Narrow search
Showing 1 - 5 of 5
Cover Image
Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns
Umutlu, Mehmet; Bengitöz, Pelin; Zaremba, Adam - In: Applied economics 53 (2021) 54, pp. 6213-6230
Persistent link: https://www.econbiz.de/10012650394
Cover Image
Strategies can be expensive too! The value spread and asset allocation in global equity markets
Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546
Persistent link: https://www.econbiz.de/10012063443
Cover Image
Optimizing tracking error-constrained portfolios
Maxwell, Michael; Daly, Michael; Thomson, Daniel; Van … - In: Applied economics 50 (2018) 54, pp. 5846-5858
Persistent link: https://www.econbiz.de/10012062920
Cover Image
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
Cover Image
Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?
Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397
Persistent link: https://www.econbiz.de/10012197236