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When do characteristics-sorted factors mechanically explain returns?
Murtazashvili, Irina; Vozlyublennaia, Nadia - In: Journal of international financial markets, … 25 (2013), pp. 119-143
Persistent link: https://www.econbiz.de/10009762798
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The cross-section of dynamics in idiosyncratic risk
Vozlyublennaia, Nadia - In: Journal of empirical finance 18 (2011) 3, pp. 461-473
Persistent link: https://www.econbiz.de/10009302090
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Does idiosyncratic risk matter for individual securities?
Vozlyublennaia, Nadia - In: Financial management 41 (2012) 3, pp. 555-590
Persistent link: https://www.econbiz.de/10009658319
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Do firm characteristics matter for the dynamics of idiosyncratic risk?
Vozlyublennaia, Nadia - In: Journal of international financial markets, … 27 (2013), pp. 35-46
Persistent link: https://www.econbiz.de/10010411754
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Dynamic correlation structure and security risk
Vozlyublennaia, Nadia; Meshcheryakov, Artem - In: Journal of economics & business 73 (2014), pp. 48-64
Persistent link: https://www.econbiz.de/10010421625
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Limits to mutual funds' ability to rely on mean/variance optimization
Karagiannidis, Iordanis; Vozlyublennaia, Nadia - In: Journal of empirical finance 37 (2016), pp. 282-292
Persistent link: https://www.econbiz.de/10011663061