Volume 17, issue 7, December 2016

5 articles in this issue

Individual investors and stock returns

Authors
- Sofiane Aboura
- Content type: Invited Editorial
- Published: 11 November 2016
- Pages: 477 - 485
Maximizing excess return per unit variance: A novel investment management objective

Authors
- Paskalis Glabadanidis
- Content type: Original Article
- Published: 11 November 2016
- Pages: 486 - 501
Aligning factor attribution with latent exposures

Authors
- Sanne De Boer
- Vishv Jeet
- Content type: Original Article
- Published: 26 July 2016
- Pages: 502 - 525
The q-factor model and the redundancy of the value factor: An application to hedge funds

Authors
- François-Éric Racicot
- Raymond Théoret
- Content type: Original Article
- Published: 11 November 2016
- Pages: 526 - 539
Time aggregation of the Sharpe ratio

Authors
- Ziemowit Bednarek
- Pratish Patel
- Cyrus A. Ramezani
- Content type: Original Article
- Published: 08 July 2016
- Pages: 540 - 555