Pages that link to "Item:Q5455561"

The following pages link to Common risk factors in the returns on stocks and bonds (Q5455561):

Displaying 50 items.

• Re-examination of Fama-French models in the Korean stock market (Q1732971) (← links)
• Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
• Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
• Factor models for asset returns based on transformed factors (Q1739597) (← links)
• Robust covariance estimation for approximate factor models (Q1739628) (← links)
• Knowing factors or factor loadings, or neither? Evaluating estimators of large covariance matrices with noisy and asynchronous data (Q1739632) (← links)
• Modeling systemic risk with Markov switching graphical SUR models (Q1740342) (← links)
• Forecast density combinations of dynamic models and data driven portfolio strategies (Q1740348) (← links)
• Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349) (← links)
• A survey of adjustable robust optimization (Q1740490) (← links)
• Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data (Q1750098) (← links)
• On the Bayesian interpretation of Black-Litterman (Q1751675) (← links)
• Using parametric classification trees for model selection with applications to financial risk management (Q1751885) (← links)
• Ex-post risk premia estimation and asset pricing tests using large cross sections: the regression-calibration approach (Q1753053) (← links)
• Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
• A bi-level programming approach for global investment strategies with financial intermediation (Q1755269) (← links)
• Effects of common factors on dynamics of stocks traded by investors with limited information capacity (Q1784890) (← links)
• Quasi maximum likelihood analysis of high dimensional constrained factor models (Q1792465) (← links)
• Factor-adjusted multiple testing of correlations (Q1796926) (← links)
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index. (Q1870846) (← links)
• Enhancement of equity portfolio performance using data envelopment analysis (Q1926803) (← links)
• Robust ranking and portfolio optimization (Q1926870) (← links)
• Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
• Dynamic risk exposures in hedge funds (Q1927132) (← links)
• Why is it so difficult to uncover the risk-return tradeoff in stock returns? (Q1929385) (← links)
• Smooth transition quantile capital asset pricing models with heteroscedasticity (Q1930398) (← links)
• Heuristic optimisation in financial modelling (Q1931632) (← links)
• Capital asset pricing models revisited: evidence from errors in variables (Q1934082) (← links)
• Characteristics, covariances, and structural breaks (Q1934831) (← links)
• Efficient Gaussian graphical model determination under \(G\)-Wishart prior distributions (Q1950810) (← links)
• Risk and return in a dynamic general equilibrium model (Q1978605) (← links)
• Do Green policies catalyze green investment? Evidence from ESG investing developments in China (Q1984443) (← links)
• A novel explanation for idiosyncratic volatility anomaly: an asset decomposition perspective (Q1984493) (← links)
• Divergent risk-attitudes and endogenous collateral constraints (Q1995320) (← links)
• The role of household debt and delinquency decisions in consumption-based asset pricing (Q2000687) (← links)
• Momentum and reversal: the role of short selling (Q2002665) (← links)
• A unified model for regularized and robust portfolio optimization (Q2007869) (← links)
• Analysis of price differences between A and H shares (Q2011047) (← links)
• Bayesian MIDAS penalized regressions: estimation, selection, and prediction (Q2024454) (← links)
• Beta-anomaly: evidence from the Indian equity market (Q2036878) (← links)
• Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
• Size effect in Indian equity market: myth or reality? (Q2036885) (← links)
• Decomposing anomalies (Q2036927) (← links)
• Predicting stock prices based on informed traders' activities using deep neural networks (Q2037007) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Equilibrium asset pricing and the cross section of expected returns (Q2045093) (← links)
• Monitoring for a change point in a sequence of distributions (Q2054495) (← links)
• Geographic distribution of firms and expected stock returns (Q2054854) (← links)
• Idiosyncratic volatility, option-based measures of informed trading, and investor attention (Q2059296) (← links)
• Sparse portfolio selection via Bayesian multiple testing (Q2061782) (← links)