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Publications by Robert F. Whitelaw

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

SSRN Electronic Journal
2011English

MaxVaR: Long Horizon Value at Risk in a Mark-To-Market Environment

SSRN Electronic Journal
2004English

The Myth of Long-Horizon Predictability

SSRN Electronic Journal
2005English

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