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~subject:"Capital income"
~type_genre:"Working Paper"
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1
Two out-of-sample forecasting models of the equity premium
Souza, Thiago de Oliveira
-
2020
Persistent link: https://www.econbiz.de/10012383865
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2
The X-value factor
Souza, Thiago de Oliveira
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2020
Persistent link: https://www.econbiz.de/10012321736
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3
A critique of momentum anomalies
Souza, Thiago de Oliveira
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2019
Persistent link: https://www.econbiz.de/10011993159
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4
Macro-finance and factor timing : time-varying factor risk and price of risk premiums
Souza, Thiago de Oliveira
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2019
Persistent link: https://www.econbiz.de/10012098285
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5
Size-related premiums
Souza, Thiago de Oliveira
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2018
Persistent link: https://www.econbiz.de/10011870476
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6
Red tape asset pricing
Souza, Thiago de Oliveira
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2018
Persistent link: https://www.econbiz.de/10011952157
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7
Downside risk of derivative portfolios with mean-reverting underlyings
Leoni, Patrick Lucien
-
2009
Discussion
Papers
on
Business
and
Economics
No. 2/2009 FURTHER INFORMATION Department of Business and …
Persistent link: https://www.econbiz.de/10003803706
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