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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - In: Journal of financial economics 127 (2018) 2, pp. 197-225
Persistent link: https://www.econbiz.de/10011968803
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Early option exercise : never say never
Jensen, Mads Vestergaard; Pedersen, Lasse Heje - In: Journal of financial economics 121 (2016) 2, pp. 278-299
Persistent link: https://www.econbiz.de/10011590728
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Generalized recovery
Jensen, Christian Skov; Lando, David; Pedersen, Lasse Heje - In: Journal of financial economics 133 (2019) 1, pp. 154-174
Persistent link: https://www.econbiz.de/10012164075
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - In: Journal of financial economics 135 (2020) 3, pp. 629-652
Persistent link: https://www.econbiz.de/10012543201