Narrow search
Showing 1 - 10 of 1,791
Cover Image
A model-free identification of relative risk
Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012228132
Cover Image
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
Cover Image
Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
Cover Image
Testing factors in CCE
Brown, Nicholas; Westerlund, Joakim - In: Economics letters 230 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014460359
Cover Image
Did financial factors matter during the Great Recession?
Paccagnini, Alessia - In: Economics letters 174 (2019), pp. 26-30
Persistent link: https://www.econbiz.de/10012121004
Cover Image
Analyzing business cycle asymmetries in a multi-level factor model
Breitung, Jörg; Eickmeier, Sandra - In: Economics letters 127 (2015), pp. 31-34
Persistent link: https://www.econbiz.de/10011382826
Cover Image
Forecasting inflation rates with multi-level international dependence
Ergemen, Yunus Emre - In: Economics letters 214 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10013448147
Cover Image
Portfolio management with cryptocurrencies : the role of estimation risk
Platanakis, Emmanouil; Urquhart, Andrew - In: Economics letters 177 (2019), pp. 76-80
Persistent link: https://www.econbiz.de/10012121498
Cover Image
Beyond rocket science : a factor model for convertible bond returns
Li, Zhiyong; Wang, Haixu; Yu, Mei - In: Economics letters 233 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014505094
Cover Image
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A. - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461242