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Evaluating hedge funds with pooled benchmarks

O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 69-89

Persistent link: https://www.econbiz.de/10011432924

Hedge fund replication : a model combination approach

O'Doherty, Michael; Savin, N. Eugene; Tiwari, Ashish - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1767-1804

Persistent link: https://www.econbiz.de/10011804356

Does it pay to bet against beta? : on the conditional performance of the beta anomaly

Cederburg, Scott; O'Doherty, Michael - In: The journal of finance : the journal of the American … 71 (2016) 2, pp. 737-774

Persistent link: https://www.econbiz.de/10011482347

Tax uncertainty and retirement savings diversification

Brown, David C.; Cederburg, Scott; O'Doherty, Michael - In: Journal of financial economics 126 (2017) 3, pp. 689-712

Persistent link: https://www.econbiz.de/10011818249

On the performance of volatility-managed portfolios

Cederburg, Scott; O'Doherty, Michael; Wang, Feifei; … - In: Journal of financial economics 138 (2020) 1, pp. 95-117

Persistent link: https://www.econbiz.de/10012631928

Understanding the risk-return relation : the aggregate wealth proxy actually matters

Cederburg, Scott; O'Doherty, Michael - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 4, pp. 721-735

Persistent link: https://www.econbiz.de/10012179374

Stocks for the long run? : evidence from a broad sample of developed markets

Anarkulova, Aizhan; Cederburg, Scott; O'Doherty, Michael - In: Journal of financial economics 143 (2022) 1, pp. 409-433

Persistent link: https://www.econbiz.de/10013350663

Job postings and aggregate stock returns

Kothari, Pratik; O'Doherty, Michael - In: Journal of financial markets 64 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014466127

On the Conditional Risk and Performance of Financially Distressed Stocks

O'Doherty, Michael S. - In: Management Science 58 (2012) 8, pp. 1502-1520

Several recent articles find that stocks with high probabilities of bankruptcy or default earn anomalously low returns and negative unconditional capital asset pricing model (CAPM) alphas in the post-1980 period. I show that the conditional CAPM resolves the performance difference between high-...

Persistent link: https://www.econbiz.de/10010990515

BUSINESS CYCLES AND STOCK MARKET RETURNS: EVIDENCE USING INDUSTRY-BASED PORTFOLIOS

Eleswarapu, Venkat R.; Tiwari, Ashish - In: Journal of Financial Research 19 (1996) 1, pp. 121-134

Persistent link: https://www.econbiz.de/10010889569