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Does it pay to bet against beta? : on the conditional performance of the beta anomaly
Cederburg, Scott; O'Doherty, Michael - In: The journal of finance : the journal of the American … 71 (2016) 2, pp. 737-774
Persistent link: https://www.econbiz.de/10011482347
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On the performance of volatility-managed portfolios
Cederburg, Scott; O'Doherty, Michael; Wang, Feifei; … - In: Journal of financial economics 138 (2020) 1, pp. 95-117
Persistent link: https://www.econbiz.de/10012631928
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Understanding the risk-return relation : the aggregate wealth proxy actually matters
Cederburg, Scott; O'Doherty, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 721-735
Persistent link: https://www.econbiz.de/10012179374
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Tax uncertainty and retirement savings diversification
Brown, David C.; Cederburg, Scott; O'Doherty, Michael - In: Journal of financial economics 126 (2017) 3, pp. 689-712
Persistent link: https://www.econbiz.de/10011818249
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Stocks for the long run? : evidence from a broad sample of developed markets
Anarkulova, Aizhan; Cederburg, Scott; O'Doherty, Michael - In: Journal of financial economics 143 (2022) 1, pp. 409-433
Persistent link: https://www.econbiz.de/10013350663
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On the economic significance of stock return predictability
Cederburg, Scott; Johnson, Travis L.; O'Doherty, Michael - In: Review of finance : journal of the European Finance … 27 (2023) 2, pp. 619-657
Persistent link: https://www.econbiz.de/10014317955
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On the conditional risk and performance of financially distressed stocks
O'Doherty, Michael - In: Management science : journal of the Institute for … 58 (2012) 8, pp. 1502-1520
Persistent link: https://www.econbiz.de/10009613881
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Evaluating hedge funds with pooled benchmarks
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 69-89
Persistent link: https://www.econbiz.de/10011432924
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Modeling the cross section of stock returns : a model pooling approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1331-1360
Persistent link: https://www.econbiz.de/10009728905
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Hedge fund replication : a model combination approach
O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1767-1804
Persistent link: https://www.econbiz.de/10011804356