Cross-sectional returns with volatility regimes from a diverse portfolio of emerging and developed equity indices
Year of publication: |
2016
|
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Authors: | Sakowski, Paweł ; Ślepaczuk, Robert ; Wywiał, Mateusz |
Published in: |
e-Finanse: Financial Internet Quarterly. - Rzeszów : University of Information Technology and Management, ISSN 1734-039X. - Vol. 12.2016, 2, p. 23-35
|
Publisher: |
Rzeszów : University of Information Technology and Management |
Subject: | cross-sectional models | asset pricing models | equity risk premiums | emerging and developed equity indices | data overfitting and model |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.14636/1734-039X_12_2_003 [DOI] 869513877 [GVK] hdl:10419/197432 [Handle] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice ; F30 - International Finance. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Sakowski, Paweł, (2016)
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