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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

Statistical inference on stochastic dominance efficiency : do omitted risk factors explain the size and book-to-market effects?

Post, Thierry (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001765957

Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM

De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546

Persistent link: https://www.econbiz.de/10003729147

On the performance of emerging market equity mutual funds

Huij, Joop; Post, Thierry - In: Emerging markets review 12 (2011) 3, pp. 238-249

Persistent link: https://www.econbiz.de/10009306833

Conditional downside risk and the CAPM

Post, Thierry (contributor); Vliet, Pim van (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002190699

Second order stochastic dominance, reward-risk portfolio selection and the CAPM

De Giorgi, Enrico; Post, Thierry - 2005

Persistent link: https://www.econbiz.de/10002604506

Trading volume, return variability and short-term momentum

Gökçen, Umut; Post, Thierry - In: The European journal of finance 24 (2018) 1/3, pp. 231-249

Persistent link: https://www.econbiz.de/10012244308

Price reactions to dividend initiations and omissions : overreaction or drift?

Michaely, Roni - 1994

Persistent link: https://www.econbiz.de/10000891706

Advances in behavioral finance

Thaler, Richard H. (contributor) - 1993

Modern financial markets offer the real world's best approximation to the idealized price auction market envisioned in economic theory. Nevertheless, as the increasingly exquisite and detailed financial data demonstrate, financial markets often fail to behave as they should if trading were truly...

Persistent link: https://www.econbiz.de/10002645246

Anomalies: the equity premium puzzle

Siegel, Jeremy J. - In: The journal of economic perspectives : EP ; a journal … 11 (1997) 1, pp. 191-200

Persistent link: https://www.econbiz.de/10001217921