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The Pástor-Stambaugh empirical model revisited : evidence from robust instruments
Racicot, François-Éric; Rentz, William F. - In: The journal of asset management 16 (2015) 5, pp. 329-341
Persistent link: https://www.econbiz.de/10011416607
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Testing Fama-French's new five-factor asset pricing model : evidence from robust instruments
Racicot, François-Éric; Rentz, William F. - In: Applied economics letters 23 (2016) 4/6, pp. 444-448
Persistent link: https://www.econbiz.de/10011430774
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Rolling regression analysis of the Pástor-Stambaugh model : evidence from robust instrumental variables
Racicot, François-Éric; Rentz, William F.; Kahl, Alfred L, - In: International advances in economic research : IAER ; an … 23 (2017) 1, pp. 75-90
Persistent link: https://www.econbiz.de/10011944468
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Hedge fund return higher moments over the business cycle
Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
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A panel data robust instrumental variable approach : a test of the new Fama-French five-factor model
Racicot, François-Éric; Rentz, William F. - In: Applied economics letters 24 (2017) 4/6, pp. 410-416
Persistent link: https://www.econbiz.de/10011705366