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The evolving beta-liquidity relationship of hedge funds
Siegmann, Adriaan Hendrik; Stefanov, Denitsa - In: Journal of empirical finance 44 (2017), pp. 286-303
Persistent link: https://www.econbiz.de/10011818033
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Portfolio selection with limited downside risk
Jansen, Dennis W.; Koedijk, Kees; Vries, Casper G. de - In: Journal of empirical finance 7 (2000) 3/4, pp. 247-269
Persistent link: https://www.econbiz.de/10001557717
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Volatility dynamics under duration-dependent mixing
Maheu, John M.; McCurdy, Thomas H. - In: Journal of empirical finance 7 (2000) 3/4, pp. 345-372
Persistent link: https://www.econbiz.de/10001558275
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Evaluating style analysis
Horst, Jenke R. ter; Nijman, Theodore E.; Roon, Frans de - In: Journal of empirical finance 11 (2004) 1, pp. 29-53
Persistent link: https://www.econbiz.de/10001880990
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A nonparametric test of market timing
Jiang, Wei - In: Journal of empirical finance 10 (2003) 4, pp. 399-425
Persistent link: https://www.econbiz.de/10001782288
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Predicting systematic risk : implications from growth options
Jacquier, Eric; Titman, Sheridan; Yalçın, Atakan - In: Journal of empirical finance 17 (2010) 5, pp. 991-1005
Persistent link: https://www.econbiz.de/10009267228
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Evaluating the importance of missing risk factors using the optimal orthogonal portfolio approach
Asgharian, Hossein; Hansson, Björn A. - In: Journal of empirical finance 12 (2005) 4, pp. 556-575
Persistent link: https://www.econbiz.de/10003144785
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On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40
Persistent link: https://www.econbiz.de/10011300507
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Asymmetric mean-reversion and contrarian profits : ANST-GARCH approach
Nam, Kiseok; Pyun, Chong-soo; Arize, Augustine Chuck - In: Journal of empirical finance 9 (2002) 5, pp. 563-588
Persistent link: https://www.econbiz.de/10001712022
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Stock selection, style rotation, and risk
Lucas, André; Dijk, Ronald van; Kloek, Teunis - In: Journal of empirical finance 9 (2002) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001655776