Vitali Kalesnik
Finance · 2011
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 13 citations into it
Whom Vitali Kalesnik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Vitali Kalesnik's perspective
Ordered by how strongly the researchers Vitali Kalesnik trusts endorse each paper. Same corpus, a different order for every researcher.
- Idiosyncratic Risk Matters
- Expected Option Returns
- Size, Value, and Momentum in International Stock Returns
- The Cross‐Section of Expected Stock Returns
- Common risk factors in the returns on stocks and bonds
- Efficient Tests of Stock Return Predictability
- Market States and Momentum
- The Cross-Section of Volatility and Expected Returns
- Information and the Cost of Capital
- Delta-Hedged Gains and the Negative Market Volatility Risk Premium
Their papers
- A Survey of Alternative Equity Index Strategies (2011) — 153 citations