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Group by: Official Date | Item Type | Funder | No Grouping
Jump to: 2012 | 2010 | 2007 | 2005 | 2004
Number of items: 8.

2012

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. [ 🗎 Public].

2010

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.

2007

Basu, Devraj (2007) K-theory with R/Z coefficients and von Neumann algebras. K-Theory, Vol.38 (No.1). p. 83. doi:10.1007/s10977-007-9008-z

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.

2005

Basu, Devraj (2005) K-theory with R/Z coefficients and von Neumann algebras. K-Theory, Vol.36 (No.3-4). pp. 327-343. doi:10.1007/s10977-006-7110-2 ISSN 0920-3036.

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-).

2004

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-).

This list was generated on Mon Jan 30 21:57:04 2023 GMT.
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