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This article builds on previous work in Economic & Labour Market Review which treated expenditure on...
Two types of sensitivity indices were developed in this paper, one internal to the total test and th...
Purpose: The purpose of this paper is to suggest a superior method for assessing mean stationarity o...
When comparing assets, differences in sensitivity to economic variables are highly relevant, yet tes...
Retail individual investors are increasingly being targeted with complex investment products based o...
We propose a new method of testing asset pricing models that relies on quantities rather than just p...
Part of the Finance Commons, and the Portfolio and Security Analysis Commons This Master Thesis is b...
Please respect the first draft status of this paper, and do not cite without permission. This paper ...
Economic theory assigns a central role to risk preferences. This article develops a measure of relat...
This paper examines foreign exchange (FX) sensitivity-analysis disclosures, which are provided accor...
One purpose of asset pricing models is to explain empirical differences in the timeaveraged returns ...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Tests of asset-pricing models typically form portfolios of stocks (based oncriteria such as market c...
Welcome to the special RESS issue devoted to sensitivity analysis (SA). This special issue contains ...
A test for the ex ante efficiency of a given portfolio of assets is analyzed. The relevant statistic...
This article builds on previous work in Economic & Labour Market Review which treated expenditure on...
Two types of sensitivity indices were developed in this paper, one internal to the total test and th...
Purpose: The purpose of this paper is to suggest a superior method for assessing mean stationarity o...
When comparing assets, differences in sensitivity to economic variables are highly relevant, yet tes...
Retail individual investors are increasingly being targeted with complex investment products based o...
We propose a new method of testing asset pricing models that relies on quantities rather than just p...
Part of the Finance Commons, and the Portfolio and Security Analysis Commons This Master Thesis is b...
Please respect the first draft status of this paper, and do not cite without permission. This paper ...
Economic theory assigns a central role to risk preferences. This article develops a measure of relat...
This paper examines foreign exchange (FX) sensitivity-analysis disclosures, which are provided accor...
One purpose of asset pricing models is to explain empirical differences in the timeaveraged returns ...
NOTE: Staff working papers in the Finance and Economics Discussion Series (FEDS) are preliminary mat...
Tests of asset-pricing models typically form portfolios of stocks (based oncriteria such as market c...
Welcome to the special RESS issue devoted to sensitivity analysis (SA). This special issue contains ...
A test for the ex ante efficiency of a given portfolio of assets is analyzed. The relevant statistic...
This article builds on previous work in Economic & Labour Market Review which treated expenditure on...
Two types of sensitivity indices were developed in this paper, one internal to the total test and th...
Purpose: The purpose of this paper is to suggest a superior method for assessing mean stationarity o...