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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Barroso, Pedro"
~person:"Douglas Hanna, J."
~person:"Karanasos, Menelaos"
~subject:"Risk premium"
~subject:"Transaction costs"
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Discussion paper
Economics and finance working paper series
Journal of financial economics
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Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro
;
Detzel, Andrew
- In:
Journal of financial economics
140
(
2021
)
3
,
pp. 744-767
Persistent link: https://www.econbiz.de/10013259593
Saved in:
2
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
3
Profitable predictability in the cross section of stock returns
Douglas Hanna, J.
;
Ready, Mark J.
- In:
Journal of financial economics
78
(
2005
)
3
,
pp. 463-505
Persistent link: https://www.econbiz.de/10003228835
Saved in:
4
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
Saved in:
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