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

The Equity Risk Premium and the Low Frequency of the Term Spread

Goncalo Faria, Fabio Verona
Absolut|report 3|2018

How ETFs Amplify the Global Financial Cycle in Emerging Markets

Nathan Converse, Eduardo Levy-Yeyati, Tomas Williams
Absolut|report 2|2018

Relative hedge fund skill and the informativeness of cohort alpha

David Forsberg, David R. Gallagher, Geoffrey J. Warren
Absolut|report 2|2018

A Quantitative Analysis of Risk Premia in the Corporate Bond Market

Sara Cecchetti
Absolut|report 1|2018

Time-Varying Risk Premia in Large International Equity Markets

Ines Chaieb, Hugues Langlois, Olivier Scaillet
Absolut|report 1|2018
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