Sentences with phrase «draft of their paper entitled»

In the August 2012 draft of their paper entitled «Buffett's Alpha», Andrea Frazzini, David Kabiller and Lasse Pedersen model Warren Buffett's exceptional investing performance based on replicating the exposure of the publicly traded holdings of Berkshire Hathaway to six factors.
In the February 2007 draft of their paper entitled «The Performance and Persistence of Individual Investors: Rational Agents or Tulip Maniacs?»
In the October 2012 draft of their paper entitled «A Gold Bubble?»
In the March 2018 draft of their paper entitled «Pulling the Goalie: Hockey and Investment Implications», Clifford Asness and Aaron Brown ponder when a losing hockey coach should pull the goalie as a metaphor for focusing on portfolio - level return and portfolio - level risk management.
In the April 2013 preliminary draft of their paper entitled «Divided Governments and Asset Prices», Elvira Sojli and Wing Wah Tham «investigate the effect of divided government on asset prices by comparing U.S. stock market performance in years of divided and undivided government.
In the February 2013 draft of their paper entitled «Using Maximum Drawdowns to Capture Tail Risk», Wesley Gray and Jack Vogel investigate maximum drawdown (largest peak - to - trough loss over a time series of compounded returns) as a simple measure of tail risk missed by linear factor models.
In the January 2010 draft of their paper entitled «Predicting Stock Market Returns with Aggregate Discretionary Accruals», Qiang Kang, Qiao Liu and Rong Qi focus on whether aggregate discretionary accruals (distinguished from normal accruals) are a better predictor of stock market returns than aggregate total accruals.

Not exact matches

In their August 2016 draft paper entitled «Seasonality in Government Bond Returns and Factor Premia», Adam Zaremba and Tomasz Schabek investigate seasonal patterns in government bond returns across countries, focusing on regression tests of January and sell - in - May (May - October versus November - April) effects.
In the October 2013 version of their draft paper entitled «Does it Pay to Invest in Art?
Moreover, if you are not satisfied with the final draft, you are entitled to request free amendments and the writer will work on your college term papers until all of the requirements are met.
In his January 2010 preliminary draft paper entitled «A Comparison of Quantitative and Qualitative Hedge Funds», Ludwig Chincarini compares the performance characteristics of quantitative and qualitative hedge funds.
The working first draft of York University Division of Social Sciences Professor Kimberley White's paper is entitled From «Knowing» to Legal Knowledge: Using Early Twentieth Century Canadian Murder Trials to Problematize Knowledge Management Technology.
And for further reading, The University of Victoria has a draft paper entitled «Legal Consequences of Apologies in Canada»
There was distributed a draft of a very good in - depth paper entitled, «TWU Law: A Repy to Proponents of Approval,» by Elaine Craig, Assistant Professor, Schulich School of Law at Dalhousie University.
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