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Performance-sharing optimization by risk-constrained equity investors
Boudt, Kris; Khokhar, Mulazim-Ali - In: Finance research letters 38 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10012490566
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Testing equality of modified Sharpe ratios
Ardia, David; Boudt, Kris - In: Finance research letters 13 (2015), pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
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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
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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
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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
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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