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The cross-section of volatility and expected returns : then and now
Detzel, Andrew; Duarte, Jefferson; Kamara, Avraham; … - In: Critical finance review 12 (2023) 1/4, pp. 9-56
Persistent link: https://www.econbiz.de/10014370367
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Differences in short-term performance persistence by mutual fund equity class
Detzel, Andrew; Detzel, Larry - In: Banking and finance review 8 (2016) 1, pp. 38-67
Persistent link: https://www.econbiz.de/10011633765
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Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios
Detzel, Andrew; Strauss, Jack - In: Review of finance : journal of the European Finance … 22 (2018) 5, pp. 1949-1973
Persistent link: https://www.econbiz.de/10012006225
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Do limits to arbitrage explain the benefits of volatility-managed portfolios?
Barroso, Pedro; Detzel, Andrew - In: Journal of financial economics 140 (2021) 3, pp. 744-767
Persistent link: https://www.econbiz.de/10013259593