Working paper

Author(s) : Raman Uppal
To answer this question we first show that, with monthly rebalancing, an equal-weighted portfolio outperforms a value-weighted portfolio in terms of...
2014
Author(s) : Grigory Vilkov
To answer this question we first show that, with monthly rebalancing, an equal-weighted portfolio outperforms a value-weighted portfolio in terms of...
2014
Author(s) : Daniel Mantilla-Garcia
The level of the optimal time-varying multiplier turns out to be lower than the standard constant multiplier of CPPI for common parameter values. As...
2014
Author(s) : Timotheos Angelidis
The comparison between stock and country based factor portfolios suggests that country based value, size and momentum factor portfolios implemented...
2014
Author(s) : Nikolaos Tessaromatis
The comparison between stock and country based factor portfolios suggests that country based value, size and momentum factor portfolios implemented...
2014
Author(s) : Markus Glaser
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) : Markus Glaser
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) :
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) :
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) : Florencio Lopez-de-Silanes
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) : Florencio Lopez-de-Silanes
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) : Zacharias Sautner
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) : Zacharias Sautner
But it also presents additional findings that may be useful for family firms and firms with a large...
2014
Author(s) : Dominic OKane
In compression, market participants share position information via a third party company, TriOptima, which then proposes a set of trades which will “...
2014
Author(s) : Frank J. Fabozzi
Both of these hypotheses predict an inverse relationship between the number of ratings and a security’s funding cost; that is, more ratings will...
2014
Author(s) : Mike E. Nawas
Both of these hypotheses predict an inverse relationship between the number of ratings and a security’s funding cost; that is, more ratings will...
2014
Author(s) : Dennis Vink
Both of these hypotheses predict an inverse relationship between the number of ratings and a security’s funding cost; that is, more ratings will...
2014
Author(s) : Adrian Buss
The regulatory measures we study are the Tobin tax, shortsale constraints, and leverage constraints. The main contribution of our research is to...
2014
Author(s) : Bernard Dumas
The regulatory measures we study are the Tobin tax, shortsale constraints, and leverage constraints. The main contribution of our research is to...
2014
Author(s) : Raman Uppal
The regulatory measures we study are the Tobin tax, shortsale constraints, and leverage constraints. The main contribution of our research is to...
2014

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