Pub Date : 2022-08-29DOI: 10.1057/s41260-022-00279-9
Federico Nucera, Björn Uhl
{"title":"The impact of volatility scaling on factor portfolio performance and factor timing","authors":"Federico Nucera, Björn Uhl","doi":"10.1057/s41260-022-00279-9","DOIUrl":"https://doi.org/10.1057/s41260-022-00279-9","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-08-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49566128","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-08-25DOI: 10.1057/s41260-022-00282-0
Tirthank Shah, Narayan Baser
{"title":"Global mutual fund market: the turn of the month effect and investment strategy","authors":"Tirthank Shah, Narayan Baser","doi":"10.1057/s41260-022-00282-0","DOIUrl":"https://doi.org/10.1057/s41260-022-00282-0","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-08-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41274349","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-08-07DOI: 10.1057/s41260-022-00277-x
Artem Dyachenko, Patrick Ley, M. Rieger, A. Wagner
{"title":"The asset allocation of defined benefit pension plans: the role of sponsor contributions","authors":"Artem Dyachenko, Patrick Ley, M. Rieger, A. Wagner","doi":"10.1057/s41260-022-00277-x","DOIUrl":"https://doi.org/10.1057/s41260-022-00277-x","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-08-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"41779065","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-08-06DOI: 10.1057/s41260-022-00276-y
Lorenzo Casavecchia, Gerhard Hambusch, Justin Hitchen
{"title":"The impact of analyst forecast errors on fundamental indexation: the Australian evidence","authors":"Lorenzo Casavecchia, Gerhard Hambusch, Justin Hitchen","doi":"10.1057/s41260-022-00276-y","DOIUrl":"https://doi.org/10.1057/s41260-022-00276-y","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44399542","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-08-05DOI: 10.1057/s41260-022-00278-w
S. Ha, Frank J. Fabozzi
{"title":"A lifetime allocation with human capital: implications for target date fund","authors":"S. Ha, Frank J. Fabozzi","doi":"10.1057/s41260-022-00278-w","DOIUrl":"https://doi.org/10.1057/s41260-022-00278-w","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46149306","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-07-28DOI: 10.1057/s41260-022-00274-0
Daouda Lawa tan Toe, Salifou Ouedraogo
{"title":"Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets","authors":"Daouda Lawa tan Toe, Salifou Ouedraogo","doi":"10.1057/s41260-022-00274-0","DOIUrl":"https://doi.org/10.1057/s41260-022-00274-0","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47575327","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-07-08DOI: 10.1057/s41260-022-00273-1
Yanan Li, Wenjun Wang
{"title":"Company visits and mutual fund performance: new evidence on managerial skills","authors":"Yanan Li, Wenjun Wang","doi":"10.1057/s41260-022-00273-1","DOIUrl":"https://doi.org/10.1057/s41260-022-00273-1","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-07-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49061634","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2022-06-13DOI: 10.1057/s41260-022-00272-2
Boris Fays, G. Hübner, M. Lambert
{"title":"Harvesting the seasons of the size anomaly","authors":"Boris Fays, G. Hübner, M. Lambert","doi":"10.1057/s41260-022-00272-2","DOIUrl":"https://doi.org/10.1057/s41260-022-00272-2","url":null,"abstract":"","PeriodicalId":45953,"journal":{"name":"Journal of Asset Management","volume":null,"pages":null},"PeriodicalIF":2.5,"publicationDate":"2022-06-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42492325","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
京公网安备 11010802042870号
京ICP备2023020795号-1
扫码关注我们
求助内容：
应助结果提醒方式：