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 | 16 |
| Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly | 0 | 1 | 1 | 2 | 0 | 4 | 11 | 32 |
| Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective | 0 | 0 | 0 | 25 | 0 | 2 | 9 | 70 |
| Forecasting realized volatility: Does anything beat linear models? | 0 | 0 | 0 | 0 | 4 | 6 | 14 | 20 |
| Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market | 0 | 0 | 0 | 0 | 0 | 4 | 9 | 16 |
| Searching the Factor Zoo | 1 | 2 | 2 | 19 | 2 | 5 | 24 | 160 |
| The Long and the Short of Risk Parity | 0 | 0 | 0 | 2 | 0 | 2 | 13 | 53 |
| Total Working Papers | 1 | 3 | 3 | 48 | 6 | 24 | 87 | 367 |
| 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 | 3 | 5 | 15 | 248 |
| Bayesian Selection of Asset Pricing Factors Using Individual Stocks* | 0 | 0 | 1 | 10 | 0 | 0 | 16 | 34 |
| Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly | 1 | 1 | 4 | 13 | 1 | 31 | 67 | 130 |
| Covid-19 and herding in global equity markets | 0 | 0 | 0 | 2 | 1 | 6 | 21 | 29 |
| Forecasting realized volatility: Does anything beat linear models? | 1 | 3 | 6 | 18 | 7 | 17 | 40 | 72 |
| Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market | 0 | 0 | 0 | 8 | 1 | 2 | 13 | 45 |
| Minimum Variance Portfolios in the Brazilian Equity Market | 0 | 0 | 0 | 9 | 0 | 1 | 4 | 50 |
| The disappearance of momentum | 0 | 0 | 0 | 23 | 0 | 8 | 16 | 95 |
| Total Journal Articles | 2 | 4 | 11 | 137 | 13 | 70 | 192 | 703 |
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