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DateTitle Authors
2013 The Size Effect in Value and Momentum Factors: Implications for the Cross-section of International Stock ReturnsAtanasov, Victoria / Nitschka, Thomas
2003 Simple and enlarged separation portfolios: On their use when arbitraging and synthesizing securitiesApreda, Rodolfo
2013 Measuring alpha in the fund management industry: Do female managers perform better?Babalos, Vassilis / Caporale, Guglielmo Maria / Philippas, Nikolaos
2014 Impact of Earnings Smoothness on Stock Prices, Stock Returns and Future Earnings Changes – the Polish ExperienceWelc, Jacek
2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets GoldilocksLedoit, Olivier / Wolf, Michael
2013 Nonparametric Multiple Change Point Analysis of the Global Financial CrisisAllen, David E. / McAleer, Michael / Powell, Robert J. / Singh, Abhay K.
2010 Can VAR models capture regime shifts in asset returns? A long-horizon strategic asset allocation perspectiveGuidolin, Massimo / Hyde, Stuart
2006 Price linkages between stock, bond and housing markets: Evidence from Finnish dataOikarinen, Elias
2012 Do wealthier households save more? The impact of the demographic factorBelke, Ansgar / Dreger, Christian / Ochmann, Richard
2010 How correlated are changes in banks' net interest income and in their present value?Memmel, Christoph

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