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 8 18
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 1 2 0 1 11 33
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 1 1 26 0 2 10 72
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 2 7 20 27
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 1 1 10 17
Searching the Factor Zoo 0 0 2 19 1 3 24 163
The Long and the Short of Risk Parity 0 0 0 2 0 0 12 53
Total Working Papers 0 1 4 49 5 16 95 383


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 0 15 248
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 0 0 0 10 0 1 13 35
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 3 13 2 2 65 132
Covid-19 and herding in global equity markets 0 0 0 2 0 0 21 29
Forecasting realized volatility: Does anything beat linear models? 1 5 10 23 10 28 64 100
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 8 0 2 12 47
Minimum Variance Portfolios in the Brazilian Equity Market 0 0 0 9 0 0 3 50
The disappearance of momentum 0 1 1 24 0 2 17 97
Total Journal Articles 1 6 14 143 12 35 210 738


Statistics updated 2026-09-10