Andrew L. Detzel

University of Denver - Daniels College of Business

Assistant Professor

2101 S. University Blvd

Denver, CO 80208

United States

http://portfolio.du.edu/adetzel

SCHOLARLY PAPERS

5

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1,697

CITATIONS
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Top 36,254

in Total Papers Citations

5

Scholarly Papers (5)

1.

The Asset Pricing Implications of Government Economic Policy Uncertainty

Management Science 61(1), January 2015
Number of pages: 53 Posted: 04 Jun 2012 Last Revised: 18 Apr 2015
Jonathan Brogaard and Andrew L. Detzel
University of Washington - Department of Finance and Business Economics and University of Denver - Daniels College of Business
Downloads 1,059 (9,574)
Citation 5

Abstract:

Political Uncertainty, Asset Pricing, Risk Premium

2.

Monetary Policy Surprises, Investment Opportunities, and Asset Prices

Paris December 2015 Finance Meeting EUROFIDAI - AFFI, Journal of Financial Research, Forthcoming
Number of pages: 50 Posted: 11 Jan 2015 Last Revised: 09 Apr 2017
Andrew L. Detzel
University of Denver - Daniels College of Business
Downloads 95 (100,995)

Abstract:

Monetary Policy, Cross-section of Stock Returns, ICAPM

3.

Differences in Short-Term Performance Persistence by Mutual Fund Equity Class

Posted: 19 Apr 2014 Last Revised: 16 Jul 2016
Andrew L. Detzel and F. Larry Detzel
University of Denver - Daniels College of Business and California State University San Marcos

Abstract:

Mutual Funds, Market Efficiency, Performance Persistence

4.

Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios

Review of Finance, Forthcoming
Number of pages: 64 Posted: 01 Jul 2016 Last Revised: 01 Jul 2017
Andrew L. Detzel and Jack Strauss
University of Denver - Daniels College of Business and University of Denver - Reiman School of Finance
Downloads 0 (527,657)

Abstract:

Industry Return Predictability, Portfolio Allocation, Book-to-Market

5.

The Dog Has Barked for a Long Time: Dividend Growth Is Predictable

Posted: 16 Mar 2016 Last Revised: 05 Jul 2017
Andrew L. Detzel and Jack Strauss
University of Denver - Daniels College of Business and University of Denver - Reiman School of Finance

Abstract:

Dividend growth, Return predictability