1

Exchange-traded funds, liquidity and volatility

Year:
2014
Language:
english
File:
PDF, 398 KB
english, 2014
3

Factor Momentum and the Momentum Factor

Year:
2017
Language:
english
File:
PDF, 687 KB
english, 2017
7

A note on minimum riskiness hedge ratio

Year:
2015
Language:
english
File:
PDF, 367 KB
english, 2015
9

Effects of Passive Intensity on Aggregate Price Dynamics

Year:
2015
Language:
english
File:
PDF, 340 KB
english, 2015
11

Effects of Passive Intensity on Aggregate Price Dynamics

Year:
2014
Language:
english
File:
PDF, 481 KB
english, 2014
12

The Cross-Section of Expected Returns in the Secondary Corporate Loan Market

Year:
2015
Language:
english
File:
PDF, 375 KB
english, 2015