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A performance evaluation model for global macro funds

Zaremba, Adam - In: International journal of finance & banking studies : JJFBS 3 (2014) 1, pp. 161-172

Persistent link: https://www.econbiz.de/10010532770

Is tail risk priced in the cross-section of Chinese mutual fund returns?

Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014245291

Country selection strategies based on quality

Zaremba, Adam - In: Managerial finance 41 (2015) 12, pp. 1336-1356

Persistent link: https://www.econbiz.de/10011504225

Country Asset Allocation : Quantitative Country Selection Strategies in Global Factor Investing

Zaremba, Adam - 2017

This book demonstrates how quantitative country-level investment strategies can be successfully employed to manage money in international markets. It offers a range of state-of-the-art quantitative strategies, describing their theoretical bases, implementation details, and performance in over 70...

Persistent link: https://www.econbiz.de/10012397133

Strategies can be expensive too! The value spread and asset allocation in global equity markets

Zaremba, Adam; Umutlu, Mehmet - In: Applied economics 50 (2018) 60, pp. 6529-6546

Persistent link: https://www.econbiz.de/10012063443

Idiosyncratic volatility and the cross-section of anomaly returns : is risk your ally?

Zaremba, Adam; Maydybura, Alina - In: Applied economics 51 (2019) 49, pp. 5388-5397

Persistent link: https://www.econbiz.de/10012197236

Non-standard errors in the cryptocurrency world

Fieberg, Christian; Günther, Steffen; Poddig, Thorsten; … - In: International review of financial analysis 92 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492424

Beyond traditional financial asset classes : the demand for infrastructure in a multi-period asset allocation framework

Umar, Zaghum; Zaremba, Adam; Gull, Ammar Ali; Sokolova, … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2581-2592

Persistent link: https://www.econbiz.de/10014635143

The financialization of commodity markets : investing during times of transition

Zaremba, Adam - 2015 - 1. ed.

Persistent link: https://www.econbiz.de/10010509685

Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013253483