Giot, Pierre (contributor); Petitjean, Mikael (contributor) - 2006
, CREST, ULg-HEC, the 3rd
European Deloitte Risk Management Conference in Antwerp, the 11th International Conference on … greater (lower) than 50%. To
the best of our knowledge, there has been no attempt to compare strategies based on extreme … model, Journal of Portfolio Management 29, 11–24.
Baker, M., and J. Wurgler, 2000, The equity share in new issues and …