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Is idiosyncratic volatility priced? : Evidence from the Shanghai stock exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - In: International review of financial analysis 13 (2004) 3, pp. 349-366

Persistent link: https://www.econbiz.de/10002115148

Long-term US infrastructure returns and portfolio selection

Bianchi, Robert J.; Bornholt, Graham; Drew, Michael E.; … - In: Journal of banking & finance 42 (2014), pp. 314-325

Persistent link: https://www.econbiz.de/10010408373

Selecting Australian equity superannuation funds : a retail investor's perspective

Drew, Michael E.; Stanford, Jon D.; Veeraraghavan, Madhu - 2002

Persistent link: https://www.econbiz.de/10001720607

Hot hands and superannuation fund performance : a second note for trustees

Drew, Michael E.; Stanford, Jon D.; Taranenko, Pavlo - In: Economic papers : a journal of applied economics and policy 20 (2001) 4, pp. 18-25

Persistent link: https://www.econbiz.de/10001642833

Is idiosyncratic volatility priced? : Evidence from the Shanghai Stock Exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - 2003

Persistent link: https://www.econbiz.de/10001742520

Assets under management and superannuation fund performance : a third note for trustees

Drew, Michael E.; Stanford, Jon D.; Hoffman, Damien - In: Economic papers : a journal of applied economics and policy 21 (2002) 1, pp. 80-91

Persistent link: https://www.econbiz.de/10001681343

The predictive performance of asset pricing models : evidence from the Australian Securities Exchange

Bianchi, Robert; Drew, Michael E.; Whittaker, Timothy - In: Review of Pacific Basin financial markets and policies 19 (2016) 4, pp. 1-18

Persistent link: https://www.econbiz.de/10011644612

The predictability of risk-factor returns

Bianchi, Robert; Drew, Michael E.; Pappas, Scott N. - In: Factor investing : from traditional to alternative risk …, (pp. 99-126). 2017

Persistent link: https://www.econbiz.de/10011795474

The (Un)Predictable Equity Risk Premium

Bianchi, Robert J. - 2015

The equity risk premium (ERP) remains one of the most hotly contested ideas in finance. The disagreement, in practical and theoretical terms, centres on how best to measure the risk of an investment, how to convert this risk measure into an expected return that compensates the investor for...

Persistent link: https://www.econbiz.de/10013011461