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Portfolio Composition and the Investment Horizon
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  • 2011Investment horizon effect on asset allocation between value and growth strategies40 cited
  • 2011The Role of Stock Size and Trading Intensity in the Magnitude of the "Interval Effect" in Beta Estimation: Empirical Evidence from the Polish Capital Market35 cited
  • 2008Dynamic asset allocation strategies using a stochastic dynamic programming aproach34 cited
  • 2009Portfolio allocation and the investment horizon: a multiscaling approach33 cited
  • 2009The Choice of Performance Measure Does Influence the Evaluation of Hedge Funds30 cited
  • 2005The cult of the equity for pension funds: should it get the boot?28 cited
  • 2018Performance of the Average Directional Index as a market timing tool for the most actively traded USD based currency pairs28 cited
  • 2004Formulating retirement targets and the impact of time horizon on asset allocation25 cited
  • 2018Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility25 cited
  • 1998Misconceptions about Optimal Equity Allocation and Investment Horizon21 cited
  • 2016Use of Financial Planners and Portfolio Performance16 cited

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