Portfolio Advice for a Multifactor World

Author:

Cochrane John

Publisher

National Bureau of Economic Research

Cited by 53 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Term structure of equity risk premia in rough terrain: 150 years of the French stock market;The Quarterly Review of Economics and Finance;2024-10

2. A New Test of Risk Factor Relevance;The Journal of Finance;2022-05-26

3. Efficient Frontier and Portfolio Optimization;Applied Financial Econometrics;2021

4. Predictability and pricing efficiency in forward and spot, developed and emerging currency markets;Journal of International Money and Finance;2020-10

5. Marketing Mutual Funds;The Review of Financial Studies;2020-09-26

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