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Style Investing

Benchmarks and Strategies

Bibliographic Data

ID19075176
AuthorsKateryna Shapovalova (0000-0001-6151-2139, corresponding author), Alexander Subbotin (Renaissance Services (United States))
Year2011
Publication date2011-01-01
Open AccessYes
TypeARTICLE
VenueSSRN Electronic Journal (REPOSITORY)
Journal identifiersISSN: 1556-5068 • E-ISSN: 1556-5068
PublisherRELX Group (Netherlands) (PUBLISHER • NL)
DOI10.2139/ssrn.1770729
OpenAlexW1558404383
LanguageEN
References cited23

Art · Business · Visual arts · Corporate Finance and Governance · Financial Markets and Investment Strategies · Market Dynamics and Volatility

  • Common risk factors in the returns on stocks and bonds

    Open Access•Eugene F Fama, Kenneth R French•Journal of Financial Economics•1993

  • Irrational Exuberance

    Robert J Shiller•Irrational Exuberance•2015

  • Returns Premia on Company Fundamentals

    Open Access•Kateryna Shapovalova, Alexander Subbotin et al.•SSRN Electronic Journal•2011

  • Are Value and Size Fundamentals Proxies for the Systematic Risk Factors

    Open Access•Kateryna Shapovalova, Alexander Subbotin et al.•SSRN Electronic Journal•2011

  • Value and Size Puzzles

    Open Access•Kateryna Shapovalova, Alexander Subbotin•SSRN Electronic Journal•2011

  • Consumption Risk and the Cross Section of Expected Returns

    Jonathan A Parker, Christian Julliard•Journal of Political Economy•2005

  • Resurrecting the (C)Capm

    Martin Lettau, Sydney C Ludvigson et al.•Journal of Political Economy•2001

Highly citedNo

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Open DOIOpen Access
Ethnos_APP • Open Source Project • MIT License • Frontend v2.0.0 • Privacy and Cookies • API Documentation: api.ethnos.app/docs • API Source Code: GitHub • DOI: 10.5281/zenodo.17049435 • Frontend Source Code: GitHub • DOI: 10.5281/zenodo.17050053 • cruz.rio.br • Expectantes Misericordiae