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On the time-varying dynamics of stock and commodity momentum returns
Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10013341591
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An idea of risk-neutral momentum and market fear
Schadner, Wolfgang - In: Finance research letters 37 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012484870
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Performance hypothesis testing with the sharpe ratio : the case of hedge funds
Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 10 (2013) 4, pp. 196-208
Persistent link: https://www.econbiz.de/10010252332
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Ex-ante risk factors and required structures of the implied correlation matrix
Schadner, Wolfgang - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013336218