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Conditional risk and performance evaluation : volatility timing, overconditioning, and new estimates of momentum alphas
Boguth, Oliver; Carlson, Murray; Fisher, Adlai; … - In: Journal of financial economics 102 (2011) 2, pp. 363-389
Persistent link: https://www.econbiz.de/10009310762
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Feedback loops in industry trade networks and the term structure of momentum profits
Sharifkhani, Ali; Simutin, Mikhail - In: Journal of financial economics 141 (2021) 3, pp. 1171-1187
Persistent link: https://www.econbiz.de/10012873189
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Leverage constraints and asset prices : insights from mutual fund risk taking
Boguth, Oliver; Simutin, Mikhail - In: Journal of financial economics 127 (2018) 2, pp. 325-341
Persistent link: https://www.econbiz.de/10011968874
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Conditional risk and performance evaluation: Volatility timing, overconditioning, and new estimates of momentum alphas
Boguth, Oliver; Carlson, Murray; Fisher, Adlai; … - In: Journal of financial economics 102 (2011) 2, pp. 363-390
Persistent link: https://www.econbiz.de/10009291334