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Empirical tests of the Fama-French five-factor model in Indonesia and Singapore
Irwan Adi Ekaputra; Sutrisno, Bambang - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 1, pp. 85-111
Persistent link: https://www.econbiz.de/10012167853
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Embedded betas and better bets : factor investing in emerging market bonds
Kang, Johnny; So, Kevin; Tziortziotis, Thomas - In: Journal of investment management : JOIM 17 (2019) 3, pp. 27-46
Persistent link: https://www.econbiz.de/10012111016
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The F-utility of wealth : it's all relative
Muralidhar, Arun S. - In: Journal of investment management : JOIM 17 (2019) 3, pp. 82-92
Persistent link: https://www.econbiz.de/10012111210
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Realativity in finance : goals and risk-based asset pricing for investors with multiple stochastic goals and agents
Muralidhar, Arun S. - In: Journal of investment management : JOIM 21 (2023) 4, pp. 53-81
Persistent link: https://www.econbiz.de/10014475371
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Asset pricing, asset allocation and risk-adjusted performance with multiple goals and agency : The Goals and Risk-Based Asset Pricing Model
Muralidhar, Arun S. - In: Journal of investment management : JOIM 19 (2021) 2, pp. 89-116
Persistent link: https://www.econbiz.de/10012815069
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On the robustness of the Fama-French three-factor and the Carhart four-factor models on the Amman Stock Exchange
Momani, Mohammad Q. M. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 1, pp. 64-80
Persistent link: https://www.econbiz.de/10012503927
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Limiting investment opportunity sets, asset pricing, and the Roll critique
Korkie, Robert M.; Turtle, Harry J. - In: Journal of investment management : JOIM 22 (2024) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10014546322