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 16
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 1 1 1 2 3 4 11 32
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 2 2 9 70
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 2 3 10 16
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 4 4 9 16
Searching the Factor Zoo 1 1 1 18 3 7 24 158
The Long and the Short of Risk Parity 0 0 0 2 1 3 14 53
Total Working Papers 2 2 2 47 16 25 84 361


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 1 4 12 245
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 0 0 1 10 0 1 16 34
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 1 3 12 9 45 67 129
Covid-19 and herding in global equity markets 0 0 0 2 4 5 20 28
Forecasting realized volatility: Does anything beat linear models? 2 2 5 17 8 15 36 65
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 8 1 3 12 44
Minimum Variance Portfolios in the Brazilian Equity Market 0 0 0 9 1 1 4 50
The disappearance of momentum 0 0 0 23 6 9 16 95
Total Journal Articles 2 3 9 135 30 83 183 690


Statistics updated 2026-05-06