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Idiosyncratic risk and the cross-section of stock returns : Merton (1987) meets Miller (1977)
Boehme, Rodney D.; Danielsen, Bartley R.; Kumar, Praveen; … - In: Journal of financial markets 12 (2009) 3, pp. 438-468
Persistent link: https://www.econbiz.de/10003873559
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Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
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Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
Kumar, P.; Behera, Jyotirmayee; Bhurjee, A. K. - In: Opsearch : journal of the Operational Research Society … 59 (2022) 1, pp. 41-77
Persistent link: https://www.econbiz.de/10013172045
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Asset pricing models : evidence from the Indian equity market
Choudhary, Kapil; Kumar, Parveen; Mehta, Sakshi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 5, pp. 607-625
Persistent link: https://www.econbiz.de/10014230065