Discussion paper DP16319 Best Short Pasquale Della Corte Robert Kosowski Nikolaos Rapanos 2 Jul 2021 Financial Economics G14 G15 G23
Discussion paper DP15653 Currency Anomalies Söhnke Bartram Leslie Djuranovik Anthony Garratt 8 Jan 2021 Financial Economics International Macroeconomics and Finance F31 G12 G15
Discussion paper DP13974 A Supply and Demand Approach to Equity Pricing Laurent E. Calvet Sebastien Betermier Evan Jo 31 Aug 2019 Financial Economics G11 G12
Discussion paper DP13395 Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? Martin Lettau Sydney Ludvigson Paulo Manoel 14 Dec 2018 Financial Economics
Discussion paper DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns Martin Lettau Markus Pelger 14 Jul 2018 Financial Economics C14 C52 C58 G12
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
Discussion paper DP12417 A Portfolio Perspective on the Multitude of Firm Characteristics Victor DeMiguel Alberto Martin-Utrera Raman Uppal 1 Nov 2017 Financial Economics G11