Search results
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Title
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Quantitative style investing, portfolio optimization, and factor models
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Author
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Dickson Jr., Robert
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Date Created
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2015
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Subjects--Topical
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Finance
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Description
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This dissertation consists of three related chapters in the field of empirical asset pricing. Broadly speaking the chapters investigate issues related to active portfolio management, stock-picking, portfolio optimization, and asset pricing model p...
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Title
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Three Essays in Empirical Asset Pricing and Return Predictability
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Author
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Lu, Yueliang
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Date Created
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2023
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Subjects--Topical
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Finance
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Description
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This dissertation contains three essays on empirical asset pricing. The first essay presents the first evidence on how macro trends affect equity risk premium, going beyond the literature that rely on only the most recent values. We show that macr...
