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Value and momentum everywhere
Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985
Persistent link: https://www.econbiz.de/10009754789
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
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Principal portfolios
Kelly, Bryan T.; Malamud, Semyon; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 78 (2023) 1, pp. 347-387
Persistent link: https://www.econbiz.de/10014311360