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Firms' exposures to geographic risks
Dumas, Bernard; Gabuniya, Tymur; Marston, Richard C. - 2020
Persistent link: https://www.econbiz.de/10012385034
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Estimation of characteristics-based quantile factor models
Chen, Liang; Dolado, Juan J.; Gonzalo, Jesús; Pan, Haozi - 2023
Persistent link: https://www.econbiz.de/10014289399
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Investigating growth-at-risk using a multicountry non-parametric quantile factor model
Clark, Todd E.; Huber, Florian; Koop, Gary; Marcellino, … - 2023
Persistent link: https://www.econbiz.de/10014384414
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Who owns what? : a factor model for direct stockholding
Balasubramaniam, Vimal; Campbell, John Y.; Ranish, Benjamin - 2021
Persistent link: https://www.econbiz.de/10012592698
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High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin - 2022
Persistent link: https://www.econbiz.de/10012887586
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Three common factors
Andreou, Elena; Gagliardini, Patrick; Ghysels, Eric; … - 2022
Persistent link: https://www.econbiz.de/10013184880
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - 2019
Persistent link: https://www.econbiz.de/10012025064
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Peso problems in the estimation of the C-CAPM
Parra-Alvarez, Juan Carlos; Posch, Olaf; Schrimpf, Andreas - 2021
Persistent link: https://www.econbiz.de/10012586640
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Taming momentum crashes
Bianchi, Daniele; De Polis, Andrea; Petrella, Ivan - 2024
Persistent link: https://www.econbiz.de/10014529581
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Granular investors and international bond prices : scarcity-induced safety
Faia, Ester; Salomão, Juliana; Ventula Veghazy, Alexia - 2022
Persistent link: https://www.econbiz.de/10013281132