1 – 10 of 10
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2010
-
Mark
Book-to-Market and Size Effect: Compensations for risks or outcomes of market inefficiencies
(
- Contribution to journal › Article
- 2009
-
Mark
An analysis of momentum and contrarian anomalies using an orthogonal portfolio approach
(
- Contribution to journal › Article
- 2006
-
Mark
Home Bias in European Countries within a Bayesian Framework
(
- Contribution to journal › Article
- 2005
-
Mark
A Critical Investigation of the Explanatory Role of Factor Mimicking Portfolios
(
- Contribution to journal › Article
-
Mark
Evaluating the Importance of Missing Risk Factors Using the Optimal Orthogonal Portfolio Approach
(
- Contribution to journal › Article
-
Mark
Estimation of Common Components of European Equity Indices: A Latent Factor Approach
(
- Contribution to journal › Article
- 2003
-
Mark
The Explanatory Role of Factor Portfolios for Industries Exposed to Foreign Competition
(
- Contribution to journal › Article
- 2002
-
Mark
Cross Sectional Analysis of the Swedish Stock Market
2002) In Working Papers. Department of Economics, Lund University(
- Working paper/Preprint › Working paper
- 2001
-
Mark
Equity Risk Factors for a Small Open Economy: A Risk Management Perspective
(
- Contribution to journal › Article
- 2000
-
Mark
Cross Sectional Analysis of Stock Returns with Time-varying Beta
(
- Contribution to journal › Article