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Expected skewness and momentum
Jacobs, Heiko; Regele, Tobias; Weber, Martin - 2015
Persistent link: https://www.econbiz.de/10011289238
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Stock return serial dependence and out-of-sample portfolio performance
DeMiguel, Victor; Nogales, Francisco J.; Uppal, Raman - 2013
Persistent link: https://www.econbiz.de/10009745642
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Common macro factors and currency premia
Filippou, Ilias; Taylor, Mark P. - 2014
Persistent link: https://www.econbiz.de/10010381967
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Skewness seeking in a dynamic portfolio choice experiment
Brocas, Isabelle; Carillo, Juan D.; Giga, Aleksandar; … - 2016
Persistent link: https://www.econbiz.de/10011437541
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Expected skewness and momentum
Regele, Tobias Ulrich Joachim; Weber, Martin - 2016
Persistent link: https://www.econbiz.de/10011544454
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973
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Asset return predictability in a heterogeneous agent equilibrium model
Carlson, Murray; Chapman, David A.; Kaniel, Ron; Yan, Hong - 2015
Persistent link: https://www.econbiz.de/10010482998
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Shortfal aversion
Guasoni, Paolo; Huberman, Gur; Ren, Dan - 2014
Persistent link: https://www.econbiz.de/10010395183
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A multivariate model of strategic asset allocation with longevity risk
Bisetti, Emilio; Favero, Carlo A.; Nocera, Giacomo; … - 2015
Persistent link: https://www.econbiz.de/10011290880
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000