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4 research outputs found
An Intertemporal Study of ETF Liquidityand Underlying Factor Transition, 2009–2014
Author
Agrrawal P.
Giulianini P.
+8Â more
Jivendra K. Kale
John M. Clark
Kittsley D.
Kosnett J.R.
Pankaj Agrrawal
Rajat Agarwal
Ryan T.F.
Waggle D.
Publication venue
'Pageant Media US'
Publication date
Field of study
No full text
Crossref
Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up
Author
Agrrawal P.
Choueifaty Y.
Greene W.H.
Qian E.
Publication venue
'Pageant Media US'
Publication date
Field of study
No full text
Crossref
Using Index ETFs for Multi-Asset-Class Investing: Shifting the Efficient Frontier Up
Author
C Asness
C B Erb
+36Â more
D Blake
D Booth
E F Fama
E Qian
E X H I B I T B
F Black
G Zhou
H Markowitz
Ibbotson-Nareit
J K Kale
J Y Campbell
Jii-Agrrawal
Jii-Agrrawal
Jii-Agrrawal
M Kritzman
M L Leibowitz
M Levy
M R Gibbons
P Agrrawal
P Agrrawal
P Agrrawal
Pankaj Agrrawal
R Clarke
R Michaud
R Roll
S Benartzi
S Kim
S Maillard
S Willenbrock
T.-M Chow
V Demiguel
W F Sharpe
W Greene
W Lee
Y Choueifaty
Y Choueifaty
Publication venue
'Elsevier BV'
Publication date
01/01/2013
Field of study
No full text
Crossref
Statistica Descriptivv a Seriilor De Timp Financiare (Descriptive Statistics of the Financial Time Series)
Author
C R Nelson
D Aadland
+21Â more
D P Doane
D P Doane
G W Schwert
J Kaeppel
K R French
L Croitoru
L T Decarlo
M Sewell
M W Watson
P Agrrawal
R A Groeneveld
R Cont
R J.
R S Tsay
R Stefanescu
R T Baillie
R Weiers
Razvan Stefanescu
S H Poon
Sursa Valorilor Zilnice De �nchidere
T Wegner
Publication venue
'Elsevier BV'
Publication date
01/01/2016
Field of study
No full text
Crossref