Items where Author is "Bartram, Söhnke M."

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