Similar Search Results

Empirical evidence of conditional asset pricing in the Indian stock market

Das, Sudipta - In: Economic systems 39 (2015) 2, pp. 225-239

Persistent link: https://www.econbiz.de/10011527498

Estimation of large dimensional conditional factor models in finance

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2019 - This version: August 2019

This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be accounted for. The growing trend in the use of...

Persistent link: https://www.econbiz.de/10012101166

Estimation of large dimensional conditional factor models in finance

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - 2020

Persistent link: https://www.econbiz.de/10012392216

Chapter 3. Estimation of large dimensional conditional factor models in finance

Gagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier - In: Handbook of econometrics : Volume 7A, (pp. 219-282). 2020

Persistent link: https://www.econbiz.de/10014024924

In search for managerial skills beyond common performance measures

Chen, Fan; Qian, Meifen; Sun, Ping-Wen; Yu, Bin - In: Journal of banking & finance 86 (2018), pp. 224-239

Persistent link: https://www.econbiz.de/10011962478

Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks

Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343

Persistent link: https://www.econbiz.de/10011439593

Why is timing perverse?

Matallín-Sáez, Juan Carlos; Moreno, David; … - In: The European journal of finance 21 (2015) 13/15, pp. 1334-1356

Persistent link: https://www.econbiz.de/10011419882

Pitfalls and perils of financial innovation : the use of CDS by corporate bond funds

Adam, Tim; Güttler, André - In: Journal of banking & finance 55 (2015), pp. 204-214

Persistent link: https://www.econbiz.de/10011379068

The performance of diversified emerging market equity funds

Basu, Anup K.; Huang-Jones, Jason - In: Journal of international financial markets, … 35 (2015), pp. 116-131

Persistent link: https://www.econbiz.de/10011474764

Idiosyncratic risk and mutual fund performance

Vidal-García, Javier; Vidal, Marta; Boubaker, Sabri; … - In: Decision making and risk/return optimization in …, (pp. 349-372). 2019

Persistent link: https://www.econbiz.de/10012135878