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Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 22 (2009) 12, pp. 5133-5174

Persistent link: https://www.econbiz.de/10003916318

Risk adjustment and trading strategies

Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 16 (2003) 2, pp. 459-485

Persistent link: https://www.econbiz.de/10001764236

Nonlinear pricing kernels, kurtosis preference, and evidence from the cross section of equity returns

Dittmar, Robert F. - In: The journal of finance : the journal of the American … 57 (2002) 1, pp. 369-403

Persistent link: https://www.econbiz.de/10001650384

Profitability of short-term contrarian strategies : implications for market efficiency

Conrad, Jennifer S. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 379-386

Persistent link: https://www.econbiz.de/10001222707

An anatomy of trading strategies

Conrad, Jennifer S. - In: The review of financial studies 11 (1998) 3, pp. 489-519

Persistent link: https://www.econbiz.de/10001249773

Long-term market overreaction or biases in computed returns?

Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 48 (1993) 1, pp. 39-63

Persistent link: https://www.econbiz.de/10001141550

Momentum and reversal : does what goes up always come down?

Conrad, Jennifer S.; Yavuz, Mehmet Deniz - In: Review of finance : journal of the European Finance … 21 (2017) 2, pp. 555-581

Persistent link: https://www.econbiz.de/10011803277

Leisure preferences, long-run risks, and human capital returns

Dittmar, Robert F.; Palomino, Francisco; Wei Yang - In: Review of asset pricing studies 6 (2016) 1, pp. 88-134

Persistent link: https://www.econbiz.de/10011526445

Liquidity and conditional portfolio choice : a nonparametric investigation

Ghysels, Eric; Pereira, João Pedro - In: Journal of empirical finance 15 (2008) 4, pp. 679-699

Persistent link: https://www.econbiz.de/10003759747

On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk

Chabi-Yo, Fousseni (contributor); Ghysels, Eric (contributor) - 2008

The early work of Tobin (1958) showed that portfolio allocation decisions can be reduced to a two stage process: first decide the relative allocation of assets across the risky assets, and second decide how to divide total wealth between the risky assets and the safe asset. This so called...

Persistent link: https://www.econbiz.de/10003711697