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Basu, Devraj


 SSRN Author Rank: 1,826 by Downloads
 

Skema Business School


 Avenue Willy Brandt
 Lille, 59777
 France
 email address

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. Basu, Devraj's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
10,147
Total
Citations
28
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
How to Time the Commodity Market | Show Abstract | Download |
Journal of Derivatives & Hedge Funds, Vol. 16, No. 1, pp. 1-8, 2010
Working Paper Series
Basu, Devraj
Skema Business School
Oomen, Roel C. A.
Deutsche Bank AG
Stremme, Alexander
University of Warwick - Finance Group
Posted:
22 Jun 06
Last Revised:
18 Mar 14
2,765
(1,855)
2

2.  
Basu, Devraj
Skema Business School
Miffre, Joelle
EDHEC Business School
Posted:
12 Feb 09
Last Revised:
09 Jan 13
1,443
(5,847)
5

3.  
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
20 Mar 07
1,072
(9,555)
1

4.  
Basu, Devraj
Skema Business School
Miffre, Joelle
EDHEC Business School
Posted:
04 Mar 09
Last Revised:
01 Apr 09
906
(12,397)
1

5.  
Abhyankar, Abhay
University of Exeter Business School, University of Exeter
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
26 Mar 02
581
(23,634)
 

6.  
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation? | Show Abstract | Download |
EFA 2006 Zurich Meetings Paper, Cass Business School Research Paper, Durham Business School Working Paper
Working Paper Series
Basu, Devraj
Skema Business School
Hung, Chi-Hsiou Daniel
Adam Smith Business School
Oomen, Roel C. A.
Deutsche Bank AG
Stremme, Alexander
University of Warwick - Finance Group
Posted:
08 Mar 06
517
(27,736)
2

7.   Incl. Electronic Paper
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
17 Mar 08
Last Revised:
18 Mar 14
467
(31,756)
 

8.  
The Optimal Use of Return Predictability: An Empirical Analysis | Show Abstract | Download |
EFA 2005 Moscow Meetings Paper, Cass Business School Research Paper
Working Paper Series
Abhyankar, Abhay
University of Exeter Business School, University of Exeter
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
02 Mar 05
462
(32,185)
10

9.  
International Asset Pricing and Time-Varying Risk Premia | Show Abstract | Download |
EFA 2007 Ljubljana Meetings Paper
Working Paper Series
Basu, Devraj
Skema Business School
Hung, Chi-Hsiou Daniel
Adam Smith Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
27 Feb 07
433
(34,981)
 

10.  
Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper, Cass Business School Research Paper
Working Paper Series
Abhyankar, Abhay
University of Exeter Business School, University of Exeter
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
04 Mar 02
296
(55,378)
2

11.  
Basu, Devraj
Skema Business School
Hung, Chi-Hsiou Daniel
Adam Smith Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
05 Mar 07
283
(58,320)
 

12.  
Asset Pricing Anomalies and Time-Varying Betas: A New Specification Test for Conditional Factor Models | Show Abstract | Download |
EFA 2006 Zurich Meetings, Cass Business School Research Paper
Working Paper Series
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
15 Mar 06
272
(60,962)
3

13.  
Conditioned Diffusions and the Equity Premium | Show Abstract | Download |
Cass Business School Research Paper
Working Paper Series
Basu, Devraj
Skema Business School
Posted:
22 Jul 01
226
(74,346)
 

14.  
Basu, Devraj
Skema Business School
Hung, Chi-Hsiou Daniel
Adam Smith Business School
Posted:
03 Mar 08
Last Revised:
06 May 09
225
(74,681)
 

15.  
Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: An Empirical Study | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 591, Cass Business School Research Paper
Working Paper Series
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
24 Jul 03
105
(146,016)
 

16.  
Basu, Devraj
Skema Business School
Szymanowska, Marta
Erasmus University Rotterdam (EUR) - Department of Finance
Posted:
15 Feb 11
Last Revised:
17 Jun 13
90
(162,218)
 

17.  
International Dynamic Asset Allocation and Return Predictability | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 37, No. 7-8, pp. 1008-1025, July/August 2010
Accepted Paper Series
Basu, Devraj
Skema Business School
Oomen, Roel C. A.
Deutsche Bank AG
Stremme, Alexander
University of Warwick - Finance Group
Posted:
20 Sep 10
4
(367,919)
2

18.  
Cay Revisited: Can Optimal Scaling Resurrect the (C)Capm? | Show Abstract |
Cass Business School Research Paper
Working Paper Series
Basu, Devraj
Skema Business School
Stremme, Alexander
University of Warwick - Finance Group
Posted:
16 Mar 06
 

19.  
Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions? | Show Abstract |
Journal of Financial and Quantitative Analysis, Cass Business School Research Paper
Accepted Paper Series
Abhyankar, Abhay
University of Exeter Business School, University of Exeter
Basu, Devraj
Skema Business School
Posted:
11 Feb 01
 


Records 1 - 19 of 19 matches
[ 1 ]
. Basu, Devraj's Other Papers Note: the statistics on these "Other Papers" are not used in determining an Author's rank.
Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
289
Total
Citations
10
Authors Date Downloads
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts     Legend
1.  
Basu, Devraj
Skema Business School
Abhyankar, Abhay
University of Exeter Business School, University of Exeter
Stremme, Alexander
University of Warwick - Finance Group
Posted:
22 Mar 05
289
10


Records 1 - 1 of 1 matches
[ 1 ]

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