green bonds priced differently from conventional bonds?. (2018). Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers || Download paper | 205 |
| 2 | 2005 | A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers || Download paper | 84 |
| 3 | 2006 | Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Ceria, Sebastian ; Stubbs, Robert A. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers || Download paper | 66 |
| 4 | 2019 | Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers || Download paper | 60 |
| 5 | 2007 | Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers || Download paper | 55 |
| 6 | 2020 | ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Dorfleitner, Gregor ; Sparrer, Christian ; Kreuzer, Christian. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers || Download paper | 52 |
| 7 | 2004 | Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Otten, Roger ; Bauer, Rob ; Guenster, Nadja. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers || Download paper | 49 |
| 8 | 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 46 |
| 9 | 2020 | Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers || Download paper | 44 |
| 10 | 2000 | A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Satchell, S ; Scowcroft, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers || Download paper | 44 |
| 11 | 2014 | Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Utz, Sabastian ; Wimmer, Maximillian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers || Download paper | 39 |
| 12 | 2011 | Returns in trading versus non-trading hours: The difference is day and night. (2011). Kelly, Michael ; Clark, Steven P. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers || Download paper | 36 |
| 13 | 2005 | Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers || Download paper | 31 |
| 14 | 2007 | Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers || Download paper | 28 |
| 15 | 2002 | Performance clustering and incentives in the UK pension fund industry. (2002). Blake, David ; Lehmann, B N ; Timmermann, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073. Full description at Econpapers || Download paper | 28 |
| 16 | 2002 | Hedge fund survival lifetimes. (2002). Gregoriou, G N. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240078. Full description at Econpapers || Download paper | 28 |
| 17 | 2000 | Performance of UK equity unit trusts. (2000). Sinquefield, R A ; Quigley, G. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240006. Full description at Econpapers || Download paper | 28 |
| 18 | 2005 | Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers || Download paper | 26 |
| 19 | 2018 | Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers || Download paper | 26 |
| 20 | 2020 | ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers || Download paper | 25 |
| 21 | 2012 | Theory of social returns in portfolio choice with application to microfinance. (2012). Leidl, Michaela ; Reeder, Johannes ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers || Download paper | 25 |
| 22 | 2003 | The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers || Download paper | 24 |
| 23 | 2009 | Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Aber, Jack W ; Li, Dan. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers || Download paper | 24 |
| 24 | 2020 | Cashing in on innovation: a taxonomy of FinTech. (2020). Imerman, Michael B ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers || Download paper | 23 |
| 25 | 2020 | The effect of environmental sustainability on credit risk. (2020). Klein, Christian ; Zwergel, Bernhard ; Hock, Andre ; Landau, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers || Download paper | 23 |
| 26 | 2011 | Markov-switching asset allocation: Do profitable strategies exist?. (2011). Mergner, Sascha ; Bulla, Jan ; Chesneau, Christophe ; Sesboue, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers || Download paper | 22 |
| 27 | 2021 | Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Abbas, Syed Kumail ; Reddy, Krishna ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers || Download paper | 22 |
| 28 | 2007 | Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers || Download paper | 22 |
| 29 | 2007 | Can mutual funds time investment styles?. (2007). Swinkels, Laurens ; Tjong, Liam. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers || Download paper | 21 |
| 30 | 2021 | Green bonds: shades of green and brown. (2021). Immel, Moritz ; Kiesel, Florian ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers || Download paper | 21 |
| 31 | 2007 | Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers || Download paper | 21 |
| 32 | 2006 | To sin or not to sin? Now thats the question. (2006). Her, Monica ; Phillips, Michael G ; Chong, James. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers || Download paper | 21 |
| 33 | 2014 | Portfolio selection in the presence of systemic risk. (2014). Ortobelli, Sergio ; Fabozzi, Frank J ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers || Download paper | 21 |
| 34 | 2008 | Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers || Download paper | 20 |
| 35 | 2019 | Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers || Download paper | 20 |
| 36 | 2008 | Fundamental indexation in Europe. (2008). Puttonen, Vesa ; Hemminki, Julius. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2008:i:6:d:10.1057_palgrave.jam.2250090. Full description at Econpapers || Download paper | 19 |
| 37 | 2000 | Generalised style analysis of hedge funds. (2000). Agarwal, V ; Naik, N Y. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers || Download paper | 19 |
| 38 | 2001 | Equity performance of segregated pension funds in the UK. (2001). Tonks, Ian ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers || Download paper | 19 |
| 39 | 2021 | Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Drobetz, Wolfgang ; Otto, Tizian. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers || Download paper | 19 |
| 40 | 2018 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers || Download paper | 18 |
| 41 | 2006 | Measuring investor sentiment in equity markets. (2006). Bandopadhyaya, Arindam ; Jones, Anne Leah. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers || Download paper | 18 |
| 42 | 2013 | Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Dulaney, Tim ; Wang, Olivia ; Deng, Geng ; McCann, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers || Download paper | 18 |
| 43 | 2008 | Fundamental indexation: An active value strategy in disguise. (2008). Swinkels, Laurens ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23. Full description at Econpapers || Download paper | 17 |
| 44 | 2016 | Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers || Download paper | 17 |
| 45 | 2018 | Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Maghyereh, Aktham ; Awartani, Basel ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers || Download paper | 17 |
| 46 | 2004 | Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers || Download paper | 16 |
| 47 | 2016 | Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers || Download paper | 16 |
| 48 | 2010 | The predictive power of value-at-risk models in commodity futures markets. (2010). Füss, Roland ; Adams, Zeno ; Fuss, Roland ; Kaiser, Dieter G. In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers || Download paper | 16 |
| 49 | 2005 | Impact of fund size on hedge fund performance. (2005). Moerth, Patrick ; Ammann, Manuel. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240177. Full description at Econpapers || Download paper | 15 |
| 50 | 2022 | Pricing climate change risk in corporate bonds. (2022). Allman, Elsa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00294-w. Full description at Econpapers || Download paper | 14 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Are green bonds priced differently from conventional bonds?. (2018). Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers || Download paper | 74 |
| 2 | 2019 | Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers || Download paper | 26 |
| 3 | 2020 | Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers || Download paper | 23 |
| 4 | 2020 | ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Dorfleitner, Gregor ; Sparrer, Christian ; Kreuzer, Christian. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers || Download paper | 21 |
| 5 | 2022 | Pricing climate change risk in corporate bonds. (2022). Allman, Elsa. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00294-w. Full description at Econpapers || Download paper | 12 |
| 6 | 2020 | The effect of environmental sustainability on credit risk. (2020). Klein, Christian ; Zwergel, Bernhard ; Hock, Andre ; Landau, Alexander. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers || Download paper | 12 |
| 7 | 2020 | ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers || Download paper | 12 |
| 8 | 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Rahat, Birjees. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 10 |
| 9 | 2021 | Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Drobetz, Wolfgang ; Otto, Tizian. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers || Download paper | 10 |
| 10 | 2024 | Do weather patterns effect investment decisions in the stock market? A South Asian perspective. (2024). Chowdhury, Emon Kalyan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:2:d:10.1057_s41260-023-00334-z. Full description at Econpapers || Download paper | 9 |
| 11 | 2021 | Green bonds: shades of green and brown. (2021). Immel, Moritz ; Kiesel, Florian ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers || Download paper | 9 |
| 12 | 2023 | Greenium, credit rating, and the COVID-19 pandemic. (2023). Kiesel, Florian ; Arat, Emre ; Schiereck, Dirk ; Hachenberg, Britta. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00320-5. Full description at Econpapers || Download paper | 9 |
| 13 | 2007 | Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers || Download paper | 9 |
| 14 | 2023 | Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Papathanasiou, Spyros ; Kenourgios, Dimitris ; Pergeris, Georgios ; Koutsokostas, Drosos. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y. Full description at Econpapers || Download paper | 9 |
| 15 | 2020 | Cashing in on innovation: a taxonomy of FinTech. (2020). Imerman, Michael B ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers || Download paper | 8 |
| 16 | 2014 | Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Utz, Sabastian ; Wimmer, Maximillian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers || Download paper | 8 |
| 17 | 2020 | Herds on green meadows: the decarbonization of institutional portfolios. (2020). Paulus, Stefan ; Wilkens, Marco ; Benz, Lukas ; Jacob, Andrea. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00147-z. Full description at Econpapers || Download paper | 7 |
| 18 | 2011 | Markov-switching asset allocation: Do profitable strategies exist?. (2011). Mergner, Sascha ; Bulla, Jan ; Chesneau, Christophe ; Sesboue, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers || Download paper | 7 |
| 19 | 2011 | Returns in trading versus non-trading hours: The difference is day and night. (2011). Kelly, Michael ; Clark, Steven P. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers || Download paper | 7 |
| 20 | 2021 | Expected and realized returns on stocks with high- and low-ESG exposure. (2021). Stotz, Olaf. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00203-z. Full description at Econpapers || Download paper | 6 |
| 21 | 2016 | Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers || Download paper | 6 |
| 22 | 2021 | Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers || Download paper | 6 |
| 23 | 2018 | Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers || Download paper | 6 |
| 24 | 2020 | Improving CAT bond pricing models via machine learning. (2020). Gotze, Tobias ; Gurtler, Marc ; Witowski, Eileen. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00167-0. Full description at Econpapers || Download paper | 5 |
| 25 | 2005 | Impact of fund size on hedge fund performance. (2005). Moerth, Patrick ; Ammann, Manuel. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240177. Full description at Econpapers || Download paper | 5 |
| 26 | 2023 | Greenlabelling: How valuable is the SFDR Art 9 label?. (2023). Hasaj, Milot ; Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00319-y. Full description at Econpapers || Download paper | 5 |
| 27 | 2020 | Automated portfolio rebalancing: Automatic erosion of investment performance?. (2020). Horn, Matthias ; Oehler, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:6:d:10.1057_s41260-020-00183-0. Full description at Econpapers || Download paper | 5 |
| 28 | 2022 | Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis. (2022). Gupta, Surbhi ; Sharma, Anil Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:3:d:10.1057_s41260-022-00255-3. Full description at Econpapers || Download paper | 5 |
| 29 | 2000 | A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Satchell, S ; Scowcroft, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers || Download paper | 5 |
| 30 | 2019 | Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers || Download paper | 5 |
| 31 | 2022 | ESG and impact investing. (2022). Rocco, Steve ; Jong, Marielle. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00297-7. Full description at Econpapers || Download paper | 5 |
| 32 | 2022 | Creating shareholder value through ESG engagement. (2022). Lugo, Maria Margarita ; Melin, Lionel ; Mercereau, Benoit. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:7:d:10.1057_s41260-022-00270-4. Full description at Econpapers || Download paper | 5 |
| 33 | 2023 | Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Youssef, Mouna ; Mokni, Khaled. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers || Download paper | 5 |
| 34 | 2021 | The Volatility Effect in China. (2021). Vliet, Pim ; Hanauer, Matthias X ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00218-0. Full description at Econpapers || Download paper | 4 |
| 35 | 2023 | Stock market anomalies and machine learning across the globe. (2023). Azevedo, Vitor ; Mueller, Sebastian ; Kaiser, Georg Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z. Full description at Econpapers || Download paper | 4 |
| 36 | 2021 | Sustainability efforts, index recognition, and stock performance. (2021). Kang, Moonsoo ; White, Nancy A ; Viswanathan, K G ; Zychowicz, Edward J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00202-0. Full description at Econpapers || Download paper | 4 |
| 37 | 2021 | Correction to: Sustainability efforts, index recognition, and stock performance. (2021). Kang, Moonsoo ; White, Nancy A ; Viswanathan, K G ; Zychowicz, Edward J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00216-2. Full description at Econpapers || Download paper | 4 |
| 38 | 2009 | Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Aber, Jack W ; Li, Dan. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers || Download paper | 4 |
| 39 | 2005 | A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers || Download paper | 4 |
| 40 | 2006 | Decomposing the price-earnings ratio. (2006). Brooks, Chris ; Anderson, Keith. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240195. Full description at Econpapers || Download paper | 4 |
| 41 | 2021 | Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Abbas, Syed Kumail ; Reddy, Krishna ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers || Download paper | 4 |
| 42 | 2022 | The ESG ETFs in the UK. (2022). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:2:d:10.1057_s41260-021-00251-z. Full description at Econpapers || Download paper | 4 |
| 43 | 2007 | Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers || Download paper | 4 |
| 44 | 2009 | Integrating volatility factors in the analysis of the hedge fund alpha puzzle. (2009). Racicot, François-Ãric ; Theoret, Raymond. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:1:d:10.1057_jam.2008.43. Full description at Econpapers || Download paper | 4 |
| 45 | 2018 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers || Download paper | 4 |
| 46 | 2018 | The impact of working capital management on firmsâ performance and value: evidence from Egypt. (2018). Moussa, Amr Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0081-z. Full description at Econpapers || Download paper | 4 |
| 47 | 2014 | Portfolio selection in the presence of systemic risk. (2014). Ortobelli, Sergio ; Fabozzi, Frank J ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers || Download paper | 4 |
| 48 | 2012 | An anatomy of calendar effects. (2012). Swinkels, Laurens ; van Vliet, Pim. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:4:d:10.1057_jam.2012.9. Full description at Econpapers || Download paper | 4 |
| 49 | 2013 | Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Dulaney, Tim ; Wang, Olivia ; Deng, Geng ; McCann, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers || Download paper | 4 |
| 50 | 2023 | Dynamic asset allocation strategy: an economic regime approach. (2023). Kim, Minjeong ; Kwon, Dohyoung. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8. Full description at Econpapers || Download paper | 4 |
| Year | Title | |
|---|---|---|
| 2025 | Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737. Full description at Econpapers || Download paper | |
| 2025 | Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592. Full description at Econpapers || Download paper | |
| 2025 | Dynamic asset allocation with asset-specific regime forecasts. (2025). Mulvey, John M ; Yu, Chenyu ; Shu, Yizhan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:1:d:10.1007_s10479-024-06266-0. Full description at Econpapers || Download paper | |
| 2025 | A Bayesian model for portfolio decisions based on debiased and regularized expert predictions. (2025). Miettinen, Kaisa ; Karvanen, Juha ; Heikkinen, Risto. In: Journal of Business Economics. RePEc:spr:jbecon:v:95:y:2025:i:5:d:10.1007_s11573-024-01208-5. Full description at Econpapers || Download paper | |
| 2025 | Using Large Language Models for Financial Advice. (2025). Meiler, Maximilian ; Hornuf, Lars ; Fieberg, Christian ; Streich, David J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11666. Full description at Econpapers || Download paper | |
| 2025 | What drives robo-advice?. (2025). Lehner, Sebastian ; Scherer, Bernd. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001087. Full description at Econpapers || Download paper | |
| 2025 | Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150. Full description at Econpapers || Download paper | |
| 2025 | Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103. Full description at Econpapers || Download paper | |
| 2025 | Credit Sales and Risk Scoring: A FinTech Innovation. (2025). Hopkins, Kevin ; Johnston, Payson ; Salamon, Andrew ; ben Bouheni, Faten ; Tewari, Manish. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:3:p:31-:d:1704560. Full description at Econpapers || Download paper | |
| 2025 | Predicting the distributions of stock returns around the globe in the era of big data and learning. (2024). BarunÃk, Jozef ; Tobek, Ondrej ; Hronec, Martin. In: Papers. RePEc:arx:papers:2408.07497. Full description at Econpapers || Download paper | |
| 2025 | Predicting stock returns with machine learning: Global versus sector models. (2025). Witter, Johannes. In: Junior Management Science (JUMS). RePEc:zbw:jumsac:326965. Full description at Econpapers || Download paper | |
| 2025 | January effect, Lunar New Year effect, and liquidity preference. (2025). Liu, Jinjing. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000912. Full description at Econpapers || Download paper | |
| 2025 | Integrating Sustainable Development Goals in Environmental, Social and Governance Criteria and the Sustainability Transformation of the EU Business Sector. (2025). Koundouri, Phoebe ; Plataniotis, Angelos ; Dellis, Konstantinos ; Michel, Conrad Felix. In: MPRA Paper. RePEc:pra:mprapa:123930. Full description at Econpapers || Download paper | |
| 2025 | ESG performance and the cost of debt. Evidence from the corporate bond market. (2025). Verdoliva, Vincenzo ; Ricciardi, Antonio ; Meles, Antonio ; Fiorillo, Paolo. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500184x. Full description at Econpapers || Download paper | |
| 2025 | Do investors care about sustainable investment targets? An assessment using the sustainable finance disclosure regulation. (2025). Badenhoop, Nikolai ; McKe, Christian. In: SAFE Working Paper Series. RePEc:zbw:safewp:325502. Full description at Econpapers || Download paper | |
| 2025 | Stochastic behavior of green bond premiums. (2025). Kanamura, Takashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007683. Full description at Econpapers || Download paper | |
| 2025 | A quantitative model of sustainability risk in finance. (2025). Kanamura, Takashi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000017. Full description at Econpapers || Download paper | |
| 2025 | Sustainability arbitrage pricing of ESG derivatives. (2025). Kanamura, Takashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002649. Full description at Econpapers || Download paper | |
| 2025 | ESG or E, S and G investing: a portfolio approach. (2025). Patel, Samveg. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00409-z. Full description at Econpapers || Download paper | |
| 2025 | Curvature and the mean-variance-ESG frontier: A new measure of risk-return-ESG trade-offs. (2025). Mounir, Amine. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000303. Full description at Econpapers || Download paper | |
| 2025 | Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312. Full description at Econpapers || Download paper | |
| 2025 | Resilience of green bonds in portfolio diversification: evidence from crisis periods. (2025). Singh, Vipul Kumar ; Kumar, Pawan ; Gupta, Maneesh. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:3:d:10.1057_s41260-024-00393-w. Full description at Econpapers || Download paper | |
| 2025 | Dynamics of Green and Conventional Bonds: Hedging Effectiveness and Sustainability Implication. (2025). Belguith, Rihab. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:106-:d:1673269. Full description at Econpapers || Download paper | |
| 2025 | Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2025). Marinelli, Giuseppe ; Liberati, Danilo. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02711-6. Full description at Econpapers || Download paper | |
| 2025 | Greenium fluctuations and climate awareness in the corporate bond market. (2025). Varotto, Simone ; Dufour, Alfonso ; Dragotto, Massimo. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925003680. Full description at Econpapers || Download paper | |
| 2025 | What are environmental, social, and governance scores measuring? The role of outcome and impact indicators in ESG scores. (2025). Guerrero, Santiago ; Viteri, Juan Pablo. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015587. Full description at Econpapers || Download paper | |
| 2025 | Chasing ESG performance: How methodologies shape outcomes. (2025). Taufer, Emanuele ; Paterlini, Sandra ; Bax, Karoline ; Benuzzi, Matteo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003266. Full description at Econpapers || Download paper | |
| 2025 | Beyond Green Labels: Assessing Mutual Fundsâ ESG Commitments through Large Language Models. (2025). Wood, Katherine ; Pham, Hieu ; Pyun, Chaehyun. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017422. Full description at Econpapers || Download paper | |
| 2025 | Energy uncertainty and Firm Performance: Does ESG matter?. (2025). Mahakud, Jitendra ; Barman, Siddhartha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000131. Full description at Econpapers || Download paper | |
| 2025 | Bitcoin vs. the US Dollar: Unveiling Resilience Through Wavelet Analysis of Price Dynamics. (2025). Al-Mansouri, Essa. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:5:p:259-:d:1652154. Full description at Econpapers || Download paper | |
| 2025 | Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020. Full description at Econpapers || Download paper | |
| 2025 | Low risk, high return: Improving option writing performance with put-call ratios in Taiwan. (2025). Lo, Chien-Ling ; Liu, Wen-Rang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000241. Full description at Econpapers || Download paper | |
| 2025 | Sizing the Risk: Kelly, VIX, and Hybrid Approaches in Put-Writing on Index Options. (2025). Wysocki, Maciej. In: Papers. RePEc:arx:papers:2508.16598. Full description at Econpapers || Download paper | |
| 2025 | Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitzâs theory and correlation network analysis. (2025). el Afia, Abdellatif ; Fihri, Mohamed ; Lmakri, Aziz ; Belkhoutout, Khalid ; Guerbaz, Raby ; Oukhouya, Hassan ; el Rhiouane, Afaf. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:667:y:2025:i:c:s0378437125001736. Full description at Econpapers || Download paper | |
| 2025 | Evaluating Environmental Sustainability in Manufacturing: A Multi-Criteria Analysis of Chittagongs Industrial Sector. (2025). Haque, Sumaia ; Hasan, Kamrul. In: MPRA Paper. RePEc:pra:mprapa:123414. Full description at Econpapers || Download paper | |
| 2025 | Overcoming Traditional Constraints: Strategies for Fostering an Inclusive Entrepreneurial Ecosystem in Bangladesh. (2025). Chowdhury, Emon. In: MPRA Paper. RePEc:pra:mprapa:124873. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Entrepreneurship on Economic Growth: Exploring the Role of Technological Innovation and Institutional Quality in South Asia. (2025). Abdullah, Mohammad Nayeem ; Chowdhury, Emon Kalyan ; Quader, Syed Manzur. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02089-3. Full description at Econpapers || Download paper | |
| 2025 | Climate risk co-movements effect on South Asiaâs emerging stock market for financial inclusion. (2025). Shah, Waheed Ullah ; Missaoui, Ibtissem ; Liu, Xiyu ; Younis, Ijaz. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00525-7. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the black box: understanding digital assets complexity. (2025). Abdelkhalik, Raghda Abdellatif. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00456-3. Full description at Econpapers || Download paper | |
| 2025 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2025). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:101:y:2025:i:2:d:10.1007_s00186-025-00889-0. Full description at Econpapers || Download paper | |
| 2025 | Praxischecks - ein wirksames Instrument zum Abbau bürokratischer Belastungen?. (2025). Pahnke, Andr ; Lher, Jonas ; Kranzusch, Peter ; Icks, Annette ; Holz, Michael. In: IfM-Materialien. RePEc:zbw:ifmmat:311194. Full description at Econpapers || Download paper | |
| 2025 | Adaptation of Banks to Sustainability Requirements and Impact on Their Financial Performance. (2025). Blidisel, Rodica Gabriela ; Bigioi, Adrian Doru ; Bunea, Mariana ; Hategan, Camelia-Daniela. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:771. Full description at Econpapers || Download paper | |
| 2025 | Strategic Investment to Mitigate Transition Risks. (2025). Wirjanto, Tony S ; Zhang, Jiayue ; Tan, Ken Seng ; Porth, Lysa. In: Papers. RePEc:arx:papers:2501.02383. Full description at Econpapers || Download paper | |
| 2025 | ESG Momentum in International Equity Returns and the SDG content of financial asset portfolios. (2025). Koundouri, Phoebe ; Pittis, Nikitas ; Landis, Conrad. In: DEOS Working Papers. RePEc:aue:wpaper:2523. Full description at Econpapers || Download paper |
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| 2025 | Risk-Aware Financial Forecasting Enhanced by Machine Learning and Intuitionistic Fuzzy Multi-Criteria Decision-Making. (2025). Stevi, Vzeljko ; Eren, Tevfik ; Erdougan, Serkan ; Turgay, Safiye ; Elma, Orhan Emre ; Baydacs, Mahmut ; Wang, Zhiyuan. In: Papers. RePEc:arx:papers:2512.17936. Full description at Econpapers || Download paper | |
| 2025 | Sustainability of Urban Green Spaces: A Multidimensional Analysis. (2025). Leki, Julijana ; Gardaevi, Jovana ; Avlin, Miroslav ; Pavlovi, Aleksandra ; Prodanovi, Radivoj ; Tankosi, Jelena Vapa ; Ignjatijevi, Svetlana ; Dmitrovi, Veljko. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:9:p:4026-:d:1646072. Full description at Econpapers || Download paper |
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| 2024 | Environmental, social and governance performance and equity mispricing: Does embedded information mediation matter?. (2024). Yang, Zhonghai ; Li, Yingmei ; Song, Pingting ; Xu, Meng. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009528. Full description at Econpapers || Download paper | |
| 2024 | Fintechs impact on conventional and Islamic sustainable equities: Short- and long-term contributions of the digital financial ecosystem. (2024). Asl, Mahdi Ghaemi ; ben Jabeur, Sami ; Hosseini, Seyedeh Sana ; Riahi, Hamed Tajmir. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000942. Full description at Econpapers || Download paper | |
| 2024 | Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects. (2024). Nagayev, Ruslan ; Fetais, Alanoud Hamad ; Aysan, Ahmet Faruk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:74:y:2024:i:c:s1042444x24000240. Full description at Econpapers || Download paper | |
| 2024 | Cryptocurrency Scams: A Multi-Pronged Approach to Mitigating Risks Through Regulation, Enforcement, and Consumer Education. (2024). Akhter, Suraiya ; Nahar, Kamrun ; Hasan, Amena. In: MPRA Paper. RePEc:pra:mprapa:121215. Full description at Econpapers || Download paper | |
| 2024 | Building Trust, Fueling Growth: The Cornerstone Role of Capital Market Governance in Bangladesh. (2024). Khanam, Rifat Binte ; Rabeya, Jannatul Ferdous ; Hasan, Amena. In: MPRA Paper. RePEc:pra:mprapa:121449. Full description at Econpapers || Download paper | |
| 2024 | Capital Market Governance in Bangladesh: A Cornerstone for Growth. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:121664. Full description at Econpapers || Download paper | |
| 2024 | The Financial Implications of Mandating Non-Financial Assurance. (2024). Pierro, Roberto ; Shaturaev, Jakhongir ; Stasi, Federer. In: MPRA Paper. RePEc:pra:mprapa:121883. Full description at Econpapers || Download paper | |
| 2024 | Role of Stock Exchanges in Regional Economic Progress: A South Asia Perspective. (2024). Chowdhury, Emon Kalyan. In: MPRA Paper. RePEc:pra:mprapa:123002. Full description at Econpapers || Download paper |
| Year | Citing document | |
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| 2023 | Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management. (2023). Avramelou, Loukia ; Stefanidis, Kyriakos ; Tsampazis, Konstantinos ; Rodinos, Georgios ; Kirtas, Emmanouil ; Spanos, Dimitris ; Manousis, Theodoros ; Tsantekidis, Avraam ; Tosidis, Pavlos ; Tefas, Anastasios ; Passalis, Nikolaos ; Tzelepi, Maria. In: Papers. RePEc:arx:papers:2309.16679. Full description at Econpapers || Download paper | |
| 2023 | Strong vs. Stable: The Impact of ESG Ratings Momentum and their Volatility on the Cost of Equity Capital. (2023). Magnani, Monia ; Guidolin, Massimo ; Berk, Ian. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23202. Full description at Econpapers || Download paper | |
| 2023 | Not So New Kid on the Block: Accounting and Valuation Aspects of Non-Fungible Tokens (NFTs). (2023). Jayasuriya, Dulani ; Sims, Alexandra. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:465-:d:1267328. Full description at Econpapers || Download paper |
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| 2022 | Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers || Download paper | |
| 2022 | Are Modifications in the ETFs Investment Performance and Risks during the COVID-19 Pandemic Event?. (2022). Liu, Ying-Sing ; Lee, Liza. In: Review of Applied Socio-Economic Research. RePEc:rse:wpaper:v:23:y:2022:i:1:p:05-17. Full description at Econpapers || Download paper |