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~person:"Kopa, Milos"
~person:"Martens, Martin"
~person:"Vliet, Willem Nicolaas van"
~subject:"Theory"
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Kopa, Milos
Martens, Martin
Vliet, Willem Nicolaas van
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Downside risk aversion, fixed-income exposure, and the value premium puzzle
Baltussen, Guido
;
Post, Thierry
;
Vliet, Willem Nicolaas van
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3382-3398
Persistent link: https://www.econbiz.de/10009660448
Saved in:
2
Factor investing in sovereign bond markets : deep sample evidence
Baltussen, Guido
;
Martens, Martin
;
Penninga, Olaf
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 209-225
Persistent link: https://www.econbiz.de/10012802500
Saved in:
3
Global factor premiums
Baltussen, Guido
;
Swinkels, Laurens
;
Vliet, Willem …
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1128-1154
Persistent link: https://www.econbiz.de/10012875933
Saved in:
4
Investing in deflation, inflation, and stagflation regimes
Baltussen, Guido
;
Swinkels, Laurens
;
Vliet, Bart van
; …
- In:
Financial analysts journal : FAJ
79
(
2023
)
3
,
pp. 5-32
Persistent link: https://www.econbiz.de/10014321636
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