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Publications by Mateusz Wywiał

Cross-Sectional Returns With Volatility Regimes From a Diverse Portfolio of Emerging and Developed Equity Indices

English

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Emerging Equity Market Volatility

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

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

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An Examination of Component Returns and Volatility for Country-Specific Equity Funds in Emerging Markets: Evidence From Asian Financial Crisis

China-USA Business Review

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Joint Extreme Events in Equity Returns and Liquidity and Their Cross-Sectional Pricing Implications

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Analyzing Risks and Returns in Emerging Equity Markets

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Robust Reverse Engineering of Cross Sectional Returns and Improved Portfolio Allocation Performance Using the CAPM

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Analysing Volatility in Equity Indices � a Markov Approach for Botswana Domestic Company Indices

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Estimating Stochastic Volatility: The Rough Side to Equity Returns

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