Search results
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Title
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Essays in Empirical Asset Pricing
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Author
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Nie, Ziye
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Date Created
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2019
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Description
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The dissertation is composed of three essays that address the cross-sectional relation between firm characteristics and expected stock returns. Chapter 1, "Regime-switching and the Cross-Section of Expected Stock Returns", incorporates regime swit...
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Title
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Essays in Empirical Asset Pricing
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Author
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Nie, Ziye
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Date Created
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2019
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Subjects--Topical
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Finance
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Description
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The dissertation is composed of three essays that address the cross-sectional relation between firm characteristics and expected stock returns. Chapter 1, "Regime-switching and the Cross-Section of Expected Stock Returns", incorporates regime swit...
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Title
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Quantitative style investing, portfolio optimization, and factor models
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Author
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Dickson Jr., Robert
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Date Created
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2015
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Description
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This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...
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Title
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Quantitative style investing, portfolio optimization, and factor models
-
Author
-
Dickson Jr., Robert
-
Date Created
-
2015
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Subjects--Topical
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Finance
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Description
-
This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...
