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Generalized disappointment aversion and the cross-section of stock returns
Lu, Xiaohua; Hu, Yonghong - In: Applied economics letters 30 (2023) 17, pp. 2455-2463
Persistent link: https://www.econbiz.de/10014365936
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M-Squared and ranking issues for risky assets
Baigent, G. Glenn - In: Applied economics letters 22 (2015) 4/6, pp. 247-250
Persistent link: https://www.econbiz.de/10010506803
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Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics letters 24 (2017) 13/15, pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
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CAPM and the changing distribution of historical returns
Shahi, Chandana; Shaffer, Sherrill - In: Applied economics letters 24 (2017) 7/9, pp. 639-642
Persistent link: https://www.econbiz.de/10011713072
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Adapting and testing the Fama and French model, with some variations of company characteristics
Ferruz Agudo, Luis; Badía, Guillermo - In: Applied economics letters 24 (2017) 4/6, pp. 342-345
Persistent link: https://www.econbiz.de/10011704637
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A sector strategy from the Fama and French model
Ferruz Agudo, Luis; Badía, Guillermo - In: Applied economics letters 22 (2015) 16/18, pp. 1511-1514
Persistent link: https://www.econbiz.de/10011380411
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Fund sentiment beta and delegated investment
Wang, Jian; Yi, Shangkun; Xiaoting Wang; Yang, Jun - In: Applied economics letters 28 (2021) 11, pp. 902-905
Persistent link: https://www.econbiz.de/10012589693
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Cross-section and GMM/SDF tests of linear factor models
Momani, Mohammad Q. M. - In: Applied economics letters 28 (2021) 7, pp. 590-593
Persistent link: https://www.econbiz.de/10012501545
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Behavioural heterogeneity in the capital asset pricing model with an application to the low-beta anomaly
Hens, Thorsten; Naebi, Fatemeh - In: Applied economics letters 28 (2021) 6, pp. 501-507
Persistent link: https://www.econbiz.de/10012485058
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Tactical factor allocation for multifactor portfolios
Kim, Saejoon - In: Applied economics letters 29 (2022) 9, pp. 847-850
Persistent link: https://www.econbiz.de/10013411797