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 5 6 15
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 0 1 0 4 8 28
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 0 5 7 68
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 1 6 9 14
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 0 4 5 12
Searching the Factor Zoo 0 0 0 17 4 15 22 155
The Long and the Short of Risk Parity 0 0 0 2 1 7 12 51
Total Working Papers 0 0 0 45 7 46 69 343


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 2 7 10 243
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 0 0 2 10 1 7 19 34
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 1 1 4 12 15 26 42 99
Covid-19 and herding in global equity markets 0 0 0 2 0 9 15 23
Forecasting realized volatility: Does anything beat linear models? 0 1 6 15 5 12 37 55
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 8 2 5 11 43
Minimum Variance Portfolios in the Brazilian Equity Market 0 0 0 9 0 2 3 49
The disappearance of momentum 0 0 1 23 1 5 11 87
Total Journal Articles 1 2 13 133 26 73 148 633


Statistics updated 2026-03-04