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A comparative analysis of ability of mimicking portfolios in representing the background factors
Asgharian, Hossein (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001959544
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Evaluating a non-linear asset pricing model on international data
Asgharian, Hossein; Karlsson, Sonnie - In: International review of financial analysis 17 (2008) 3, pp. 604-621
Persistent link: https://www.econbiz.de/10003764509
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Evaluating a nonlinear asset pricing model on international data
Asgharian, Hossein (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003283102
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Book-to-market and size effects : compensations for risks or outcomes of market inefficiencies?
Asgharian, Hossein; Hansson, Björn A. - In: The European journal of finance 16 (2010) 1/2, pp. 119-136
Persistent link: https://www.econbiz.de/10003954436
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An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
Asgharian, Hossein; Hansson, Björn A. - In: Applied economics letters 16 (2009) 4/6, pp. 625-628
Persistent link: https://www.econbiz.de/10003842970
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Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein; Hansson, Björn A. - In: Journal of empirical finance 12 (2005) 4, pp. 556-575
Persistent link: https://www.econbiz.de/10003144785
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A critical investigation of the explanatory role of factor mimicking portfolios in multifactor asset pricing models
Asgharian, Hossein; Hansson, Björn A. - In: Applied financial economics 15 (2005) 12, pp. 835-848
Persistent link: https://www.econbiz.de/10003070660
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Cross-border asset holdings and comovements in sovereign bond markets
Asgharian, Hossein; Liu, Lu; Larsson, Marcus - In: Journal of international money and finance 86 (2018), pp. 189-206
Persistent link: https://www.econbiz.de/10012000493
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The effect of uncertainty on stock market volatility and correlation
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Journal of banking & finance 154 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014486544