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PERFORMANCE MEASUREMENT AND EVALUATION Performance Attribution: Measuring Dynamic Allocation Skill
Hsu, Jason C; Kalesnik, Vitali; Myers, Brett W - In: Financial analysts' journal : FAJ 66 (2010) 6, pp. 17-27
Persistent link: https://www.econbiz.de/10008766949
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FIXED-INCOME ANALYSIS AND STRATEGIES VALUATION-INDIFFERENT WEIGHTING FOR BONDS
Arnott, Robert D; Hsu, Jason C; Li, Feifei; Shepherd, … - In: The journal of portfolio management : a publication of … 36 (2010) 3, pp. 117-131
Persistent link: https://www.econbiz.de/10008413207
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Permutation Multiple Tests of Binary Features Do Not Uniformly Control Error Rates
Kaizar, Eloise E; Li, Yan; Hsu, Jason C - In: Journal of the American Statistical Association : JASA 106 (2011) 495, pp. 1067-1075
Persistent link: https://www.econbiz.de/10009797119
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Dynamic Portfolio Selection by Augmentingthe Asset Space
Brandt, Michael W.; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2187-2218
Persistent link: https://www.econbiz.de/10007293148
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Discussion of "Implied Equity Duration: A New Measure of Equity Risk"
Santa-clara, Pedro - In: Review of accounting studies 9 (2004) 2, pp. 229-232
Persistent link: https://www.econbiz.de/10005927297
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SIMULATED LIKELIHOOD ESTIMATION OF DIFFUSIONS WITH AN APPLICATION TO EXCHANGE RATE DYNAMICS IN INCOMPLETE MARKETS
Brandt, Michael W.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10005948160
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The Presidential Puzzle: Political Cycles and the Stock Market
Santa-Clara, Pedro; Valkanov, Rossen - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1841-1872
Persistent link: https://www.econbiz.de/10006554368
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Idiosyncratic Risk Matters!
Goyal, Amit; Santa-Clara, Pedro - In: The journal of finance : the journal of the American … 58 (2003) 3, pp. 975-1008
Persistent link: https://www.econbiz.de/10006555544
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ARTICLES - The Relative Valuation of Caps and Swaptions: Theory and Empirical Evidence
Longstaff, Francis A.; Santa-Clara, Pedro; Schwartz, … - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2067-2110
Persistent link: https://www.econbiz.de/10006562084
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The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131
Persistent link: https://www.econbiz.de/10006699714