Jun 30 2024 Ying Lun Cheung   Identification of matrix-valued factor models   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Clark Lundberg   Identifying horizon-based heterogeneity in the cross section of portfolio returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 04 2016 Aneel Keswani , David Stolin and Maxim Zagonov   UK fund returns and sector diversification   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 06 2014 Enareta Kurtbegu and Juliana Caicedo-llano   European equity fund managers: luck or skill?!   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 22 2012 Gijsbert Suren and Guilherme Moura   Heteroskedastic Dynamic Factor Models: A Monte Carlo Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2012 Carmine Trecroci   Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 14 2010 Gilles Dufrenot , Valerie Mignon and Anne Peguin-Feissolle   Testing the finance-growth link: is there a difference between developed and developing countries?   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2010 Julien Chevallier   Volatility forecasting of carbon prices using factor models   Abstract  Contact Information  Citation  Full Text  -  Note