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 | 0 | 1 | 9 |
| Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly | 0 | 0 | 1 | 1 | 0 | 1 | 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 | 2 | 17 | 2 | 3 | 13 | 136 |
| The Long and the Short of Risk Parity | 0 | 0 | 1 | 2 | 1 | 1 | 13 | 40 |
| Total Working Papers | 0 | 0 | 4 | 45 | 3 | 5 | 36 | 274 |
| 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 | 5 | 233 |
| Bayesian Selection of Asset Pricing Factors Using Individual Stocks* | 0 | 1 | 4 | 9 | 0 | 3 | 10 | 18 |
| Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly | 0 | 1 | 2 | 9 | 1 | 6 | 15 | 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 | 3 | 12 | 12 | 3 | 14 | 32 | 32 |
| Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market | 0 | 0 | 1 | 8 | 0 | 0 | 8 | 32 |
| 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 | 0 | 6 | 22 | 126 | 4 | 26 | 81 | 511 |
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