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Bradley, Brendan's
Scholarly Papers
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Total Downloads
3,868 |
Total
Citations
33 |
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1.
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Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
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Baker, Malcolm P. Harvard Business School Bradley, Brendan Acadian Asset Management Inc., USA Wurgler, Jeffrey NYU Stern School of Business
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Posted:
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06 Apr 10
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Last Revised:
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16 Feb 12
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2,505
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25
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Baker, Malcolm P. Harvard Business School Bradley, Brendan Acadian Asset Management Inc., USA Wurgler, Jeffrey NYU Stern School of Business
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Behavioral Finance, Behavioral Biases, Limits to Arbitrage, Equity Investments, Portfolio Management: Risk Management
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Baker, Malcolm P. Harvard Business School Bradley, Brendan Acadian Asset Management Inc., USA Wurgler, Jeffrey NYU Stern School of Business
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06 Apr 10
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Last Revised:
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16 Feb 12
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2,505
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25
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2.
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Baker, Malcolm P. Harvard Business School Bradley, Brendan Acadian Asset Management Inc., USA Taliaferro, Ryan Acadian Asset Management
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585
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1
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low volatility, beta, portfolio construction, market efficiency, capital asset pricing model
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3.
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Bradley, Brendan Acadian Asset Management Inc., USA Taqqu, Murad S. Boston University - Department of Mathematics and Statistics
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326
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4
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Contagion, local correlation, correlation breakdown, crisis period
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4.
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Bradley, Brendan Acadian Asset Management Inc., USA Taqqu, Murad S. Boston University - Department of Mathematics and Statistics
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252
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1
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Contagion, local correlation, correlation breakdown, crisis period
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5.
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Bradley, Brendan Acadian Asset Management Inc., USA Taqqu, Murad S. Boston University - Department of Mathematics and Statistics
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200
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2
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Contagion, local correlation, correlation breakdown, crisis period
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Records 1 -
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