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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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Unemployment risk, portfolio choice, and the racial wealth gap
Derenoncourt, Ellora; Kim, Chi Hyun; Kuhn, Moritz; … - 2024
Persistent link: https://www.econbiz.de/10014507726
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Higher-order beliefs and risky asset holdings
Gorodnichenko, Yuriy; Yin, Xiao - 2024
Persistent link: https://www.econbiz.de/10014565092
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Optimal risk for pension funds : the sustainability of the UK Universities pension scheme
Miles, David; Sefton, James A. - 2024
Persistent link: https://www.econbiz.de/10014581695
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
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Can time-varying currency risk hedging explain exchange rates?
Bräuer, Leonie; Hau, Harald - 2023
Persistent link: https://www.econbiz.de/10014372071
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Transaction costs and capacity of systematic corporate bond strategies
Ivashchenko, Alexey; Kosowski, Robert L. - 2023
Persistent link: https://www.econbiz.de/10014418127
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Complexity in factor pricing models
Didisheim, Antoine; Ke, Barry; Kelly, Bryan T.; … - 2024
returns. Models with an extremely large number of factors (more than the number of training observations or base assets …
Persistent link: https://www.econbiz.de/10014472608
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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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The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2021
Persistent link: https://www.econbiz.de/10013188054