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Journal of Asset Management最新文献

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The impact of volatility scaling on factor portfolio performance and factor timing 波动率缩放对因子组合绩效和因子时机的影响
IF 2.5
Journal of Asset Management Pub Date : 2022-08-29 DOI: 10.1057/s41260-022-00279-9
Federico Nucera, Björn Uhl
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引用次数: 1
Global mutual fund market: the turn of the month effect and investment strategy 全球共同基金市场:月转效应与投资策略
IF 2.5
Journal of Asset Management Pub Date : 2022-08-25 DOI: 10.1057/s41260-022-00282-0
Tirthank Shah, Narayan Baser
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引用次数: 0
Analyst target price and dividend forecasts and expected stock returns 分析师目标价格和股息预测以及预期股票回报
IF 2.5
Journal of Asset Management Pub Date : 2022-08-21 DOI: 10.1057/s41260-022-00283-z
Jinji Hao, Jonathon Skinner
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引用次数: 0
Asymmetric volume volatility causality in dual listing H-shares 双重上市H股交易量波动的非对称因果关系
IF 2.5
Journal of Asset Management Pub Date : 2022-08-07 DOI: 10.1057/s41260-022-00275-z
Malay K. Dey, Chaoyan Wang
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引用次数: 0
The asset allocation of defined benefit pension plans: the role of sponsor contributions 固定收益养老金计划的资产配置:保荐人供款的作用
IF 2.5
Journal of Asset Management Pub Date : 2022-08-07 DOI: 10.1057/s41260-022-00277-x
Artem Dyachenko, Patrick Ley, M. Rieger, A. Wagner
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引用次数: 2
The impact of analyst forecast errors on fundamental indexation: the Australian evidence 分析师预测误差对基本指数化的影响:澳大利亚的证据
IF 2.5
Journal of Asset Management Pub Date : 2022-08-06 DOI: 10.1057/s41260-022-00276-y
Lorenzo Casavecchia, Gerhard Hambusch, Justin Hitchen
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引用次数: 0
A lifetime allocation with human capital: implications for target date fund 人力资本终身配置:对目标日期基金的启示
IF 2.5
Journal of Asset Management Pub Date : 2022-08-05 DOI: 10.1057/s41260-022-00278-w
S. Ha, Frank J. Fabozzi
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引用次数: 0
Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets 交易量、回报和回报波动之间的动态关系：对非洲主要股票市场的实证调查
IF 2.5
Journal of Asset Management Pub Date : 2022-07-28 DOI: 10.1057/s41260-022-00274-0
Daouda Lawa tan Toe, Salifou Ouedraogo
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引用次数: 1
Company visits and mutual fund performance: new evidence on managerial skills 拜访公司和共同基金业绩:关于管理技能的新证据
IF 2.5
Journal of Asset Management Pub Date : 2022-07-08 DOI: 10.1057/s41260-022-00273-1
Yanan Li, Wenjun Wang
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引用次数: 1
Harvesting the seasons of the size anomaly 收获季节的大小反常
IF 2.5
Journal of Asset Management Pub Date : 2022-06-13 DOI: 10.1057/s41260-022-00272-2
Boris Fays, G. Hübner, M. Lambert
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引用次数: 0
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