Narrow search
Showing 1 - 7 of 7
Cover Image
Performance persistence of government bond factor premia
Zaremba, Adam - In: Finance research letters 22 (2017), pp. 182-189
Persistent link: https://www.econbiz.de/10011808138
Cover Image
Sample dependency during unconditional credit capital estimation
Ferrer, Alex; Casals, José; Sotoca, Sonia - In: Finance research letters 15 (2015), pp. 175-186
Persistent link: https://www.econbiz.de/10011553172
Cover Image
Capital cyclicality, conditional coverage and long-term capital assessment
Ferrer, Alex; Casals, José; Sotoca, Sonia - In: Finance research letters 15 (2015), pp. 246-256
Persistent link: https://www.econbiz.de/10011553239
Cover Image
Efficient estimation of unconditional capital by Monte Carlo simulation
Ferrer, Alex; Casals, José; Sotoca, Sonia - In: Finance research letters 16 (2016), pp. 75-84
Persistent link: https://www.econbiz.de/10011655082
Cover Image
Risk-based explanation for the country-level size and value effects
Zaremba, Adam - In: Finance research letters 18 (2016), pp. 226-233
Persistent link: https://www.econbiz.de/10011657029
Cover Image
Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
Cover Image
Factor seasonalities : international and further evidence
Mercik, Aleksander; Cupriak, Daniel; Zaremba, Adam - In: Finance research letters 58 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014581028