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VaR constrained asset pricing with relative performance
Liu, Xiangbo; Qiu, Zhigang; Xiong, Yan - In: Economics letters 121 (2013) 2, pp. 174-178
Persistent link: https://www.econbiz.de/10010346336
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Profitability and investment factors for UK asset pricing models
Nichol, Eoghan; Dowling, Michael - In: Economics letters 125 (2014) 3, pp. 364-366
Persistent link: https://www.econbiz.de/10010506019
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Observational equivalence and nonequivalence of subjective and robust mean-variance preferences
Wakai, Katsutoshi - In: Economics letters 124 (2014) 2, pp. 219-221
Persistent link: https://www.econbiz.de/10010493720
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Growth risks, asset prices, and welfare
Croce, Mariano M. - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607134
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Decomposing anomalies
Boubaker, Sabri; Li, Bo; Liu, Zhenya; Zhang, Yifan - In: Economics letters 202 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012607210
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A machine learning based asset pricing factor model comparison on anomaly portfolios
Fang, Ming; Taylor, Stephen - In: Economics letters 204 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012607835
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Bubbles, crashes and risk
Branch, William A.; Evans, George W. - In: Economics letters 120 (2013) 2, pp. 254-258
Persistent link: https://www.econbiz.de/10010128321
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Are speculative bubbles welfare improving? : a note on Wang and Wen (2012)
Fausch, Jürg; Sigonius, Markus - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228130
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Revisiting Pastor-Stambaugh liquidity factor
Momani, Mohammad Q. M. - In: Economics letters 163 (2018), pp. 190-192
Persistent link: https://www.econbiz.de/10011983020
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On the computation of detection error probabilities under normality assumptions
Okubo, Masakatsu - In: Economics letters 171 (2018), pp. 106-109
Persistent link: https://www.econbiz.de/10012021850