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Curve momentum
Paschke, Raphael; Prokopczuk, Marcel; Wese Simen, Chardin - In: Journal of banking & finance 113 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012226133
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Variance risk in commodity markets
Prokopczuk, Marcel; Symeonidis, Lazaros; Wese Simen, Chardin - In: Journal of banking & finance 81 (2017), pp. 136-149
Persistent link: https://www.econbiz.de/10011816431
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Testing factor models in the cross-section
Hollstein, Fabian; Prokopczuk, Marcel - In: Journal of banking & finance 145 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013538943