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Stock index futures mispricing : profit opportunities or risk premia?
Yadav, Pradeep - In: Journal of banking & finance 18 (1994) 5, pp. 921-953
Persistent link: https://www.econbiz.de/10001174020
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Macroeconomic risks and characteristic-based factor models
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: Journal of banking & finance 34 (2010) 6, pp. 1383-1399
Persistent link: https://www.econbiz.de/10003978416
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Research and development activity and expected returns in the United Kingdom
Al-Horani, A.; Pope, Peter F.; Stark, A. W. - In: European finance review : the official journal of the … 7 (2003) 1, pp. 27-46
Persistent link: https://www.econbiz.de/10001741710
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Navigating the factor zoo around the world : an institutional investor perspective
Bartram, Söhnke M.; Lohre, Harald; Pope, Peter F.; … - In: Journal of business economics : JBE 91 (2021) 5, pp. 655-703
Persistent link: https://www.econbiz.de/10012588809
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The relevance of investor risk classes in ranking fund performance : an application of the extended Mean-Gini CAPM
Benson, Karen; Pope, Peter J.; Faff, Robert W. - In: Journal of quantitative economics : official journal of … 1 (2003) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10001807026