Working paper

Author(s) : Noel Amenc
Such comparison has recently been provided in several articles written by promoters of fundamentally-based equity indices. In particular, Arnott (...
2012
Author(s) : Felix Goltz
Such comparison has recently been provided in several articles written by promoters of fundamentally-based equity indices. In particular, Arnott (...
2012
Author(s) : Shuyang Ye
Such comparison has recently been provided in several articles written by promoters of fundamentally-based equity indices. In particular, Arnott (...
2012
Author(s) : Hilary Till
Bankruptcies of financial firms are not unusual, so why did this one cause such consternation? Essentially...
2012
Author(s) : Hilary Till
Bankruptcies of financial firms are not unusual, so why did this one cause such consternation? Essentially...
2012
Author(s) :
Bankruptcies of financial firms are not unusual, so why did this one cause such consternation? Essentially...
2012
Author(s) :
Bankruptcies of financial firms are not unusual, so why did this one cause such consternation? Essentially...
2012
Author(s) : Yuliya PlyakhaGoethe
We find that the equal-weighted portfolio with monthly rebalancing outperforms the value- and price-weighted portfolios in terms of total mean return...
2012
Author(s) : Grigory Vilkov
We find that the equal-weighted portfolio with monthly rebalancing outperforms the value- and price-weighted portfolios in terms of total mean return...
2012
Author(s) : Georgios Angelopoulos
We measure the intangible value by means of a firm’s Intellectual Capital, which encompasses the intangible assets and the organizational knowledge...
2012
Author(s) : Daniel Giamouridis
We measure the intangible value by means of a firm’s Intellectual Capital, which encompasses the intangible assets and the organizational knowledge...
2012
Author(s) : Orestes Vlismas
We measure the intangible value by means of a firm’s Intellectual Capital, which encompasses the intangible assets and the organizational knowledge...
2012
Author(s) : Georgios Angelopoulos,
We document that these deviations are only temporary and the prices of the two insurance contracts revert to their usual level shortly after they...
2012
Author(s) : Daniel Giamouridis
We document that these deviations are only temporary and the prices of the two insurance contracts revert to their usual level shortly after they...
2012
Author(s) : Georgios Nikolakakis
We document that these deviations are only temporary and the prices of the two insurance contracts revert to their usual level shortly after they...
2012
Author(s) : Abel Cadenillas
In this paper we develop a framework that allows us to analyse when options are likely to be optimal for this purpose. We consider a dynamic setting...
2012
Author(s) : Jaksa Cvitanic
In this paper we develop a framework that allows us to analyse when options are likely to be optimal for this purpose. We consider a dynamic setting...
2012
Author(s) : Fernando Zapatero
In this paper we develop a framework that allows us to analyse when options are likely to be optimal for this purpose. We consider a dynamic setting...
2012
Author(s) : Timotheos Angelidis
Ignoring the self-reported benchmark results in different measurement of stock selection and timing components of excess performance. We revisit...
2012
Author(s) : Daniel Giamouridis
Ignoring the self-reported benchmark results in different measurement of stock selection and timing components of excess performance. We revisit...
2012

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