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~person:"Bartram, Söhnke M."
~person:"French, Kenneth Ronald"
~person:"Gârleanu, Nicolae"
~person:"Hou, Kewei"
~person:"Panageas, Stauros"
~person:"Pástor, Ľuboš"
~subject:"Beta risk"
~subject:"Efficient market hypothesis"
~type_genre:"Aufsatz in Zeitschrift"
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Bartram, Söhnke M.
French, Kenneth Ronald
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Hou, Kewei
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Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.
;
Lohre, Harald
;
Pope, Peter F.
; …
- In:
Journal of business economics : JBE
91
(
2021
)
5
,
pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
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2
Global market inefficiencies
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
139
(
2021
)
1
,
pp. 234-259
Persistent link: https://www.econbiz.de/10012650238
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3
The CAPM strikes back? An equilibrium model with disasters
Bai, Hang
;
Hou, Kewei
;
Kung, Howard
;
Li, Erica X. N.
; …
- In:
Journal of financial economics
131
(
2019
)
2
,
pp. 269-298
Persistent link: https://www.econbiz.de/10012131539
Saved in:
4
Agnostic fundamental analysis works
Bartram, Söhnke M.
;
Grinblatt, Mark
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 125-147
Persistent link: https://www.econbiz.de/10011969134
Saved in:
5
Dissecting anomalies with a five-factor model
Fama, Eugene F.
;
French, Kenneth Ronald
- In:
The review of financial studies
29
(
2016
)
1
,
pp. 69-103
Persistent link: https://www.econbiz.de/10011447537
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