Campus de Lille
Avenue Willy Brandt, Euralille
Université Lille Nord de France - Skema Business School
in Total Papers Downloads
in Total Papers Citations
commodities, active asset management, return predictability, Commitment of Traders report
Commodity, Risk premium, Hedging pressure, Term structure, Momentum
Capital Asset Pricing Model, Time-Varying Risk Premium
asset pricing, return predictability, mean-variance analysis, conditioning information
Investor Sentiment, Dynamic Asset Allocation
Return Predictability, Hedging Pressure, Timing Strategies
Asset pricing, return predictability
International asset pricing, Time-varying Risk Premia
Asset Pricing, Return Predictability, International Diversification
Asset Pricing, Factor Models, Size/Value Prmium, Momentum Effect
equity premium puzzle, conditioned diffusions, dividend yield regressions.
Country-specific asset pricing, Nonlinear SDF, Time-varying risk premiums
asset pricing, persistent predictors, stochastic discount factor bounds, conditioning information
Commodity futures, Hedging pressure, Active strategies
Asset Pricing, Portfolio Efficiency, Conditional Factor Models
return predictability, asset management
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