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 7 17
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 1 2 0 1 12 33
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 1 1 26 1 2 11 72
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 0 9 18 25
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 0 0 9 16
Searching the Factor Zoo 0 1 2 19 1 4 23 162
The Long and the Short of Risk Parity 0 0 0 2 0 0 12 53
Total Working Papers 0 2 4 49 2 17 92 378


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 3 15 248
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 0 0 0 10 1 1 15 35
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 1 4 13 0 1 67 130
Covid-19 and herding in global equity markets 0 0 0 2 0 1 21 29
Forecasting realized volatility: Does anything beat linear models? 1 5 9 22 9 25 54 90
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 8 1 3 14 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 1 2 18 97
Total Journal Articles 1 7 14 142 12 36 207 726


Statistics updated 2026-08-07