Natasa Todorovic - Dokumente zum Namen - alle Infos bei Yasni.de

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SSRNhttps://papers.ssrn.com › papersA Guide to Survival of Momentum in UK Style Portfolios

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von S Sarwar · · Zitiert von: 3 — Natasa Todorovic. City University London - The Business School. Date Written: June 21, Abstract. In this study we estimate the survival ...

Academia.edu

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Natasa Todorovic studies Geostatistics, Geoinformatics, and Geology and Indoor Radon Mapping.

[ ] The Precise and Powerful Chaos of the 5:2 Mean Motion...

arxiv.org

· From: Natasa Todorovic [view email] [v1] Thu, 1 Dec :49:03 UTC (1,423 KB). Full-text links: Download: PDF · Other formats. (license).

Volume, Intraday and Overnight Returns for Volatility Prediction:...

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This article presents a comprehensive analysis of the relative ability of three information sets --- daily trading volume, intraday returns and overnight return

Natasa Todorovic - Academia.edu

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US Sector Rotation with Five-Factor Fama-French Alphas by Sohan...

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In this paper we investigate the risk-adjusted performance of US sector portfolios and sector rotation strategy using the alphas from the Fama-French five facto

Macroeconomic Determinants of Cyclical Variations in Value, Size and...

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The paper examines the asymmetries in size, value and momentum premium over the economic cycles in the UK and their macroeconomic determinants. Using Markov swi

UK Equity Mutual Fund Alphas Make a Comeback by Irina B. Mateus,...

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Natasa Todorovic. City University London - Sir John Cass Business School January 13, International Review of Financial Analysis, ...

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Dokumente zum Namen Natasa Todorovic