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Items where Author is "Aretz, Kevin"

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Article

Aretz, Kevin and Pope, Peter (2013) Common factors in default risk across countries and industries. European Financial Management, 19 (1). pp. 108-152. ISSN 13547798

Aretz, Kevin and 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 and 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 Fri Sep 22 23:37:10 2017 BST.