Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Nima Vafai"'
Autor:
Nima Vafai
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6808d5af03ad4e429a065e0602ff17ed
https://doi.org/10.2139/ssrn.4124495
https://doi.org/10.2139/ssrn.4124495
Autor:
Nima Vafai, David A. Rakowski
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a039d5bfabb7428f2c606caba5012ed0
https://doi.org/10.2139/ssrn.4005351
https://doi.org/10.2139/ssrn.4005351
Publikováno v:
SSRN Electronic Journal.
Identifying the stable long term relationship between factors and asset returns is the main challenge of factor investing. By adopting a two-step regression methodology and controlling the impact of the business cycle, this study investigates industr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::29187a83d9ba24d5ee192abf88cb0db8
https://doi.org/10.2139/ssrn.3705001
https://doi.org/10.2139/ssrn.3705001