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 1 2 10
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 0 1 1 0 0 3 21
Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective 0 0 0 25 0 0 4 61
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 0 0 0 0 2 7
Searching the Factor Zoo 0 0 1 17 3 5 15 139
The Long and the Short of Risk Parity 0 0 1 2 0 1 13 40
Total Working Papers 0 0 3 45 4 7 39 278


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 1 54 0 0 3 233
Bayesian Selection of Asset Pricing Factors Using Individual Stocks* 1 2 4 10 1 4 10 19
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly 0 1 2 9 0 4 14 63
Covid-19 and herding in global equity markets 0 0 0 2 0 0 2 8
Forecasting realized volatility: Does anything beat linear models? 0 1 12 12 2 10 34 34
Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market 0 0 1 8 1 1 8 33
Minimum Variance Portfolios in the Brazilian Equity Market 0 0 0 9 0 0 1 46
The disappearance of momentum 0 1 2 23 0 3 8 79
Total Journal Articles 1 5 22 127 4 22 80 515


Statistics updated 2025-07-04