Journal of Asset Management

短名J. Asset Manag.
Journal Impact1.59
国际分区BUSINESS, FINANCE(Q3)
ISSN1470-8272, 1479-179X
h-index23

The Journal of Asset Management covers:new investment strategies, methodologies and techniquesnew products and trading developmentsimportant regulatory and legal developmentsemerging trends in asset managementUnder the guidance of its expert Editors and an eminent international Editorial Board, Journal of Asset Management has developed to provide an international forum for latest thinking, techniques and developments for the Fund Management Industry, from high-growth investment strategies to modelling and managing risk, from active management to index tracking. The Journal has established itself as a key bridge between applied academic research, commercial best practice and regulatory interests, globally.Each issue of Journal of Asset Management publishes detailed, authoritative briefings, analysis, research and reviews by leading experts in the field, to keep subscribers up to date with the latest developments and thinking in asset management.Journal of Asset Management covers:asset allocation hedge fund strategies risk definition and management index tracking performance measurement stock selection investment methodologies and techniques portfolio management and weighting product development and innovation active asset management style analysis strategies to match client profiles time horizons emerging markets alternative investments derivatives and hedging instruments pensions economics

期刊主页投稿网址
涉及主题业务经济财务金融经济学数学货币经济学计量经济学计算机科学文件夹宏观经济学微观经济学政治学市场流动性法学管理对冲基金地理资产配置统计考古历史新古典经济学工程类利润(经济学)投资策略生物精算学市场经济地质学
出版信息出版商: Palgrave Macmillan Ltd.出版周期: 7 issues per year期刊类型: journal
基本数据创刊年份: 2009原创研究文献占比97.92%自引率:0.00%Gold OA占比: 24.03%

期刊引文格式

这些示例是对学术期刊文章的引用,以及它们应该如何出现在您的参考文献中。

并非所有期刊都按卷和期组织其已发表的文章,因此这些字段是可选的。有些电子期刊不提供页面范围,而是列出文章标识符。在这种情况下,使用文章标识符而不是页面范围是安全的。

只有1位作者的期刊

有2位作者的期刊

有3位作者的期刊

有5位以上作者的期刊

书籍引用格式

以下是创作和编辑的书籍的参考文献的示例。

学位论文引用格式

网页引用格式

这些示例是对网页的引用,以及它们应该如何出现在您的参考文献中。

专利引用格式

最新文章

Applications of CDS to bond portfolio management

2024-9-14

Applications of FX derivatives to portfolio management

2024-9-10

In the shadow of country risk: asset pricing model of emerging market corporate bonds

2024-9-10

Applications of stock index options for income enhancement

2024-9-5

Applications of equity derivatives to portfolio management

2024-9-2

Introduction to the special issue on derivative applications in asset management

2024-8-26

Finance and climate change: assessing the impact of physical, transition, and regulation risks on asset pricing valuation

2024-8-26

ESG index performance: European evidence

2024-5-29

Optimal trend-following rules in two-state regime-switching models

2024-5-24

Wealth and familiarity bias: sin stocks investment in Europe

2024-5-22

Crypto-asset regulatory landscape: a comparative analysis of the crypto-asset regulation in the UK and Germany

2024-5-21

Endowment asset allocations: insights and strategies

2024-5-20

Core-satellite investing with commodity futures momentum

2024-5-1

Cost mitigation of factor investing in emerging equity markets

2024-5-1

ESG risk and returns implied by demand-based asset pricing models

2024-5-1

Sharpe-optimal volatility futures carry

2024-5-1

Deconstructing ESG scores: investing at the category score level

2024-4-20

A century of asset allocation crash risk

2024-4-2

Do ESG fund managers pump and dump the stocks in their portfolios? European evidence

2024-3-20

Which investors support the transition toward a low-carbon economy? Exit and Voice in mutual funds

2024-3-1

Modelling capacity for systematic equity strategies

2024-2-29

CO2 investment risk analysis

2024-2-24

Performance dispersion among target date funds

2024-2-24

Corporate bonds: fixed versus stochastic coupons—an empirical study

2024-2-22

Network Risk Parity: graph theory-based portfolio construction

2024-2-20

Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options

2024-2-20

Income illusions: challenging the high yield stock narrative

2023-12-13

Quantifying the non-Gaussian gain

2023-11-28

Optimal design of investment committees

2023-11-20

The cash-secured put-write strategy and the variance risk premium

2023-11-17

Green commodities: the making of a new asset class

2023-11-13

The futility of measuring relative performance of ESG portfolios if ESG investing improves the market performance

2023-11-11

Portfolio diversification and sustainable assets from new perspectives

2023-11-7

Ownership of ESG characteristics

2023-11-4

ESG criteria and the credit risk of corporate bond portfolios

2023-10-25

The performance of compliant stocks during the Covid-19 crisis

2023-10-13

Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises

2023-10-11

Do weather patterns effect investment decisions in the stock market? A South Asian perspective

2023-9-29

Decomposition of risk for small size and low book-to-market stocks

2023-9-27

Risk budgeting using a generalized diversity index

2023-9-20

Alternative risk premium: specification noise

2023-9-12

Portfolio benefits of taxonomy orientated and renewable European electric utilities

2023-8-19

Exploring the nexus between price and volume changes in the cryptocurrency market

2023-8-12

The cross-section of January effect

2023-8-12

Greenlabelling: How valuable is the SFDR Art 9 label?

2023-8-7

Large portfolio optimisation approaches

2023-8-3

Effects of size on the exchange-traded funds performance

2023-7-31

Stock market anomalies and machine learning across the globe

2023-7-20

Greenium, credit rating, and the COVID-19 pandemic

2023-7-17

Pension fund investments in infrastructure

2023-6-4

帮你贴心管理全部的文献

研飞ivySCI,高效的论文管理

投稿经验分享

分享我的经验,帮你走得更远

Built withby Ivy Science
Copyright © 2020-2024
版权所有:南京青藤格致信息科技有限公司