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Marking to two-price markets
Madan, Dilip B. - In: The journal of asset management 17 (2016) 2, pp. 100-118
Persistent link: https://www.econbiz.de/10011442967
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The state-dependent time variation in the value premium
Sharaiha, Yazid M.; Johansson, Kristoffer Kittilsen - In: The journal of asset management 15 (2014) 2, pp. 150-161
Persistent link: https://www.econbiz.de/10010384768
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Alpha budgeting - cross-sectional dispersion decomposed
Yu, Wallace; Sharaiha, Yazid M. - In: The journal of asset management 8 (2007/08) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10003497123
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Alpha budgeting - cross-sectional dispersion decomposed
Yu, Wallace; Sharaiha, Yazid M. - In: The journal of asset management 8 (2007/08) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10009870974