Measuring Skewness Premia

Hugues Langlois
Absolut|report 2|2019

King of the Mountain: The Shiller P/E and Macroeconomic Conditions

Robert D. Arnott, Denis B. Chaves und Tzee-Man Chow
Absolut|report 1|2019

Passive Investors are Passive Monitors

Davidson Heath, Daniele Macciocchi, Roni Michaely und Matthew C. Ringgenberg
Absolut|report 1|2019

The Costs and Benefits of Performance Fees in Mutual Funds

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Absolut|report 6|2018

An Examination of Ex Ante Fund Performance

Andrew Clare, Mariana Clare
Absolut|report 6|2018

Market-Beta and Downside Risk

Yaron Levi, Ivo Welch
Absolut|report 5|2018

Inefficiencies on the Pricing of Exchange-Traded Funds

Antti Petajisto
Absolut|report 5|2018

Global Financial Cycles and Risk Premiums

Oscar Jorda, Moritz Schularick, Alan M. Taylor, Felix Ward
Absolut|report 4|2018

The Time-Varying Impact of Systematic Risk Factors on Corporate Bond Spreads

Arne C. Klein, Kamil Pliszka
Absolut|report 4|2018

Testing Moving Average Trading Strategies on ETFs

Jing-Zhi Huang, Zhijian (James) Huang
Absolut|report 3|2018
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