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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Applied economics"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"The journal of investing : JOI"
~person:"McMillan, David G."
~person:"Zaremba, Adam"
~subject:"asset pricing"
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Applied economics
Journal of risk and financial management : JRFM
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ECONIS (ZBW)
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang
;
Zaremba, Adam
;
Jiang, Yuexiang
- In:
Applied economics
51
(
2019
)
44
,
pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
Saved in:
2
The sources of momentum in international government bond returns
Zaremba, Adam
;
Kambouris, George
- In:
Applied economics
51
(
2019
)
8
,
pp. 848-857
Persistent link: https://www.econbiz.de/10012196480
Saved in:
3
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam
;
Umutlu, Mehmet
- In:
Applied economics
50
(
2018
)
60
,
pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
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