Items where Author is "Aretz, Kevin"

Number of items: 4.
Article
  • 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.