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Risk Premia and the Dynamic Covariance between Stock and Bond Returns
Scruggs, John T.; Glabadanidis, Paskalis - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 295-316
Persistent link: https://www.econbiz.de/10006694528
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Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
Nardari, Federico; Scruggs, John T. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 857-892
Persistent link: https://www.econbiz.de/10007891205
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Estimating the cross-sectional market response to an endogenous event: Naked vs. underwritten calls of convertible bonds
Scruggs, John T. - In: Journal of empirical finance 14 (2007) 2, pp. 220-247
Persistent link: https://www.econbiz.de/10007604804
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Resolving the Puzzling Intertemporal Relation between the Market Risk Premium and Conditional Market Variance: A Two-Factor Approach
Scruggs, John T. - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 575-604
Persistent link: https://www.econbiz.de/10007359227
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Evaluation of Malaysian mutual funds in the maximum drawdown risk measure framework
Mohammad Reza Tavakoli Baghdadabad; Glabadanidis, Paskalis - In: International journal of managerial finance : IJMF 9 (2013) 3, pp. 247-270
Persistent link: https://www.econbiz.de/10010147092
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Benchmark replication portfolio strategies
Glabadanidis, Paskalis; Zolotoy, Leon - In: The journal of asset management 14 (2013) 2, pp. 95-110
Persistent link: https://www.econbiz.de/10010159700
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Measuring the economic significance of mean-variance spanning
Glabadanidis, Paskalis - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 596-616
Persistent link: https://www.econbiz.de/10008244904
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RAFI® replication : easier done than said?
Glabadanidis, Paskalis; Obaydin, Ivan; Zurbruegg, Ralf - In: The journal of asset management 13 (2012) 3, pp. 210-225
Persistent link: https://www.econbiz.de/10010003955
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Measuring the economic significance of mean-variance spanning
Glabadanidis, Paskalis - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 596-617
Persistent link: https://www.econbiz.de/10008891716