Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Aretz, Kevin"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 4.

Aretz, Kevin and Pope, Peter F. (2018) Real options models of the firm, capacity overhang, and the cross-section of stock returns. Journal of Finance, 73 (3). 1363 - 1415. ISSN 0022-1082

Aretz, Kevin and Pope, Peter (2013) Common factors in default risk across countries and industries. European Financial Management, 19 (1). pp. 108-152. ISSN 1354-7798

Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter (2011) Asymmetric loss functions and the rationality of expected stock returns. International Journal of Forecasting, 27 (2). pp. 413-437. ISSN 0169-2070

Aretz, Kevin, Bartram, Söhnke M. and Pope, Peter (2010) Macroeconomic risks and characteristic-based factor models. Journal of Banking and Finance, 34 (6). pp. 1383-1399. ISSN 0378-4266

This list was generated on Sun Dec 22 09:59:28 2024 GMT.