Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Rossen Valkanov

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

English

Related publications

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

SSRN Electronic Journal

English

Crisis “Shock Factors” and the Cross-Section of Global Equity Returns

English

. . . And the Cross-Section of Expected Returns

English

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

English

Risk and the Cross Section of Stock Returns

Journal of Financial Economics

English

Country-Specific Equity Market Characteristics and Foreign Equity Portfolio Allocation

Journal of International Money and Finance

English

Heterogeneous Beliefs and the Cross Section of Asset Returns

SSRN Electronic Journal

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

Investor Sentiment and the Cross-Section of Stock Returns

English