Number of items: 5.
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.
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.
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.
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).
Abhyankar, Abhay, 1951-, 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).
This list was generated on Sat May 18 02:52:34 2013 BST.