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Mean-variance asset pricing with deviations from purchasing power parity
Sercu, Piet - 1981
Persistent link: https://www.econbiz.de/10000069335
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International portfolio choice and asset pricing with constraints on borrowing and shortselling
Sercu, Piet - 2001
Persistent link: https://www.econbiz.de/10001640797
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CAPM tests and alternative factor portfolio composition : getting the alpha's right
Moor, Lieven de; Sercu, Piet - 2005
Persistent link: https://www.econbiz.de/10002724142
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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177
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Estimating the costs of international equity investments
Sercu, Piet; Vanpée, Rosanne - 2008
Persistent link: https://www.econbiz.de/10009010426
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The home bias puzzle in equity portfolios
Sercu, Piet; Vanpee, Rosanne - In: International finance : a survey, (pp. 310-330). 2013
Persistent link: https://www.econbiz.de/10009708960
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Characteristics of pricing errors in stocks implied by autocovariance and "drag"
Moor, Lieven de; Sercu, Piet - In: Applied economics letters 22 (2015) 10/12, pp. 999-1004
Persistent link: https://www.econbiz.de/10011286529
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Estimating the costs of international equity investments
Sercu, Piet; Vanpée, Rosanne - In: Review of finance : journal of the European Finance … 12 (2008) 4, pp. 587-634
Persistent link: https://www.econbiz.de/10003802486
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Thin-trading effects in beta: bias v. estimation error
Sercu, Piet; Vandebroek, Martina; Vinaimont, Tom - In: Journal of business finance & accounting : JBFA 35 (2008) 9/10, pp. 1196-1219
Persistent link: https://www.econbiz.de/10003786714
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The small firm anomaly : US and international evidence
Moor, Lieven de (contributor); Sercu, Piet (contributor) - 2006
Persistent link: https://www.econbiz.de/10003610952