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Ahmed, S ORCID: 0000-0003-3712-5213, Bu, Ziwen and Tsvetanov, Daniel
(2019)
Best of the Best: A Comparison of Factor Models.
Journal of Financial and Quantitative Analysis, 54 (4).
pp. 1713-1758.
Ahmed, Shamim ORCID: 0000-0003-3712-5213, Bu, Ziwen, Symeonidis, Lazaros and Tsvetanov, Daniel
(2023)
Which factor model? A systematic return
covariation perspective.
Journal of International Money and Finance, 136.
p. 102865.
Ahmed, Shamim ORCID: 0000-0003-3712-5213 and Tsvetanov, Daniel
(2016)
The predictive performance of commodity futures risk factors.
Journal of Banking & Finance, 71.
pp. 20-36.