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Items where Author is "Aretz, Kevin"

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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 Wed Apr 24 13:02:09 2024 BST.