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Mutual Fund Risk Premia – A Qu...
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Mean-reversion in closed-end fund discount : evidence from half-life
Ji, Philip Inyeob
;
Kim, Sangbae
- In:
Applied economics
45
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2013
)
31/33
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pp. 4503-4515
Persistent link: https://www.econbiz.de/10010225051
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The role of sentiment in global risk premia
Keiber, Karl Ludwig
;
Samyschew, Helene
- In:
Applied economics
47
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2015
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19/21
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pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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Investor sentiment, variance risk premium and delta-hedged gains
Chen, Yankun
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Shu, Jinghong
;
Zhang, Jin E.
- In:
Applied economics
48
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2016
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31/33
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pp. 2952-2964
Persistent link: https://www.econbiz.de/10011615237
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Diversification versus optimality : is there really a diversification puzzle?
Ortobelli Lozza, Sergio
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Wong, Wing Keung
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Fabozzi, Frank J.
- In:
Applied economics
50
(
2018
)
43
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pp. 4671-4693
Persistent link: https://www.econbiz.de/10012061607
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Asset pricing and downside risk in the Australian share market
Alles, Lakshman
;
Murray, Louis
- In:
Applied economics
49
(
2017
)
43
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pp. 4336-4350
Persistent link: https://www.econbiz.de/10011843179
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How time horizons and arbitrage cost influence the turnover premium?
Li, Daye
;
Zhang, Xinmin
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Applied economics
51
(
2019
)
44
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pp. 4833-4848
Persistent link: https://www.econbiz.de/10012197119
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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
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Factor investing : a unified view
Kim, Saejoon
- In:
Applied economics
55
(
2023
)
14
,
pp. 1567-1580
Persistent link: https://www.econbiz.de/10013554952
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Currency hedging behavior for stock returns uncertainty in Ghana
Bachori, Bartholomew Bilijo
;
Buabeng, Emmanuel
;
Sakyi, …
- In:
Applied economics
54
(
2022
)
48
,
pp. 5532-5548
Persistent link: https://www.econbiz.de/10013411231
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Fuzzy multi-criteria decision-making for evaluating mutual fund strategies
Wang, Shin-yun
;
Lee, Cheng F.
- In:
Applied economics
43
(
2011
)
22/24
,
pp. 3405-3414
Persistent link: https://www.econbiz.de/10009357365
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