Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Georges HHbner

Factoring Characteristics Into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

SSRN Electronic Journal

English

Related publications

New Evidence on the Portfolio Balance Approach to Currency Returns

SSRN Electronic Journal

English

The Conditional Relation Between Fama-French Betas and Return

SSRN Electronic Journal

English

A Strategy-Proof Test of Portfolio Returns

Quantitative Finance

English

Comparison of CAPM, Three-Factor Fama-French Model and Five-Factor Fama-French Model for the Turkish Stock Market

English

Timescale Betas and the Cross Section of Equity Returns: Framework, Application, and Implications for Interpreting the Fama–French Factors

Journal of Empirical Finance

English

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

English

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

SSRN Electronic Journal

English

Boolean Factoring and Decomposition of Logic Networks

English

An Application of Wavelets to Finance: The Three-Factor Fama/French Model

English