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The virtue of complexity in return prediction
Kelly, Bryan T.; Malamud, Semyon; Zhou, Kangying - In: The journal of finance : the journal of the American … 79 (2024) 1, pp. 459-503
Persistent link: https://www.econbiz.de/10014486426
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Principal portfolios
Kelly, Bryan T.; Malamud, Semyon; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 78 (2023) 1, pp. 347-387
Persistent link: https://www.econbiz.de/10014311360
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Correlation risk and optimal portfolio choice
Buraschi, Andrea; Porchia, Paolo; Trojani, Fabio - In: The journal of finance : the journal of the American … 65 (2010) 1, pp. 393-420
Persistent link: https://www.econbiz.de/10003923946
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When uncertainty blows in the orchard : comovement and equilibrium volatility risk premia
Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 101-137
Persistent link: https://www.econbiz.de/10010372428