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The duality of value and mean reversion
Beck, Noah; Goto, Shingo; Hsu, Jason C.; Kalesnik, Vitali - In: Portfolio construction, measurement, and efficiency : …, (pp. 229-238). 2017
Persistent link: https://www.econbiz.de/10011602959
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Investment and profitability : a quality factor that actually works
Hsu, Jason C.; Kalesnik, Vitali; Kose, Engin - In: Factor investing : from traditional to alternative risk …, (pp. 181-206). 2017
Persistent link: https://www.econbiz.de/10011795568
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Risk-managing the uncertainty in VaR model parameters
Hsu, Jason C.; Kalesnik, Vitali - In: The VaR implementation handbook, (pp. 385-401). 2009
Persistent link: https://www.econbiz.de/10003827091
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The anatomy of day traders
Linnainmaa, Juhani - In: Essays on the interface of market microstructure and …, (pp. 20-51). 2003
Persistent link: https://www.econbiz.de/10001802746
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Who makes the limit order book? : Implications for contrarian strategies and the disposition effect
Linnainmaa, Juhani - In: Essays on the interface of market microstructure and …, (pp. 52-85). 2003
Persistent link: https://www.econbiz.de/10001802791
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Does it matter who trades? : Investor sophistication, broker identity, and permanent price impacts
Linnainmaa, Juhani - In: Essays on the interface of market microstructure and …, (pp. 86-112). 2003
Persistent link: https://www.econbiz.de/10001802793
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Asset allocation and portable alpha
Arnott, Robert D.; Harris, Brent R. - In: Portable alpha theory and practice : what investors …, (pp. 65-94). 2008
Persistent link: https://www.econbiz.de/10003703982
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Monitoring and rebalancing
Arnott, Robert D.; Burns, Terence E.; Plaxco, Lisa; … - In: Managing investment portfolios : a dynamic process, (pp. 682-716). 2007
Persistent link: https://www.econbiz.de/10003533395