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Conditioning information and cross-sectional anomalies
Gubellini, Stefano - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 529-569
Persistent link: https://www.econbiz.de/10010490371
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The critical role of conditioning information in determining if value is really riskier than growth
Cooper, Michael J.; Gubellini, Stefano - In: Journal of empirical finance 18 (2011) 2, pp. 289-305
Persistent link: https://www.econbiz.de/10009301119
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Mean-variance dominant trading strategies
Galvani, Valentina; Gubellini, Stefano - In: Finance research letters 10 (2013) 3, pp. 142-150
Persistent link: https://www.econbiz.de/10010222895