Charles Clarke

University of Kentucky - Finance

Assistant Professor

Gatton School of Business and Economics

Department of Finance and Quantitative Methods

Lexington, KY 40506

United States

http://https://sites.google.com/site/charlievclarke/

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 19,603

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Top 19,603

in Total Papers Downloads

2,546

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

The Level, Slope and Curve Factor Model for Stocks

Number of pages: 85 Posted: 19 Nov 2014 Last Revised: 23 Feb 2020
Charles Clarke
University of Kentucky - Finance
Downloads 2,327 (5,895)
Citation 7

Abstract:

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Empirical Asset Pricing, Factor Models

2.

Characteristics and the Cross-Section of Covariances

Number of pages: 61 Posted: 22 Mar 2018 Last Revised: 10 Feb 2020
Charles Clarke and Matthew Linn
University of Kentucky - Finance and Isenberg School of Management, University of Massachusetts
Downloads 219 (144,960)

Abstract:

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Empricial Asset Pricing, Cross-Section of Stocks, Covariance Estimation, Portfolio Optimization