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Number of items: 3.


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.

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