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Tests of alternative asset pricing models using individual security returns and a new multivariate F-test

Rahman, Shafiqur; Schneider, Matthew J. - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950001-1-1950001-34

Persistent link: https://www.econbiz.de/10012156138

How money illusions and heterogeneous beliefs affect asset prices

Ma, Chaoqun; Wang, Hailong; Cheng, Fengchao; Hu, Duni - In: The North American journal of economics and finance : a … 44 (2018), pp. 167-192

Persistent link: https://www.econbiz.de/10012036533

Anomaly interactions and the cross-section of stock returns

Karell, Ville; Yeomans, Julian Scott - In: Fuzzy economic review : the review of the International … 23 (2018) 1, pp. 33-61

Persistent link: https://www.econbiz.de/10012064870

Sentiment risk premia in the cross-section of global equity and currency returns

Füss, Roland; Guidolin, Massimo; Koeppel, Christian - 2019 - This version: August 28, 2019

Persistent link: https://www.econbiz.de/10012101492

Investment and profitability versus value and momentum : the price of residual risk

Li, Yuming - In: Journal of empirical finance 46 (2018), pp. 1-10

Persistent link: https://www.econbiz.de/10012103433

Leveraged ETPs across asset classes

Tosi, Adriano - In: Essays in systematic asset pricing, (pp. 149-194). 2019

Persistent link: https://www.econbiz.de/10012103532

Risk aversion and financial effects into the asset management industry

Chişu, Mihai - In: Romanian economic and business review 14 (2019) 2, pp. 25-39

Persistent link: https://www.econbiz.de/10012167431

Unraveling the value premium : a reward for risk or mispricing?

Serur, Claudio E.; Siri, Julián R.; Serur, Juan Andrés; … - 2019

A value investing strategy consists of purchasing stocks relatively undervalued to their funda-mental values and selling those relatively overvalued. Finding this kind of companies has been one of the most challenging goals for investors throughout the history. The main objective of this paper...

Persistent link: https://www.econbiz.de/10012125294

The role of Islamic asset classes in the diversified portfolios : mean variance spanning test

Dewandaru, Ginanjar; Masih, Rumi; Obiyathulla Ismath Bacha - In: Emerging markets review 30 (2017), pp. 66-95

Persistent link: https://www.econbiz.de/10011803003

The financial crisis effects on asset allocation : Markowitz theory vs. behavioural portfolio theory

Aissi, Amen; Abbes, Mouna Boujelbène - In: International journal of decision sciences, risk and … 8 (2019) 4, pp. 250-267

Persistent link: https://www.econbiz.de/10012249814