E-LIB Suche - Ergebnisse für: Rubesam, Alexandre

1

Forecasting realized volatility: Does anything beat linear ..:

Branco, Rafael R. ; Rubesam, Alexandre ; Zevallos, Mauricio
Journal of Empirical Finance. 78 (2024) - p. 101524 , 2024

2

Covid-19 and herding in global equity markets:

Rubesam, Alexandre ; Raimundo Júnior, Gerson de Souza
Journal of Behavioral and Experimental Finance. 35 (2022) - p. 100672 , 2022

Link: https://doi.org/10.1016/..

3

Machine learning portfolios with equal risk contributions: ..:

Rubesam, Alexandre
Emerging Markets Review. 51 (2022) - p. 100891 , 2022

Link: https://doi.org/10.1016/..

4

Beta herding through overconfidence: A behavioral explanati..:

Hwang, Soosung ; Rubesam, Alexandre ; Salmon, Mark
Journal of International Money and Finance. 111 (2021) - p. 102318 , 2021

Link: https://doi.org/10.1016/..

5

Bayesian Selection of Asset Pricing Factors Using Individua..:

Hwang, Soosung ; Rubesam, Alexandre
Journal of Financial Econometrics. 20 (2020) 4 - p. 716-761 , 2020

Link: https://doi.org/10.1093/..

6

The disappearance of momentum:

Hwang, Soosung ; Rubesam, Alexandre
The European Journal of Finance. 21 (2013) 7 - p. 584-607 , 2013

Link: https://doi.org/10.1080/..

7

The Disappearance of Momentum:

Hwang, Soosung ; Rubesam, Alexandre
The European Journal of Finance. 21:7 (2013) 584-607 - p. , 2013

Link: https://ssrn.com/abstrac..

8

A behavioral explanation of the value anomaly based on time..:

Hwang, Soosung ; Rubesam, Alexandre
Journal of Banking & Finance. 37 (2013) 7 - p. 2367-2377 , 2013

Link: https://doi.org/10.1016/..

9

Beta herding through overconfidence: A behavioral explanati..:

Hwang, Soosung ; Rubesam, Alexandre ; Salmon, Mark
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jimonfin.2020.102318. , 2021

Link: https://hal.science/hal-..

10

Beta herding through overconfidence: A behavioral explanati..:

Hwang, Soosung ; Rubesam, Alexandre ; Salmon, Mark
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jimonfin.2020.102318. , 2021

Link: https://hal.science/hal-..

11

Beta herding through overconfidence: A behavioral explanati..:

Hwang, Soosung ; Rubesam, Alexandre ; Salmon, Mark
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jimonfin.2020.102318. , 2021

Link: https://hal.science/hal-..

12

Minimum Variance Portfolios in the Brazilian Equity Market ..:

Rubesam, Alexandre ; Beltrame, André Lomonaco
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/5830/7838. , 2013

Link: http://bibliotecadigital..

13

Minimum Variance Portfolios in the Brazilian Equity Market:

Alexandre Rubesam ; André Lomonaco Beltrame
http://bibliotecadigital.fgv.br/ojs/index.php/rbfin/article/view/5830/7838. , 2013

Link: https://doaj.org/article..