8 research outputs found
Value Timing: Risk and Return Across Asset Classes
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Currency Strategies and Sovereign Ratings
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
The Dynamics of Value Comovement Across Global Equity Markets
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Short-term Momentum
- Author
- A Frazzini
- A Frazzini
- A Goyal
- A W Lo
- C M C Lee
- C R Harvey
- C S Asness
- C S Asness
- C S Asness
- C S References Asness
- D A Hirshleifer
- D Avramov
- D Huang
- E Etula
- E Eyster
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- E F Fama
- G Cespa
- G Llorente
- H Hong
- H Hong
- I Drechsler
- J Cujean
- J Hasbrouck
- J Lewellen
- J Luo
- J Mondria
- J S Conrad
- J Wang
- J Y Campbell
- K B Diether
- K Daniel
- K Daniel
- K Daniel
- K Hou
- K R French
- L Cen
- L P�stor
- L P�stor
- M Cooper
- M Medhat
- M Verardo
- N Jegadeesh
- N Jegadeesh
- P Bandarchuk
- P Schneider
- R Ball
- R D Henriksson
- R K Loh
- R Koijen
- R Novy-Marx
- R Novy-Marx
- S Banerjee
- S Ehsani
- S Ehsani
- S Gervais
- S Nagel
- T Bollerslev
- T C Johnson
- T Hendershott
- T J Moskowitz
- T J Moskowitz
- T Odean
- W De Bondt
- W K Newey
- X Gao
- Y Amihud
- Z Da
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Asymmetry, Tail Risk and Time Series Momentum
- Author
- A Georgopoulou
- A Levine
- A Y Kim
- B D Grundy
- B Hurst
- C Di Guilmi
- C Li
- C S Asness
- D Huang
- Finance Paper
- H Cai
- H G Fung
- H Ham
- J H Fan
- J H Fan
- J Pettersson
- K D West
- K Daniel
- K Li
- K Price
- M Fan
- M J Cooper
- M Jin
- N Baltas
- N Baltas
- O Ledoit
- P Barroso
- P Jusselin
- R L Winkler
- S A References Anthonisz
- S Dayanik
- T C Johnson
- T J Moskowitz
- U A M�ller
- V S Bawa
- W V Harlow
- X.-Z He
- X.-Z He
- Y Gao
- Y Gao
- Y Jiang
- Y Yang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study
A Cross-Sectional Machine Learning Approach for Hedge Fund Return Prediction and Fund Selection
- Author
- A Greyserman
- B Efron
- B Liang
- B Liang
- B Liang
- C Ackermann
- C E Shannon
- C Keating
- C References Asness
- C Wegener
- D Avramov
- D Avramov
- D Avramov
- E F Fama
- F A Sortino
- G E Hinton
- G O Aragon
- G Ridgeway
- H Li
- I Goodfellow
- J Bai
- J C Stein
- J H Friedman
- J Heaton
- J Schmidhuber
- J Sirignano
- J W Jurek
- Jiaqi Chen
- L Breiman
- L Wang
- M Getmansky
- M M Carhart
- Michael L. Tindall
- N Amenc
- O Hamza
- R A Berk
- R C Scott
- R E Welsch
- R Harris
- R Kosowski
- R Tibshirani
- R Tibshirani
- S A Ross
- S Gu
- S Titman
- T G Bali
- T Hastie
- T Hastie
- T J Moskowitz
- T M Mitchell
- V Agarwal
- V Agarwal
- W F Sharpe
- W Fung
- W Goetzmann
- W.-Y Loh
- W.-Y Loh
- Wenbo Wu
- X Glorot
- Y Bengio
- Z Sun
- Z Sun
- Zhibin (Ben) Yang
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
Robust Detection of Multivariate Outliers in Asset Returns and Risk Factors Data
- Author
- A Sas Program To Replicate The Fama
- Andrea Cerioli
- Andrea Cerioli
- Andreas Buja
- Barbara Mariner-Volpe
- Bernd Scherer
- Christophe Croux
- Christopher G Green
- Christopher G Green
- Clifford S Asness
- Compustat
- Crsp Crsp/
- D Cook
- Dianne Cook
- Diego References
- Draft Date
- Draft Date
- Draft Date
- Draft Date
- Erich Neuwirth
- Eugene F Fama
- Eugene F Fama
- Floyd Norris
- G Christopher
- George Chow
- Gert Willems
- H P Lopuha�
- J Hardin
- J Peter
- J Peter
- James Davis
- John B Guerard
- John B Guerard
- Kim Zetter
- Kris Boudt
- Luis Palacios
- M Benjamin
- M Mark
- Mark Ash
- Mark Kritzman
- Narasimhan Jegadeesh
- Peter Rousseeuw
- R
- R C Grinold
- R. Douglas Martin
- Ricardo Maronna
- U Nyse
- Valentin Todorov
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Thoughts on the Future of the Hedge Fund Industry
- Author
- &
- . Donald Anthony Walker Sec
- . Ralph Gregory Sec
- A Lo
- A Sec V. Anthony
- A Sec V. Brad
- A Sec V. David
- A Sec V. Gordon
- A Sec V. William
- C Geczy
- C Geczy
- C References Asness
- C Sec V. Robert
- Christopher Charles Geczy
- E Dimson
- E Fama
- E Sec V. David
- E Sec V. Steven
- F Sec V. David
- G Brinson
- G Sec V. Philip
- H G Fung
- H Kat
- H Kat
- Inc Sec V. Global Online Direct
- J Hasanhodzic
- J Lakonishok
- J Lerner
- J Sec V. Brian
- J Sec V. David
- J Sec V. John
- J Sec V. Michael
- J Sec V. Thomas
- Jarrod W Sec V
- L C
- L Jaeger
- L Pastor
- L Sec V. Andres
- L Sec V. Bradley
- L Sec V. Daren
- L Sec V. Gary
- L Sec V. Jeffrey
- L Sec V. Leonard
- Llc
- M Carhart
- M Mitchell
- M Mitchell
- M Scholes
- M Sec V. Jeanetta
- M Sec V. Jeanne
- M Sec V. John
- M Sec V. Randy
- M Sec V. Ray
- Marvin R Cooper
- N Chan
- N Sec V. Gregory
- N Sec V. Gregory
- P Sec V. Robert
- S A Sec V. Elfindepan
- S A Sec V. International Fiduciary Corp
- S Brown
- S Brown
- S Feffer
- S Sec V. Bryan
- S Sec V. Bryan
- S Sec V. John
- S Sec V. Joseph
- Sec
- Sec
- Sec
- Sec
- Sec
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V
- Sec V.
- Sec V. Anthony
- Sec V. Ben-Wal Leasing
- Sec V. Biltmore Financial
- Sec V. Homepals
- Sec V. Kay
- Sec V. Market
- Sec V. Millennium
- Sec V. Moises
- Sec V. Next
- Sec V. Rod Cameron
- Sec V. Sean Nathan
- Sec V. Stanford International
- Sec V. Steven
- Sec V. Steven
- Sec V. Titan Wealth
- T Sec V. Craig
- T Sec V. Edward
- Thomson Financial
- U S V
- W Fung
- W Fung
- W Sec V. Jonathan
- Y Chen
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2010
- Field of study