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Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds
16 references·0 citing·52 second hop
Testing the Strategic Asset Allocation of Stabilization Sovereign Wealth Funds (2011)Testing the Strategic Asset Allocation of…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…The effect of sovereign wealth funds on the credit risk of their portfolio companies (2014)The effect of sovereign wealt…Sovereign Wealth Fund Portfolios (2011)Sovereign Wealth Fund Portfol…Bilateral political relations and sovereign wealth fund investment (2011)Bilateral political relations…Sovereign Wealth Fund Investment Patterns and Performance (2010)Sovereign Wealth Fund Investm…The Investment Strategies of Sovereign Wealth Funds (2009)The Investment Strategies of …Sovereign Wealth Funds: Stylized Facts about their Determinants and Governance * (2009)Sovereign Wealth Funds: Styli…The Impact of Sovereign Wealth Funds on Global Financial Markets (2008)The Impact of Sovereign Wealt…The impact of sovereign wealth funds on global financial markets (2008)The impact of sovereign wealt…Robust Portfolio Optimization and Management (2007)Robust Portfolio Optimization…Oil price risk and emerging stock markets (2006)Oil price risk and emerging s…Time-varying market integration and expected returns in emerging markets (2005)Time-varying market integrati…Are Momentum Profits Robust to Trading Costs? 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References

  • 2021Econometric Analysis of Panel Data15,089 cited
  • 2006Oil price risk and emerging stock markets932 cited
  • 2004Are Momentum Profits Robust to Trading Costs?571 cited
  • 2007Robust Portfolio Optimization and Management402 cited
  • 2001Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time378 cited
  • 2001Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation.293 cited
  • 2005Time-varying market integration and expected returns in emerging markets247 cited
  • 2011Bilateral political relations and sovereign wealth fund investment174 cited
  • 2008The impact of sovereign wealth funds on global financial markets165 cited
  • 2002Portfolio Resampling: Review and Critique151 cited
  • 2009The Investment Strategies of Sovereign Wealth Funds97 cited
  • 2009Sovereign Wealth Funds: Stylized Facts about their Determinants and Governance *91 cited
  • 2010Sovereign Wealth Fund Investment Patterns and Performance75 cited
  • 2011Sovereign Wealth Fund Portfolios71 cited
  • 2014The effect of sovereign wealth funds on the credit risk of their portfolio companies66 cited

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  • 2008The Impact of Sovereign Wealth Funds on Global Financial Markets65 cited
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