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Understanding the outperformance of the minimum variance portfolio
Bednarek, Ziemowit; Patel, Pratish - In: Finance research letters 24 (2018), pp. 175-178
Persistent link: https://www.econbiz.de/10011982564
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Pricing within and across asset classes
Dobrynskaja, V. V. - In: Finance research letters 25 (2018), pp. 10-15
Persistent link: https://www.econbiz.de/10012003407
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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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Investors’ aspirations and portfolio performance
Magron, Camille - In: Finance research letters 11 (2014) 2, pp. 153-160
Persistent link: https://www.econbiz.de/10010441196
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The bond-stock mix under time-varying interest rates and predictable stock returns
Leirvik, Thomas - In: Finance research letters 11 (2014) 3, pp. 231-237
Persistent link: https://www.econbiz.de/10010441864
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Bias and misrepresentation revisited : perspective on major equity indices
Kaiser, Lars; Fleisch, Michael; Salcher, Lukas - In: Finance research letters 26 (2018), pp. 223-229
Persistent link: https://www.econbiz.de/10012005681
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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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Green revenues and stock returns : cross-market evidence
Bassen, Alexander; Shu, Hao; Tan, Weiqiang - In: Finance research letters 52 (2023), pp. 1-7
Persistent link: https://www.econbiz.de/10014472040
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Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš - In: Finance research letters 53 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
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Pension expenses, risk, and implications for stock returns
Taussig, Roi D. - In: Finance research letters 61 (2024), pp. 1-6
Persistent link: https://www.econbiz.de/10014490885