Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Aleksander Sobczyk"'
Publikováno v:
Public Health Reviews, Vol 45 (2024)
Externí odkaz:
https://doaj.org/article/a7edacd54d97401f88816407f4baab82
Publikováno v:
Financial Analysts Journal. 77:69-88
Using data on 1,312 active US equity mutual funds with $3.9 trillion in assets under management, we analyzed the link between funds’ bottom-up, holdings-based environmental, social, and governance ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18f42c4d9680f7e680cdf57adc170a46
https://doi.org/10.1080/0015198x.2020.1816366
https://doi.org/10.1080/0015198x.2020.1816366
Publikováno v:
The Journal of Portfolio Management. 46:90-103
Alpha and factor loadings differ in the assumed models for systematic risk and based on the estimation method. Using data on 1,312 US equity active mutual funds with $3.9 trillion in assets under management, the authors found that the estimated alpha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7082fc37d48c07142b0e6d2e2d9d8c0e
https://doi.org/10.3905/jpm.2020.1.142
https://doi.org/10.3905/jpm.2020.1.142
Autor:
Aleksander Sobczyk, Ananth Madhavan
Publikováno v:
The Journal of Financial Data Science. 1:111-121
In this article, the authors use textual analysis to create an investable, dynamic portfolio to mimic the factor characteristics of private equity. First, using textual analysis, they identify firms taken private by those firms in the 10-year period
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::28f16bc35d41da1e9a4194719fc49d72
https://doi.org/10.3905/jfds.2019.1.1.111
https://doi.org/10.3905/jfds.2019.1.1.111
Autor:
Ananth Madhavan, Aleksander Sobczyk
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1cb95e1b0743768469c698aa2bf5145b
https://doi.org/10.2139/ssrn.3740767
https://doi.org/10.2139/ssrn.3740767
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1899194bc52eae1ee94929746647d493
https://doi.org/10.2139/ssrn.3633602
https://doi.org/10.2139/ssrn.3633602
Publikováno v:
The Journal of Trading. 13:62-70
The over-the-counter global corporate bond market, characterized by opacity and illiquidity, is undergoing a rapid transformation driven by new regulations and technology. Bond exchange-traded funds (ETFs) offer one vision of the possible future of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ee26425bd11b34a2205ab391c89b55fc
https://doi.org/10.3905/jot.2018.13.4.062
https://doi.org/10.3905/jot.2018.13.4.062
Publikováno v:
The Journal of Portfolio Management. 44:46-59
The authors examine the factor exposures of several popular market-capitalization indexes and how they vary over time. The authors find that most market-capitalization-weight indexes are effectively exposed to only two or three factors, with value an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12c522e18bb4ce91202c242bedda103a
https://doi.org/10.3905/jpm.2018.44.4.046
https://doi.org/10.3905/jpm.2018.44.4.046
Publikováno v:
The Journal of Index Investing. 7:41-50
Minimum volatility (min vol) strategies are smart beta strategies that are designed to minimize risk. In the past 12 months, ending June 30, 2016, there were $7.8 billion flows into a total of 17 U.S.-equity exchange-traded fund min vol strategies. T
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bbaa5a51e9cd569bddde6c6069b439e
https://doi.org/10.3905/jii.2017.7.4.041
https://doi.org/10.3905/jii.2017.7.4.041
Publikováno v:
The Journal of Trading. 13:59-61
In our original JOT paper, we described a logical approach to developing and implementing an intraday intrinsic value estimate. The approach is “bottoms up” or bond-by-bond, based on adjustments to previous quotes or trade prices for subsequent m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c234b22c7ea3a2324c1bbfbd5aeb040b
https://doi.org/10.3905/jot.2018.1.065
https://doi.org/10.3905/jot.2018.1.065