David Blake

Finance · 2013–2015

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom David Blake trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew J. Patton
  2. Allan G. Timmermann
  3. Joseph Chen
  4. Lauren H. Cohen
  5. Mark Grinblatt

Papers from David Blake's perspective

Ordered by how strongly the researchers David Blake trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Small World of Investing: Board Connections and Mutual Fund Returns (Journal of Political Economy)
  2. Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts
  3. Extreme Correlation of International Equity Markets
  4. The Value of Active Mutual Fund Management: An Examination of the Stockholdings and Trades of Fund Managers (Journal of Financial and Quantitative Analysis)
  5. Asymmetric Correlations of Equity Portfolios
  6. Common risk factors in the returns on stocks and bonds
  7. International Asset Allocation With Regime Shifts
  8. The Value Premium
  9. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  10. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix

Their papers