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Scenarios for Risk Management and Global Investment Strategies
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Scenarios for Risk Management and Global Investment Strategies (2007)Scenarios for Risk Management and Global …Stock market crashes in 2007–2009: were we able to predict them? (2012)Stock market crashes in 2007–…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…Market Liquidity: Asset Pricing, Risk, and Crises (2012)Market Liquidity: Asset Prici…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)International Reserves for Emerging Economies: A Liquidity Approach (2016)Social norms and market outcomes: The effects of religious beliefs on stock markets (2017)Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic (2022)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)“Options, Futures, and Other Derivatives” (2016)Relation-Aware Transformer for Portfolio Policy Learning (2020)Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system (2022)Inflation, Rational Valuation and the Market (1979)Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (1995)Inflation Illusion and Stock Prices (2004)When to Sell Apple and the Nasdaq? Trading Bubbles with a Stochastic Disorder Model (2014)Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models? (2017)Bubble detection and sector trading in real time (2018)
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  • 2012Online Portfolio Selection: A Survey68 cited
  • 2012Market Liquidity: Asset Pricing, Risk, and Crises51 cited
  • 2012Stock market crashes in 2007–2009: were we able to predict them?37 cited

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