Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Reference57 articles.
1. Ang, A., Hodrick, R., Xing, Y. and Zhang, X. (2006) The cross-section of volatility and expected returns. Journal of Finance 61 (1): 259–299.
2. Anson, M. (2013/2014) Performance measurement in private equity: Another look at the lagged beta effect. The Journal of Private Equity 17 (1): 29–44.
3. Asness, C.S. (1995) The Power of Past Stock Returns to Explain Future Stock Returns. Goldman Sachs Asset Management, San Francisco, CA. Working Paper.
4. Asness, C. and Stevens, R. (1995) Intra- and Inter-Industry Variation in the Cross-Section of Expected Stock Returns. Goldman Sachs Asset Management, San Francisco, CA. Working Paper.
5. Asness, C., Krail, R.J. and Liew, J.M. (2001) Do hedge funds hedge? The Journal of Portfolio Management 28 (1): 6–19.
Cited by
13 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