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Rodriguez, Juan Carlos's
Scholarly Papers
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Total Downloads
3,374 |
Total
Citations
7 |
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Koijen, Ralph S. J. University of Chicago - Booth School of Business Rodriguez, Juan Carlos Tilburg University and CentER Sbuelz, Alessandro Catholic University of Milan - Department of Mathematics, Quantitative Finance, and Econometrics
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07 Jun 06
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Last Revised:
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28 Jan 09
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3,237
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7
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Return predictability, Momentum, Mean reversion, Portfolio choice
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Rodriguez, Juan Carlos Tilburg University and CentER
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129
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Volatility, Hedging demand.
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3.
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Dai, Renxiang affiliation not provided to SSRN Rodriguez, Juan Carlos Tilburg University and CentER Schumacher, J. M. Tilburg University - Center for Economic Research (CentER)
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4.
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Rodriguez, Juan Carlos Tilburg University and CentER
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Equity premium, volatility, transitory shocks
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5.
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Rodriguez, Juan Carlos Tilburg University and CentER
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Financial Crises, Contagion
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Records 1 -
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