Items where Author is "Ahmed, Shamim"
 | Up a level |
Group by: Item Type | No Grouping
Jump to: Article
Number of items: 2.
Article
Ahmed, Shamim and Bu, Ziwen and Symeonidis, Lazaros and Tsvetanov, Daniel (2023) Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136. p. 102865. DOI https://doi.org/10.1016/j.jimonfin.2023.102865
Ahmed, Shamim and Tsvetanov, Daniel (2016) The predictive performance of commodity futures risk factors. Journal of Banking & Finance, 71. pp. 20-36. DOI https://doi.org/10.1016/j.jbankfin.2016.06.011