Does one model fit all in global equity markets? Some insight into market factor based strategies in enhancing alpha
Author:
Affiliation:
1. Faculty of Finance; St. Francis Institute of Management and Research; Mumbai India
2. President Emeritus of SMART International Holdings, Inc. in Delaware; USA
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1710/fullpdf
Reference59 articles.
1. Asset pricing with liquidity risk;Acharya;Journal of Financial Economics,2005
2. Discriminant Analysis and the Prediction of Corporate Bankruptcy;Altman;The Journal of Finance,1968
3. Leverage aversion and risk parity;Asness;Financial Analysts Journal,2012
4. Asness , C. S. Frazzini , A. Pedersen , L. H. 2017 Quality Minus Junk http://dx.doi.org/10.2139/ssrn.2312432
5. Market Timing and Capital Structure;Baker;The Journal of Finance,2002
Cited by 15 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Enhancing portfolio management using artificial intelligence: literature review;Frontiers in Artificial Intelligence;2024-04-08
2. Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste;Journal of Risk and Financial Management;2023-11-12
3. Fossil fuel divestment and energy prices: Implications for economic agents;Journal of Economic Behavior & Organization;2023-10
4. Information interaction among institutional investors and stock price crash risk based on multiplex networks;International Review of Financial Analysis;2023-10
5. Machine Learning, ESG Indicators, and Sustainable Investment;Financial Risk Management and Climate Change Risk;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3