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A portfolio return definition coherent with the investors' preferences
Ortobelli Lozza, Sergio; Petronio, Filomena; Lando, Tommaso - In: IMA journal of management mathematics 28 (2017) 3, pp. 451-466
Persistent link: https://www.econbiz.de/10011774288
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Portfolio optimization and asset pricing implications under returns non-normality concerns
Tédongap, Roméo; Tinang, Jules - In: Finance : revue de l'Association Française de Finance 43 (2022) 1, pp. 47-94
Persistent link: https://www.econbiz.de/10014252536
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Industry bubbles and unexpected consumption shocks : a cross-sectional explanation of stock returns under recursive preferences
Rojo-Suárez, Javier; Alonso-Conde, Ana B.; … - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1156-1169
Persistent link: https://www.econbiz.de/10014446616
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Gambling preference and individual equity option returns
Byun, Suk Joon; Kim, Da-Hea - In: Journal of financial economics 122 (2016) 1, pp. 155-174
Persistent link: https://www.econbiz.de/10011590896
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Long-run wavelet-based correlation for financial time series
Conlon, Thomas; Cotter, John; Gençay, Ramazan - In: European journal of operational research : EJOR 271 (2018) 2, pp. 676-696
Persistent link: https://www.econbiz.de/10011890368
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Fundamental driver of fund style drift
Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123
Persistent link: https://www.econbiz.de/10011694987
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Yes, CAPM is dead
Lai, Tsong-yue; Stohs, Mark Hoven - In: International journal of business 20 (2015) 2, pp. 144-158
Persistent link: https://www.econbiz.de/10011286487
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From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene; Sharpe, Steven A. - In: Management science : journal of the Institute for … 60 (2014) 4, pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
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Asset pricing with heterogeneous agents and non-normal return distributions
Beddock, Arthur - 2021
Persistent link: https://www.econbiz.de/10012617351
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Financial assets, expected return and risk, speculation, uncertainty, and exchange rate determination
Kallianiotis, Ioannis N.; Bianchi, Karen; Arize, … - In: European research studies 23 (2020) 3, pp. 3-30
Persistent link: https://www.econbiz.de/10012286910