| Ref |
Author |
Project |
More |
2011-01
|
Richard Roll of UCLA Anderson School of Management, Kuntara Pukthuanthong of San Diego State University |
Factors
|
Details
|
| 2010-05 |
Joëlle Miffre of EDHEC Business School, Adrian Fernandez-Perez of Universidad de Las Palmas de Gran Canaria, Ana-Maria Fuertes of Cass Business School
|
New Portfolio Construction Methods for Commodities: Idiosyncratic Risk-
Based Strategies
|
Details
|
| 2009-06 |
Lauren Cohen, Christopher Malloy, Lukasz Pomorski Of, respectively: Harvard Business School and NBER; Harvard Business School; University of Toronto
|
Cloaked Trades
|
Details
|
| 2009-04 |
Andrea Buraschi, Fabio Trojani,
Andrea Vedolin Of, respectively: Imperial College London; University of Lugano; University of Lugano and LSE
|
When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility RiskPremia |
Details
|
| 2008-07 |
Bruno Deschamps and Christos Ioannidis
University of Bath, School of Management |
On the informativeness of economic forecasts for investors |
Details |