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DateTitle Authors
2012 Linear predictability vs. bull and bear market models in strategic asset allocation decisions: Evidence from UK dataGuidolin, Massimo / Hyde, Stuart
2013 Do we need non-linear models to predict REIT returns?Case, Brad / Guidolin, Massimo / Yildirim, Yildiray
2012 Is socially responsible investing just screening? Evidence from mutual fundsHirschberger, Markus / Steuer, Ralph E. / Utz, Sebastian / Wimmer, Maximilian
2011 When to cross the spread: Curve following with singular controlNaujokat, Felix / Horst, Ulrich
2015 Foreign Under-Investment in US Securities and the Role of Relational CapitalMichael, Bryane
2011 Diversification of investment portfolios as an instrument used by institutional investors in the capital management processTrippner, Paweł
2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock ReturnsAtanasov, Victoria / Nitschka, Thomas
2003 Simple and enlarged separation portfolios: On their use when arbitraging and synthesizing securitiesApreda, Rodolfo
2015 Intraday Stock Price Dependence using Dynamic Discrete Copula DistributionsKoopman, Siem Jan / Lit, Rutger / Lucas, André
2013 Measuring alpha in the fund management industry: Do female managers perform better?Babalos, Vassilis / Caporale, Guglielmo Maria / Philippas, Nikolaos

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