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 0 1 8 18
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 1 2 2 2 13 35
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 1 26 0 1 10 72
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 1 3 21 28
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 0 1 10 17
Searching the Factor Zoo 0 0 2 19 2 4 26 165
The Long and the Short of Risk Parity 0 0 0 2 1 1 11 54
Total Working Papers 0 0 4 49 6 13 99 389


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 13 248
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 1 1 1 11 2 3 15 37
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 3 13 0 2 63 132
Covid-19 and herding in global equity markets 0 0 0 2 0 0 21 29
Forecasting realized volatility: Does anything beat linear models? 2 4 11 25 9 28 69 109
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 8 0 1 11 47
Minimum Variance Portfolios in the Brazilian Equity Market 0 0 0 9 0 0 3 50
The disappearance of momentum 0 0 1 24 3 4 20 100
Total Journal Articles 3 5 16 146 14 38 215 752


Statistics updated 2026-10-11