Similar Search Results

When growth beats value : removing tail risk from global equity momentum strategies

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - 2014

Persistent link: https://www.econbiz.de/10010376537

Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?

Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508

Persistent link: https://www.econbiz.de/10010259376

Equity anomalies and idiosyncratic risk around the world

Fan, Steve; Opsal, Scott; Yu, Linda - In: Multinational finance journal : MF ; quarterly … 19 (2015) 1/2, pp. 33-75

Persistent link: https://www.econbiz.de/10011434193

Is there a low-risk anomaly across countries?

Zaremba, Adam - In: Eurasian economic review : a journal in applied … 6 (2016) 1, pp. 45-65

Persistent link: https://www.econbiz.de/10011441281

Risk-adjusted performances of world equity indices

Atilgan, Yigit; Demirtas, K. Ozgur - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 706-721

Persistent link: https://www.econbiz.de/10011562564

The intertemporal risk-return relationship : evidence from international markets

Chiang, Thomas C.; Li, Huimin; Zheng, Dazhi - In: Journal of international financial markets, … 39 (2015), pp. 156-180

Persistent link: https://www.econbiz.de/10011475720

Hedge funds, fund attributes and risk adjusted returns

Soydemir, Gökçe A.; Smolarski, Jan; Shin, Sangheon - In: Journal of economics and finance 38 (2014) 1, pp. 133-149

Persistent link: https://www.econbiz.de/10010387955

Risikoeigenschaften der internationalen Aktienindizes

Garobbio, Roberto C. - 1995 - Als Ms. gedr

Persistent link: https://www.econbiz.de/10000918978

Risikoeigenschaften der internationalen Aktienindizes

Garobbio, Roberto C. - 1994

Persistent link: https://www.econbiz.de/10000899278

Hedge Funds Performance Ratios Adjusted to Market Liquidity Risk

Clauss, Pierre - 2011

adjusted to its risk. We summarize market liquidity by two major characteristics: a costly one because of the loss of … indicators are proposed to integrate, to a certain extent, market liquidity risk, especially for hedge funds investment … strategies according to their liquidity profile: do they want to capture illiquidity risk premium? Do they want to be free to …

Persistent link: https://www.econbiz.de/10013130745