Number of items: 7.
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-).
This list was generated on Wed Jan 27 07:24:14 2021 GMT.