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Modelling risk premia in international asset markets
Smith, Peter N. - In: European economic review : EER 37 (1993) 1, pp. 159-176
Persistent link: https://www.econbiz.de/10001139838
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Modelling risk premia in international asset markets
Smith, Peter N. - 1991
Persistent link: https://www.econbiz.de/10000130895
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Macroeconomic sources of FOREX risk
Wickens, Michael R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001613840
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UK stock returns and robust tests of mean variance efficiency
Clare, Andrew D. - In: Journal of banking & finance 21 (1997) 5, pp. 641-660
Persistent link: https://www.econbiz.de/10001222187
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Asset pricing with observable stochastic discount factors
Smith, Peter N. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001653785
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Asset pricing with observable stochastic discount factors
Smith, Peter N.; Wickens, Michael R. - In: Contributions to financial econometrics : theoretical …, (pp. 161-210). 2003
Persistent link: https://www.econbiz.de/10001932664
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Macroeconomic sources of equity risk
Smith, Peter N. (contributor); Sorensen, S. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837657
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Consumption, size and book-to-market ratio in equity returns
Abhakorn, Pongrapeeporn; Smith, Peter N.; Wickens, … - 2011
Persistent link: https://www.econbiz.de/10009381289
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A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn; Smith, Peter N.; Wickens, … - 2011
Persistent link: https://www.econbiz.de/10009381294
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What do the Fama-French factors add to C-CAPM?
Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - In: Journal of empirical finance 22 (2013), pp. 113-127
Persistent link: https://www.econbiz.de/10009768417