Access Statistics for Alexandre Rubesam

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Selection of Asset Pricing Factors Using Individual Stocks 0 0 0 0 1 2 7 17
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 1 1 2 1 4 12 33
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 1 1 1 26 1 3 10 71
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 5 11 19 25
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 0 4 9 16
Searching the Factor Zoo 0 2 2 19 1 6 22 161
The Long and the Short of Risk Parity 0 0 0 2 0 1 13 53
Total Working Papers 1 4 4 49 9 31 92 376


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A behavioral explanation of the value anomaly based on time-varying return reversals 0 0 0 54 0 4 15 248
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 0 0 0 10 0 0 15 34
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 1 4 13 0 10 67 130
Covid-19 and herding in global equity markets 0 0 0 2 0 5 21 29
Forecasting realized volatility: Does anything beat linear models? 3 6 9 21 9 24 47 81
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 8 1 3 13 46
Minimum Variance Portfolios in the Brazilian Equity Market 0 0 0 9 0 1 4 50
The disappearance of momentum 1 1 1 24 1 7 17 96
Total Journal Articles 4 8 14 141 11 54 199 714


Statistics updated 2026-07-10