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.

• An M-estimator for tail dependence in arbitrary dimensions (Q693746) (← links)
• Realized jumps on financial markets and predicting credit spreads (Q737268) (← links)
• Exact and asymptotic tests on a factor model in low and large dimensions with applications (Q739589) (← links)
• Factor neutral portfolios (Q747746) (← links)
• Music sentiment and stock returns (Q777776) (← links)
• Multi-stage nested classification credibility quantile regression model (Q784406) (← links)
• Long-run operating performance of initial public offerings in Japanese over-the-counter market (1991--2001): Evidence and implications (Q816778) (← links)
• Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility (Q827252) (← links)
• Higher-order comoments and asset returns: evidence from emerging equity markets (Q829162) (← links)
• Rank-based tests of cross-sectional dependence in panel data models (Q830595) (← links)
• High-dimensional two-sample mean vectors test and support recovery with factor adjustment (Q830606) (← links)
• New evidence on risk factors, characteristics and the cross-sectional variation of Japanese stock returns (Q841851) (← links)
• Estimation of functionals of sparse covariance matrices (Q892255) (← links)
• Efficient MCMC sampling in dynamic mixture models (Q892446) (← links)
• Efficient inference about the tail weight in multivariate Student \(t\) distributions (Q897633) (← links)
• Testing covariates in high dimension linear regression with latent factors (Q901275) (← links)
• To explain or to predict? (Q906529) (← links)
• Broad-market return persistence and momentum profits (Q929678) (← links)
• How much stock return predictability can we expect from an asset pricing model? (Q988662) (← links)
• Regularized parameter estimation of high dimensional distribution (Q1015875) (← links)
• High frequency market microstructure noise estimates and liquidity measures (Q1018630) (← links)
• Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
• Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
• Financial modelling: Where to go? With an illustration for portfolio management (Q1278810) (← links)
• On the empirical identification of risk factors in arbitrage pricing models (Q1387945) (← links)
• Do CAPM results hold in a dynamic economy? A numerical analysis (Q1391662) (← links)
• Determinants of mutual fund underperformance: A Bayesian stochastic frontier approach (Q1410318) (← links)
• A framework for managing a portfolio of socially responsible investments. (Q1417555) (← links)
• A direct test for the mean variance efficiency of a portfolio. (Q1605419) (← links)
• Do we need multi-country models to explain exchange rate and interest rate and bond return dynamics? (Q1605424) (← links)
• Application of quantum master equation for long-term prognosis of asset-prices (Q1619308) (← links)
• Illiquidity premium and expected stock returns in the UK: a new approach (Q1619642) (← links)
• Adaptive test for mean vectors of high-dimensional time series data with factor structure (Q1622117) (← links)
• Portfolio management with targeted constant market volatility (Q1622522) (← links)
• A linear programming model for selection of sparse high-dimensional multiperiod portfolios (Q1622825) (← links)
• Testing for serial independence of panel errors (Q1623526) (← links)
• Dynamic factor multivariate GARCH model (Q1623556) (← links)
• Expected investment and the cross-section of stock returns (Q1629622) (← links)
• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Portfolio optimization based on stochastic dominance and empirical likelihood (Q1668578) (← links)
• Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
• Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386) (← links)
• Using principal component analysis to estimate a high dimensional factor model with high-frequency data (Q1676387) (← links)
• Optimal privatization portfolios in the presence of arbitrary risk aversion (Q1681178) (← links)
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence (Q1681292) (← links)
• Feature selection for portfolio optimization (Q1699122) (← links)
• Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
• Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
• Detecting irrelevant variables in possible proxies for the latent factors in macroeconomics and finance (Q1730160) (← links)
• Investor-friendly and robust portfolio selection model integrating forecasts for financial tendency and risk-averse (Q1730448) (← links)