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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/10010171339

Mutual fund performance : a synthesis of taxonomic and methodological issues

Badrinath, S. G.; Gubellini, Stefano - In: IIMB management review 22 (2010) 4, pp. 147-164

Persistent link: https://www.econbiz.de/10009894395

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. 289-306

Persistent link: https://www.econbiz.de/10008849037

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

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

Mutual fund performance : a synthesis of taxonomic and methodological issues

Badrinath, S. G.; Gubellini, Stefano - In: IIMB management review 22 (2010) 4, pp. 147-164

Persistent link: https://www.econbiz.de/10008797158

The Critical Role of Conditioning Information in Determining if Value is Really Riskier than Growth

Cooper, Michael J. - 2010

Conditional asset pricing models have been used to determine whether the value premium and other CAPM anomalies are due to risk. We show that the conclusions on whether these anomalies are due to risk are very sensitive to the choice of the state variables used to define good and bad states of...

Persistent link: https://www.econbiz.de/10012716682