SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling
16 references·2 citing·38 second hop
Behavioral stock portfolio optimization considering holding periods of B-stocks with short-selling (2019)Behavioral stock portfolio optimization c…Active Share and Mutual Fund Performance (2013)Active Share and Mutual Fund …Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…The Disposition Effect and Underreaction to News (2006)The Disposition Effect and Un…Short-Term Persistence in Mutual Fund Performance (2004)Short-Term Persistence in Mut…Exchange-Traded Funds: A New Investment Option for Taxable Investors (2002)Exchange-Traded Funds: A New …Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…Behavioral Portfolio Theory (2000)Behavioral Portfolio TheoryThe long-run performance of stock returns following debt offerings (1999)The long-run performance of s…Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Hot Hands in Mutual Funds: Sh…Are the Discounts on Closed-End Funds a Sentiment Index? (1993)Are the Discounts on Closed-E…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR (1977)CAPITAL GAINS TAXATION AND YE…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformancePORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Analysis of investment behavior among Filipinos: Integration of Social exchange theory (SET) and the Theory of planned behavior (TPB) (2024)Analysis of investment behavi…Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods (2022)Stock Portfolio Optimization …Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Measuring Mutual Fund Performance with Characteristic-Based Benchmarks (1997)Costly Search and Mutual Fund Flows (1998)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Investor Inattention and Friday Earnings Announcements (2009)Equilibrium Underdiversification and the Preference for Skewness (2007)Who Gambles in the Stock Market? (2009)Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly (2010)Theory of games and economic behavior (2019)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Mutual Fund Flows and Performance in Rational Markets (2004)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)The Behavior of Stock-Market Prices (1965)Size, value, and momentum in international stock returns (2012)… and the Cross-Section of Expected Returns (2015)Choosing factors (2018)Toward a positive theory of consumer choice (1980)Are Investors Reluctant to Realize Their Losses? (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)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*18,429 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1966Mutual Fund Performance4,089 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,654 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses1,854 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,793 cited
  • 1993Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-19881,219 cited
  • 2000Behavioral Portfolio Theory1,113 cited
  • 2006The Disposition Effect and Underreaction to News880 cited
  • 2004Short-Term Persistence in Mutual Fund Performance657 cited
  • 1999The long-run performance of stock returns following debt offerings398 cited
  • 2013Active Share and Mutual Fund Performance336 cited
  • 2002Exchange-Traded Funds: A New Investment Option for Taxable Investors294 cited
  • 1993Are the Discounts on Closed-End Funds a Sentiment Index?265 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1977
CAPITAL GAINS TAXATION AND YEAR‐END STOCK MARKET BEHAVIOR
262 cited

Cited by

  • 2022Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods24 cited
  • 2024Analysis of investment behavior among Filipinos: Integration of Social exchange theory (SET) and the Theory of planned behavior (TPB)12 cited