Items where Author is "Leippold, Markus"

Bernardi, Simone and Leippold, Markus and Lohre, Harald (2019) Second-order risk of alternative risk parity strategies. Journal of Risk, 21 (3). pp. 1-25. ISSN 1465-1211

Bernardi, Simone and Leippold, Markus and Lohre, Harald (2018) Maximum diversification strategies along commodity risk factors. European Financial Management, 24 (1). pp. 53-78. ISSN 1354-7798

Leippold, Markus and Lohre, Harald (2014) The dispersion effect in international stock returns. Journal of Empirical Finance, 29. pp. 331-342. ISSN 0927-5398

Leippold, Markus and Lohre, Harald (2012) International price and earnings momentum. European Journal of Finance, 18 (6). pp. 535-573. ISSN 1351-847X

Leippold, Markus and Lohre, Harald (2012) Data snooping and the global accrual anomaly. Applied Financial Economics, 22 (7). pp. 509-535. ISSN 0960-3107

Lohre, Harald and Volkart, Rudolf and Leippold, Markus (2008) Rationalizing global market anomalies. PhD thesis, University of Zurich.