Search results
Results: 5
Number of items: 5
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Cosemans, M. (2011). The pricing of long and short run variance and correlation risk in stock returns. University of Amsterdam Business School. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1825934 -
Cosemans, M., Frehen, R., Schotman, P. C., & Bauer, R. (2010). Estimating security betas using prior information based on firm fundamentals. University of Amsterdam. https://www.researchgate.net/publication/228267422_Estimating_Security_Betas_Using_Prior_Information_Based_on_Firm_Fundamentals
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Bauer, R., Cosemans, M., & Eichholtz, P. (2009). Option trading and individual investor performance. Journal of Banking & Finance, 33(4), 731-746. https://doi.org/10.1016/j.jbankfin.2008.11.005
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