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Understanding the performance of components in betting against beta
Han, Xing - In: Critical finance review 11 (2022) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10013455583
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Explaining the recent failure of value investing
Lev, Baruch; Anup, Srivastava - In: Critical finance review 11 (2022) 2, pp. 333-360
Persistent link: https://www.econbiz.de/10013455634
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Risk neutral skewness predicts price rebounds and so can improve momentum performance
Borochin, Paul; Zhao, Yanhui - In: Critical finance review 11 (2022) 2, pp. 383-429
Persistent link: https://www.econbiz.de/10013457296
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High funding risk and low hedge fund returns
Klingler, Sven - In: Critical finance review 11 (2022) 3/4, pp. 505-539
Persistent link: https://www.econbiz.de/10013457303
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Scale and performance in active management are not negatively related
Adams, John C.; Hayunga, Darren; Mansi, Sattar - In: Critical finance review 11 (2022) 3/4, pp. 541-592
Persistent link: https://www.econbiz.de/10013457306
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Diseconomies of scale in active management : robust evidence
Pástor, Ľuboš; Stambaugh, Robert F.; Taylor, Lucian A.; … - In: Critical finance review 11 (2022) 3/4, pp. 593-611
Persistent link: https://www.econbiz.de/10013457308
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Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
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Better performance of mutual funds with lower R2's does not suggest that active management pays
Matallín-Sáez, Juan Carlos - In: Critical finance review 12 (2023) 1/4, pp. 367-387
Persistent link: https://www.econbiz.de/10014370381