Capital mobility and the long-run return–risk trade-offs of industry portfolios-Reference-Cited by-同舟云学术

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Capital mobility and the long-run return–risk trade-offs of industry portfolios

Published:2023-01 Issue: Volume:70 Page:123-143
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Chen Jia^ORCID,Xu Xin^ORCID,Yao Tong

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference22 articles.

1. Asset Management: A Systematic Approach to Factor Investing;Ang,2014

2. CAPM over the long run: 1926–2001;Ang;J. Empir. Financ.,2007

3. Leverage aversion and risk parity;Asness;Financ. Anal. J.,2012

4. A supply approach to valuation;Belo;Rev. Financ. Stud.,2013

5. Toward maximum diversification;Choueifaty;J. Portf. Manag.,2008

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