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

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

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

2007

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

2005

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 ISSN 1556-5068. doi:10.2139/ssrn.687083

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-).