Stebėti
Andrew L Detzel
Andrew L Detzel
Patvirtintas el. paštas baylor.edu - Pagrindinis puslapis
Pavadinimas
Cituota
Cituota
Metai
The asset-pricing implications of government economic policy uncertainty
J Brogaard, A Detzel
Management science 61 (1), 3-18, 2015
16332015
Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals
A Detzel, H Liu, J Strauss, G Zhou, Y Zhu
Financial management 50 (1), 107-137, 2021
150*2021
Do limits to arbitrage explain the benefits of volatility-managed portfolios?
P Barroso, A Detzel
Journal of Financial Economics 140 (3), 744-767, 2021
912021
Model comparison with transaction costs
AL Detzel, R Novy-Marx, M Velikov
Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2021
76*2021
The volatility puzzle of the low-risk anomaly
P Barroso, AL Detzel, PF Maio
Available at SSRN, 2021
42*2021
Combination return forecasts and portfolio allocation with the cross-section of book-to-market ratios
A Detzel, J Strauss
Review of Finance 22 (5), 1949-1973, 2018
232018
Expected versus ex post profitability in the cross‐section of industry returns
A Detzel, P Schaberl, J Strauss
Financial Management 48 (2), 505-536, 2019
102019
The cross-section of volatility and expected returns: Then and now
AL Detzel, J Duarte, A Kamara, S Siegel, C Sun
Available at SSRN 3455609, 2019
102019
Monetary policy surprises, investment opportunities, and asset prices
A Detzel
Journal of Financial Research 40 (3), 315-348, 2017
82017
Inequality and risk premia
J Brogaard, A Detzel, PTH Ngo
Available at SSRN, 2015
82015
The volatility puzzle of the beta anomaly
P Barroso, AL Detzel, PF Maio
Available at SSRN 3882108, 2023
62023
There are two very different accruals anomalies
A Detzel, P Schaberl, J Strauss
European Financial Management 24 (4), 581-609, 2018
62018
The cross-section of volatility and expected returns: Then and now
A Detzel, J Duarte, A Kamara, S Siegel, C Sun
Critical Finance Review 12 (1-4), 9-56, 2023
32023
An investment strategy based on news sentiment words and its empirical performance
YT Chen, CY Yu, SY Lin
The Journal of Investing 33 (5), 55-67, 2024
22024
The dog has barked for a long time: Dividend growth is predictable
AL Detzel, J Strauss
Available at SSRN 2981491, 2016
22016
Can allocation strategies create superior alpha
DK Malhotra, E Hadad, R Kashyap, JB Guerard Jr, CF Lee, C Geczy, ...
J Invest. https://www. pm-research. com/content/iijinvest/early/2024/04/08 …, 2024
12024
Practice What You Preach: Strategy Consistency and Mutual Fund Performance
AL Detzel, CT Howard, JB Guerard Jr, CF Lee, C Geczy, B Bruce, S Todd, ...
Working Paper (May), 2021
12021
Differences in Short-Term Performance Persistence by Mutual Fund Equity Class.
A Detzel, L Detzel
Banking & Finance Review 8 (1), 2016
12016
The volatility puzzle of the beta anomaly
P Barroso, A Detzel, PFM Maio
Journal of Financial Economics 165, 103994, 2025
2025
Additive Determination of an Investor’s Risk Tolerance in Asset Allocation
S Patel, B Bruce, R Kashyap, DK Malhotra, E Hadad, R Brown, AL Detzel, ...
Portfolio Management Research, 34, 2024
2024
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Straipsniai 1–20