Items where Author is "Aretz, Kevin"
Number of items: 4.
Asymmetric loss functions and the rationality of expected stock returns.
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter
Common factors in default risk across countries and industries.
Aretz, Kevin; Pope, Peter
Macroeconomic risks and characteristic-based factor models.
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter
Real options models of the firm, capacity overhang, and the cross-section of stock returns.
Aretz, Kevin; Pope, Peter F.
