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Long-term portfolio investments: New insight into return and risk
16 references·0 citing·34 second hop
Long-term portfolio investments: New insight into return and risk (2015)Long-term portfolio investments: New insi…Stocks for the long run: the definitive guide to financial market returns & long-term investment strategies (2014)Stocks for the long run: the …The U.S. Equity Return Premium: Past, Present, and Future (2009)The U.S. Equity Return Premiu…Perspectives on the Equity Risk Premium (2005)Perspectives on the Equity Ri…Long-Run Stock Returns: Participating in the Real Economy (2003)Long-Run Stock Returns: Parti…Expected Returns on Stocks and Bonds (2003)Expected Returns on Stocks an…Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance? (2000)Does Asset Allocation Policy …Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesThe Equity Premium: Stock and Bond Returns Since 1802 (1992)The Equity Premium: Stock and…Determinants of Portfolio Performance II: An Update (1991)Determinants of Portfolio Per…Mean reversion in stock prices (1988)Mean reversion in stock pricesMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Determinants of Portfolio Performance (1986)Determinants of Portfolio Per…The equity premium: A puzzle (1985)The equity premium: A puzzlePortfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …Rates of Return on Investments in Common Stocks (1964)Rates of Return on Investment…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Dividend Policy, Growth, and the Valuation of Shares (1961)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)GLOBAL EVIDENCE ON THE EQUITY RISK PREMIUM (2003)The Golden Dilemma (2013)How do equity markets react to COVID-19? Evidence from emerging and developed countries (2020)The Arithmetic of Active Management (1991)Portfolio Theory: As I Still See It (2010)How should individual investors diversify? An empirical evaluation of alternative asset allocation policies (2013)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Does the Stock Market Overreact? (1985)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)The New Institutionalism: Organizational Factors in Political Life (1983)Random matrix approach to cross correlations in financial data (2002)Institutional trades and intraday stock price behavior (1993)Beyond Greed and Fear (2002)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Investor Psychology and Asset Pricing (2001)The Structure and Performance of the Money Management Industry (1992)The Behavior of Stock Prices Around Institutional Trades (1995)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)The use of technical analysis in the foreign exchange market (1992)Herd Behaviour, Bubbles and Crashes (1995)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 1972Portfolio Theory and Capital Markets.1,221 cited
  • 1996Mean Reversion in Stock Prices1,083 cited
  • 1986Determinants of Portfolio Performance1,031 cited
  • 1991Determinants of Portfolio Performance II: An Update634 cited
  • 2000Does Asset Allocation Policy Explain 40, 90, or 100 Percent of Performance?387 cited
  • 2003Long-Run Stock Returns: Participating in the Real Economy241 cited
  • 1992The Equity Premium: Stock and Bond Returns Since 1802185 cited
  • 1964Rates of Return on Investments in Common Stocks150 cited
  • 2014Stocks for the long run: the definitive guide to financial market returns & long-term investment strategies126 cited
  • 2009The U.S. Equity Return Premium: Past, Present, and Future101 cited
  • 2005Perspectives on the Equity Risk Premium91 cited
  • 2003Expected Returns on Stocks and Bonds89 cited

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