R. HaRind
2011
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Papers from R. HaRind's perspective
Ordered by how strongly the researchers R. HaRind trusts endorse each paper. Same corpus, a different order for every researcher.
- The Cross‐Section of Expected Stock Returns
- Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
- Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
- CAPM Over the Long-Run: 1926-2001
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Does Idiosyncratic Risk Really Matter
- MODELING AND FORECASTING REALIZED VOLATILITY
- Range-Based Estimation of Stochastic Volatility Models
- The Investor Fear Gauge
- Post-'87 crash fears in the S&P 500 futures option market
Their papers
- Minimum-Variance Portfolio Composition (2011) — 95 citations