Index Investment and the Financialization of Commodities | 2012/11/01 | English | 903 |
Global Portfolio Optimization | 1992/09/01 | English | 901 |
Facts and Fantasies about Commodity Futures | 2006/03/01 | English | 872 |
The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? | 1989/01/01 | English | 768 |
The Strategic and Tactical Value of Commodity Futures | 2006/03/01 | English | 721 |
Hedge Fund Benchmarks: A Risk-Based Approach | 2004/09/01 | English | 674 |
Fact and Fantasy in the Use of Options | 1975/07/01 | English | 649 |
Following the Pied Piper: Do Individual Returns Herd around the Market? | 1995/07/01 | English | 617 |
The Eco-Efficiency Premium Puzzle | 2005/03/01 | English | 541 |
Socially Responsible Mutual Funds (corrected) | 2000/05/01 | English | 526 |
Why and How Investors Use ESG Information: Evidence from a Global Survey | 2018/07/01 | English | 518 |
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly | 2011/01/01 | English | 512 |
The Detection of Earnings Manipulation | 1999/09/01 | English | 497 |
Why Not Diversify Internationally Rather Than Domestically? | 1974/07/01 | English | 495 |
Inflation, Rational Valuation and the Market | 1979/03/01 | English | 481 |
Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds | 1993/11/01 | English | 475 |
The Only Game in Town | 1971/03/01 | English | 464 |
The Anatomy of the Performance of Buy and Sell Recommendations | 1995/09/01 | English | 449 |
The Behavior of Stock Prices on Fridays and Mondays | 1973/11/01 | English | 430 |
Random Walks in Stock Market Prices | 1965/09/01 | English | 429 |
The Statistics of Sharpe Ratios | 2002/07/01 | English | 423 |
Determinants of Portfolio Performance | 1986/07/01 | English | 423 |
A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options | 1990/01/01 | English | 399 |
Credit Swap Valuation | 1999/01/01 | English | 368 |
Investor Sentiment and Stock Returns | 2000/03/01 | English | 358 |
Bond and Option Pricing when Short Rates are Lognormal | 1991/07/01 | English | 347 |
The Wages of Social Responsibility | 2009/07/01 | English | 342 |
Forecasting International Equity Correlations | 1994/11/01 | English | 342 |
Risk and Valuation of Collateralized Debt Obligations | 2001/01/01 | English | 336 |
Do Precious Metals Shine? An Investment Perspective | 2006/03/01 | English | 333 |