6 research outputs found
Trend Following: Equity and Bond Crisis Alpha
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
The 'Size Premium' in Equity Markets: Where Is the Risk?
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
Black Was Right: Price Is Within a Factor 2 of Value
- Author
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2017
- Field of study
A Simple Mechanism for Financial Bubbles: Time-Varying Momentum Horizon
- Author
- A H�sler
- A Orl�an
- A S Cherny
- B Hurst
- B �ksendal
- C S Asness
- D G Hobson
- D Smug
- D Sornette
- D Sornette
- D Sornette
- D Sornette
- D Sornette
- D Sornette
- E Fama
- F Corsi
- G Antonacci
- G Antonacci
- G Elaut
- H Chernoff
- J Cox
- J D Farmer
- J.-P Bouchaud
- K D Daniel
- K Ide
- L Lin
- L Lin
- Li Lin
- M Grinblatt
- M Grinblatt
- M Grinblatt
- M Leiss
- M M Carhart
- M Wyart
- N Barberis
- N Garleanu
- N Ikeda
- N Jegadeesh
- N Jegadeesh
- N Taylor
- P Barroso
- R Demirer
- R H Byrd
- R Hoitash
- S Hwang
- S Wilks
- T J Moskowitz
- T Kaizoji
- T S Kim
- X Z He
- Y Lemp�ri�re
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Review of Equity-Credit Dependence Studies: Towards Building a Practical Equity-Credit Model for Counterparty Risk
- Author
- A David
- A Lipton
- A M Buffa
- A Takahashi
- Andrei Greenberg
- B Y Zhang
- Buttonwood
- C Alexander
- C S Asness
- D Avino
- D Avramov
- D Brigo
- D Brigo
- D Brigo
- E Ayache
- F Black
- G Bekart
- G Consigli
- G Dunn
- G Pennachi
- H Guo
- H Haworth
- H J Bhamra
- H Pang
- I D Dichev
- I W Marsh
- J C Hull
- J De Spiegeleer
- J Huang
- J Hull
- J Turc
- J Y Campbell
- J.-Z Huang
- K Buckley
- K Chen
- K Tsiveriotis
- L Andersen
- L Cathcart
- L Norden
- M Cremers
- M Jaskowski
- M Predescu
- M Theodosiou
- O E Barndorff-Nielsen
- P Carr
- P Carr
- P Carr
- P Collin-Dufresne
- P Feldhutter
- P Henrotte
- P Jorion
- P Ritchken
- P V Gapeev
- Q Li
- R C Merton
- R C Merton
- R Dando
- R F Whitelaw
- R Geske
- R Jarrow
- R Martin
- R Mendoza
- S R Das
- S S Lee
- S Wilkens
- S Wilkens
- S Wilkens
- S.-H Poon
- V Chorniy
- V Chorniy
- V Chorniy
- V Chorniy
- V Chorniy
- V Chorniy
- V Linetsky
- V V Acharya
- Vladimir Chorniy
- X Yang
- Y Ait-Sahalia
- Y Lemp�ri�re
- Z Bednarek
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2015
- Field of study
Bond Yield Changes and the Cross-Section of Global Equity Returns
- Author
- A C Cameron
- A C W Chui
- A Damodaran
- A Damodaran
- A Frazzini
- A Greyserman
- A M Prasad
- A Patton
- A Pitk�j�rvi
- A Pitk�j�rvi
- A S Ilmanen
- A Y Chen
- B Dumas
- B H Solnik
- B H Solnik
- B Han
- B Hurst
- B Jacobsen
- B R Chabot
- B Taylor
- C C Geczy
- C C Geczy
- C Fohlin
- C Harvey
- C M Reinhart
- C R Harvey
- D Bekti?
- D C Blitz
- D Chaves
- D Duffie
- D Gromb
- D Haesen
- D Kim
- D L Domian
- D Nissim
- E Dinenis
- E F Fama
- E F Fama
- E Hjalmarsson
- F Hollstein
- G H Hofstede
- G S Fisher
- G Schwert
- G Skoulakis
- Gfd
- H Jacobs
- H Lin
- H Lu
- H Mohrschladt
- H Neville
- H.-C Ho
- I Cooper
- J Boudoukh
- J Brooks
- J Danielsson
- J Lee
- J Li
- J Lintner
- J T Linnainmaa
- J Y Campbell
- J Y Campbell
- J Y Campbell
- K C Chan
- K Daniel
- K Forbes
- K Hou
- K L Smith
- K P Sharp
- K R French
- L Spierdijk
- M A Petersen
- M Ehrmann
- M Fan
- M H Pesaran
- M J Brennan
- M J Cooper
- M J Kamstra
- M J Lynge
- M Keloharju
- M M Carhart
- M M Habib
- M Malin
- M Mitchell
- M R Gibbons
- M S Fridson
- N B Gultekin
- N Friewald
- N Jegadeesh
- N.-F Chen
- P Docherty
- P J Hess
- R A Greer
- R B Durand
- R Barro
- R Connolly
- R D Mclean
- R Greenwood
- R J Shiller
- R J Sweeney
- R Novy-Marx
- R Paschke
- S Bhojraj
- S Brown
- S Ehsani
- S Maillard
- T J George
- T J Moskowitz
- T Muir
- T Schneeweis
- W Du
- W E Ferson
- W E Ferson
- W E Ferson
- W F Sharpe
- W K Newey
- W N Goetzmann
- W N Goetzmann
- W R Gebhardt
- Y Lemp�ri�re
- Z Bodie
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2020
- Field of study