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Elkamhi, Redouane
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Jo, Chanik
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Pungaliya, Raunaq S.
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Management science : journal of the Institute for Operations Research and the Management Sciences
4
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2
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Agency conflicts and investment : evidence from a structural estimation
Elkamhi, Redouane
;
Kim, Daniel
;
Jo, Chanik
;
Salerno, Marco
- In:
The review of corporate finance studies : RCFS
13
(
2024
)
2
,
pp. 539-582
Persistent link: https://www.econbiz.de/10014528176
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2
A one-factor model of corporate bond premia
Elkamhi, Redouane
;
Jo, Chanik
;
Nozawa, Yoshio
- In:
Management science : journal of the Institute for …
70
(
2024
)
3
,
pp. 1875-1900
Persistent link: https://www.econbiz.de/10014515157
Saved in:
3
Asset holders' consumption risk and tests of conditional CCAPM
Elkamhi, Redouane
;
Jo, Chanik
- In:
Journal of financial economics
148
(
2023
)
3
,
pp. 220-244
Persistent link: https://www.econbiz.de/10014335744
Saved in:
4
Applications of FX derivatives to portfolio management
Elkamhi, Redouane
;
Fabozzi, Frank J.
;
Lee, Jacky S. H.
; …
- In:
The journal of asset management : a major new, …
25
(
2024
)
6
,
pp. 600-616
Persistent link: https://www.econbiz.de/10015192369
Saved in:
5
Enhancing the inverse volatility portfolio through clustering
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of financial data science
6
(
2024
)
1
,
pp. 43-60
Persistent link: https://www.econbiz.de/10015195526
Saved in:
6
Financial anomalies in asset allocation : risk mitigation with cross-sectional equity strategies
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of portfolio management : JPM
49
(
2022
)
1
,
pp. 118-145
Persistent link: https://www.econbiz.de/10014232178
Saved in:
7
Portfolio tilts using views on macroeconomic regimes
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of portfolio management : JPM
49
(
2023
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10014232206
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8
Factor investing using capital market assumptions
Elkamhi, Redouane
;
Lee, Jacky S. H.
;
Salerno, Marco
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 119-143
Persistent link: https://www.econbiz.de/10012802488
Saved in:
9
How large are predefault costs of financial distress? : estimates from a dynamic model
Elkamhi, Redouane
;
Kim, Daniel
;
Salerno, Marco
- In:
Management science : journal of the Institute for …
70
(
2024
)
11
,
pp. 7373-7396
Persistent link: https://www.econbiz.de/10015144066
Saved in:
10
Chinese economic policy uncertainty and US households' portfolio decisions
Lee, Kiryoung
;
Jeon, Yoontae
;
Jo, Chanik
- In:
Pacific-Basin finance journal
64
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012493918
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