1. A Transaction-Cost Perspective on the Multitude of Firm Characteristics. (17th April 2020) Authors: DeMiguel, Victor; Martín-Utrera, Alberto; Nogales, Francisco J; Uppal, Raman Editors: Karolyi, Andrew Journal: Review of financial studies Issue: Volume 33:Number 5(2020) Page Start: 2180 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Delegated portfolio management and diversification. Issue 4 (3rd March 2016) Authors: Christensen, Michael; Christensen, Michael Vangsgaard; Gamskjaer, Ken Journal: Applied economics letters Issue: Volume 23:Issue 4(2016) Page Start: 255 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Harmful diversification: Evidence from alternative investments. Issue 1 (January 2019) Authors: Platanakis, Emmanouil; Sakkas, Athanasios; Sutcliffe, Charles Journal: British accounting review Issue: Volume 51:Issue 1(2019) Page Start: 1 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach. Issue 5 (September 2021) Authors: Newton, David; Platanakis, Emmanouil; Stafylas, Dimitrios; Sutcliffe, Charles; Ye, Xiaoxia Journal: British accounting review Issue: Volume 53:Issue 5(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. How Does Active Change Affect Investment Efficiency? Evidence from Monthly Account-level Data on Chinese Online Platform. Issue 8 (21st June 2022) Authors: Ba, Shusong; Wei, Wei; Yuan, Hongmin Journal: Emerging markets finance & trade Issue: Volume 58:Issue 8(2022) Page Start: 2191 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Impact of 16 PF global factors personality traits on perceptual biases of individual investors. Issue 6 (18th August 2022) Authors: Kumari, Arpana; Singh, Shuchita; Bahl, Shilpa; Sharma, Ravindra Journal: Journal of information & optimization sciences Issue: Volume 43:Issue 6(2022) Page Start: 1221 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Large-cap vs small-cap portfolio performance: new empirical evidence from ETFs. Issue 1 (11th February 2019) Authors: Rompotis, Gerasimos Journal: Review of accounting and finance Issue: Volume 18:Issue 1(2019) Page Start: 71 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Large-cap vs small-cap portfolio performance: new empirical evidence from ETFs. Issue 1 (20th November 2018) Authors: Rompotis, Gerasimos Journal: Review of accounting and finance Issue: Volume 18:Issue 1(2019) Page Start: 71 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Least-squares approach to risk parity in portfolio selection. Issue 3 (3rd March 2016) Authors: Bai, Xi; Scheinberg, Katya; Tutuncu, Reha Journal: Quantitative finance Issue: Volume 16:Issue 3(2016) Page Start: 357 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Least-squares Monte-Carlo methods for optimal stopping investment under CEV models. Issue 7 (2nd July 2020) Authors: Ma, Jingtang; Lu, Zhengyang; Li, Wenyuan; Xing, Jie Journal: Quantitative finance Issue: Volume 20:Issue 7(2020) Page Start: 1199 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗