Narrow search
Showing 1 - 10 of 185
Cover Image
Sources of risk and expected returns in global equity markets
Ferson, Wayne E.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000881184
Cover Image
Sources of Risk and Expected Returns in Global Equity Markets
Ferson, Wayne E. - 2010
unconditional mean- variance efficiency of a world market portfolio, our evidence indicates that the tests are low in power, and the … world market betas do not provide a good explanation of cross-sectional differences in average returns. Multiple beta models …
Persistent link: https://www.econbiz.de/10012763466
Cover Image
Sources of Risk and Expected Returns in Global Equity Markets
Ferson, Wayne E. - 1994
unconditional mean- variance efficiency of a world market portfolio, our evidence indicates that the tests are low in power, and the … world market betas do not provide a good explanation of cross-sectional differences in average returns. Multiple beta models …
Persistent link: https://www.econbiz.de/10012474312
Cover Image
Cross-sectional alpha dispersion and performance evaluation
Harvey, Campbell R.; Liu, Yan - In: Journal of financial economics 134 (2019) 2, pp. 273-296
Persistent link: https://www.econbiz.de/10012166855
Cover Image
Conditional skewness in asset pricing : 25 years of out-of-sample evidence
Harvey, Campbell R.; Siddique, Akhtar R. - In: Critical finance review 12 (2023) 1/4, pp. 355-366
Persistent link: https://www.econbiz.de/10014370380
Cover Image
Dynamic trading strategies and portfolio choice
Bansal, Ravi (contributor); Dahlquist, Magnus (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003771636
Cover Image
Dynamic trading strategies and portfolio choice
Bansal, Ravi; Dahlquist, Magnus; Harvey, Campbell R. - 2004
Persistent link: https://www.econbiz.de/10002360609
Cover Image
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
Graham, John R. - In: Journal of financial economics 42 (1996) 3, pp. 397-421
Persistent link: https://www.econbiz.de/10001207936
Cover Image
Market timing ability and volatility implied in investment newsletters' asset allocation recommendations
Graham, John R.; Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000921346
Cover Image
Market Timing Ability and Volatility Implied in Investment Newletters' Asset Allocation Recommendations
Graham, John R. - 2008
different risk aversions, we are able to imply the newsletters' forecasted market returns. The dispersion of the newsletters …
Persistent link: https://www.econbiz.de/10012774863