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Number of items: 7.
Abhyankar, Abhay, Basu, Devraj and Stremme, Alexander (2012) The optimal use of return predictability : an empirical study. Journal of Financial and Quantitative Analysis, Volume 47 (Number 05). pp. 973-1001. doi:10.1017/S0022109012000415 ISSN 0022-1090.
Basu, Devraj, Oomen, Roel and Stremme, Alexander (2010) International dynamic asset allocation and return predictability. Journal of Business Finance & Accounting, Vol.37 (No.7-8). pp. 1008-1025. doi:10.1111/j.1468-5957.2010.02195.x ISSN 0306-686X.
Basu, Devraj, Oomen, Roel and Stremme, Alexander (2010) How to time the commodities markets. Journal of Derivatives & Hedge Funds , Vol.16 (No.1). pp. 1-8. doi:10.1057/jdhf.2010.4 ISSN 1753-9641.
Abhyankar, Abhay, Basu, Devraj and Stremme, Alexander (2007) Portfolio efficiency and discount factor bounds with conditioning information: an empirical study. Journal of Banking & Finance, Vol.31 (No.2). pp. 419-437. doi:10.1016/j.jbankfin.2006.06.016 ISSN 0378-4266.
Basu, Devraj and Stremme, Alexander (2005) CAY revisited: can optimal scaling resurrect the (C)CAPM? Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
Basu, Devraj, Abhyankar, Abhay and Stremme, Alexander (2005) The optimal use of return predictability : an empirical analysis. In: AFA 2006 Boston Meetings Paper. Published in: SSRN Electronic Journal doi:10.2139/ssrn.687083 ISSN 1556-5068.
Abhyankar, Abhay, Basu, Devraj and Stremme, Alexander (2004) Portfolio efficiency and discount factor bounds with conditioning information: a unified approach. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
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