Limits to mutual funds' ability to rely on mean/variance optimization

von Karagiannidis, Iordanis
Veröffentlicht in Journal of empirical finance (2016)

Diversification strategies : do limited data constrain inverstors?

von Murtazashvili, Irina
Veröffentlicht in The journal of financial research (2013)

The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors

von Murtazashvili, Irina
Veröffentlicht in Journal of banking & finance (2012)

Does idiosyncratic risk matter for individual securities?

von Vozlyublennaia, Nadia
Veröffentlicht in Financial management (2012)

Investor attention, index performance, and return predictability

von Vozlyublennaia, Nadia
Veröffentlicht in Journal of banking & finance (2014)

The cross-section of dynamics in idiosyncratic risk

von Vozlyublennaia, Nadia
Veröffentlicht in Journal of empirical finance (2011)

Do firm characteristics matter for the dynamics of idiosyncratic risk?

von Vozlyublennaia, Nadia
Veröffentlicht in Journal of international financial markets, institutions & money (2013)

When do characteristics-sorted factors mechanically explain returns?

von Murtazashvili, Irina
Veröffentlicht in Journal of international financial markets, institutions & money (2013)

Dynamic correlation structure and security risk

von Vozlyublennaia, Nadia
Veröffentlicht in Journal of economics & business (2014)

The role of data limitations, seasonality and frequency in asset pricing models

von Murtazashvili, Irina
Veröffentlicht in Journal of international financial markets, institutions & money (2012)