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A large-scale approach for evaluating asset pricing models
Barras, Laurent - In: Journal of financial economics 134 (2019) 3, pp. 549-569
Persistent link: https://www.econbiz.de/10012168634
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Does variance risk have two prices? Evidence from the equity and option markets
Barras, Laurent; Malkhozov, Aytek - In: Journal of financial economics 121 (2016) 1, pp. 79-92
Persistent link: https://www.econbiz.de/10011590676
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Is it alpha or beta? : decomposing hedge fund returns when models are misspecified
Ardia, David; Barras, Laurent; Gagliardini, Patrick; … - In: Journal of financial economics 154 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015072088