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Search: subject_exact:"Factor rotation"
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ECONIS (ZBW)
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Can a dynamic correlation factor improve the pricing of industry portfolios?
Božović, Miloš
- In:
Finance research letters
53
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472399
Saved in:
2
Forecasting returns of major cryptocurrencies : evidence from regime-switching factor models
Bouri, Elie
;
Christou, Christina
;
Gupta, Rangan
- In:
Finance research letters
49
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013479661
Saved in:
3
A common pattern across asset pricing anomalies
Božović, Miloš
- In:
Finance research letters
48
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013464296
Saved in:
4
Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors
Ali, Fahad
;
Ülkü, Numan
- In:
Finance research letters
41
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013336158
Saved in:
5
A three-factor pricing model for cryptocurrencies
Shen, Dehua
;
Urquhart, Andrew
;
Wang, Pengfei
- In:
Finance research letters
34
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012436740
Saved in:
6
Mispricing, returns and the quest for parsimony
Rudkin, Wanling
- In:
Finance research letters
37
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012484942
Saved in:
7
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
Saved in:
8
Identifying portfolio-based systematic risk factors in equity markets
Grobys, Klaus
;
Haga, Jesper
- In:
Finance research letters
17
(
2016
),
pp. 88-92
Persistent link: https://www.econbiz.de/10011596233
Saved in:
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