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DP15653 Currency Anomalies 智库出版物
2022
作者:  Söhnke Bartram;  Leslie Djuranovik;  Anthony Garratt
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Predictors  Anomalies  Mispricing  Analysts  Market efficiency  Real-time  Arbitrage costs  Ipca  Principal components  
Tackling climate change requires global policies 智库出版物
2021
作者:  Söhnke Bartram;  Kewei Hou;  Sehoon Kim
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
greenhouse gas emissions  Ghg  Cap-and-trade  emissions reductions  climate change policy  
DP15986 Real Effects of Climate Policy: Financial Constraints and Spillovers 智库出版物
2021
作者:  Söhnke Bartram;  Kewei Hou;  Sehoon Kim
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Climate policy  California cap-and-trade  Financial constraints  Internal resource allocation  Regulatory arbitrage  Spillover effects  
DP15668 Credit default swaps around the world 智库出版物
2021
作者:  Söhnke Bartram;  Jennifer Conrad;  Jongsub Lee;  Marti Subrahmanyam
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Credit default swaps  Cds  Investment policy  Financing policy  Creditor rights  Property rights  Ownership concentration  
DP15653 Currency Anomalies 智库出版物
2021
作者:  Söhnke Bartram;  Leslie Djuranovik;  Anthony Garratt
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Exchange rates  Predictors  Anomalies  Mispricing  Analysts  Market efficiency  Real-time  Arbitrage costs  Ipca  Instrumented principal components analysis  
Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns 智库出版物
2020
作者:  Söhnke M. Bartram;  Mark Grinblatt;  Yoshio Nozawa
Adobe PDF(1357Kb)  |  收藏  |  浏览/下载:2/0  |  提交时间:2022/10/09
DP14525 Artificial Intelligence in Asset Management 智库出版物
2020
作者:  Söhnke Bartram;  Jürgen Branke;  Mehrshad Motahari
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Algorithmic trading  Machine learning  Lasso  Neural networks  Deep learning  Decision trees  Random forests  Svm  Evolutionary algorithms  Nlp  
DP14232 Global Market Inefficiencies 智库出版物
2019
作者:  Söhnke Bartram;  Mark Grinblatt
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
International finance  Valuation  Asset pricing  Market efficiency  Fundamental analysis  Point-in-time (pit)  Transaction costs  Principal components  Instrumented principal components analy-sis (ipca)  
Why has Idiosyncratic Risk been Historically Low in Recent Years? 智库出版物
2018
作者:  Söhnke M. Bartram;  Gregory W. Brown;  René M. Stulz
Adobe PDF(525Kb)  |  收藏  |  浏览/下载:1/0  |  提交时间:2022/10/09
Why Does Idiosyncratic Risk Increase with Market Risk? 智库出版物
2016
作者:  Söhnke M. Bartram;  Gregory Brown;  René M. Stulz
Adobe PDF(454Kb)  |  收藏  |  浏览/下载:0/0  |  提交时间:2022/10/09