Matches in SemOpenAlex for { <https://semopenalex.org/work/W1865925101> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W1865925101 abstract "Variables with strong marginal explanatory power in cross-section asset pricing regressions typically show less power to produce increments to average portfolio returns, for two reasons. (i) Adding an explanatory variable can attenuate the slopes in a regression. (ii) Adding a variable with marginal explanatory power always attenuates the values of other explanatory variables in the extremes of the regression’s fitted values. Without a restriction on portfolio weights, the maximum Sharpe ratios in the GRS statistic provide little information about an incremental variable’s impact on the portfolio opportunity set." @default.
- W1865925101 created "2016-06-24" @default.
- W1865925101 creator A5041631912 @default.
- W1865925101 creator A5091820687 @default.
- W1865925101 date "2014-01-01" @default.
- W1865925101 modified "2023-09-23" @default.
- W1865925101 title "Incremental Variables and the Investment Opportunity Set" @default.
- W1865925101 cites W1985349674 @default.
- W1865925101 cites W1995834279 @default.
- W1865925101 cites W2104795328 @default.
- W1865925101 cites W2131177033 @default.
- W1865925101 cites W2160778376 @default.
- W1865925101 cites W3123089413 @default.
- W1865925101 doi "https://doi.org/10.2139/ssrn.2509529" @default.
- W1865925101 hasPublicationYear "2014" @default.
- W1865925101 type Work @default.
- W1865925101 sameAs 1865925101 @default.
- W1865925101 citedByCount "1" @default.
- W1865925101 countsByYear W18659251012016 @default.
- W1865925101 crossrefType "journal-article" @default.
- W1865925101 hasAuthorship W1865925101A5041631912 @default.
- W1865925101 hasAuthorship W1865925101A5091820687 @default.
- W1865925101 hasConcept C105795698 @default.
- W1865925101 hasConcept C106159729 @default.
- W1865925101 hasConcept C111472728 @default.
- W1865925101 hasConcept C134306372 @default.
- W1865925101 hasConcept C138885662 @default.
- W1865925101 hasConcept C139938925 @default.
- W1865925101 hasConcept C149782125 @default.
- W1865925101 hasConcept C152877465 @default.
- W1865925101 hasConcept C162324750 @default.
- W1865925101 hasConcept C181236170 @default.
- W1865925101 hasConcept C182365436 @default.
- W1865925101 hasConcept C27574286 @default.
- W1865925101 hasConcept C2777402642 @default.
- W1865925101 hasConcept C2780821815 @default.
- W1865925101 hasConcept C33923547 @default.
- W1865925101 hasConcept C38652104 @default.
- W1865925101 hasConcept C41008148 @default.
- W1865925101 hasConcept C76178495 @default.
- W1865925101 hasConcept C83546350 @default.
- W1865925101 hasConcept C89128539 @default.
- W1865925101 hasConceptScore W1865925101C105795698 @default.
- W1865925101 hasConceptScore W1865925101C106159729 @default.
- W1865925101 hasConceptScore W1865925101C111472728 @default.
- W1865925101 hasConceptScore W1865925101C134306372 @default.
- W1865925101 hasConceptScore W1865925101C138885662 @default.
- W1865925101 hasConceptScore W1865925101C139938925 @default.
- W1865925101 hasConceptScore W1865925101C149782125 @default.
- W1865925101 hasConceptScore W1865925101C152877465 @default.
- W1865925101 hasConceptScore W1865925101C162324750 @default.
- W1865925101 hasConceptScore W1865925101C181236170 @default.
- W1865925101 hasConceptScore W1865925101C182365436 @default.
- W1865925101 hasConceptScore W1865925101C27574286 @default.
- W1865925101 hasConceptScore W1865925101C2777402642 @default.
- W1865925101 hasConceptScore W1865925101C2780821815 @default.
- W1865925101 hasConceptScore W1865925101C33923547 @default.
- W1865925101 hasConceptScore W1865925101C38652104 @default.
- W1865925101 hasConceptScore W1865925101C41008148 @default.
- W1865925101 hasConceptScore W1865925101C76178495 @default.
- W1865925101 hasConceptScore W1865925101C83546350 @default.
- W1865925101 hasConceptScore W1865925101C89128539 @default.
- W1865925101 hasLocation W18659251011 @default.
- W1865925101 hasOpenAccess W1865925101 @default.
- W1865925101 hasPrimaryLocation W18659251011 @default.
- W1865925101 hasRelatedWork W1480146601 @default.
- W1865925101 hasRelatedWork W1532336351 @default.
- W1865925101 hasRelatedWork W2103460219 @default.
- W1865925101 hasRelatedWork W2146921802 @default.
- W1865925101 hasRelatedWork W2149739452 @default.
- W1865925101 hasRelatedWork W2156661889 @default.
- W1865925101 hasRelatedWork W2284740438 @default.
- W1865925101 hasRelatedWork W2300916226 @default.
- W1865925101 hasRelatedWork W2790089498 @default.
- W1865925101 hasRelatedWork W2886561884 @default.
- W1865925101 hasRelatedWork W2915031170 @default.
- W1865925101 hasRelatedWork W3025209885 @default.
- W1865925101 hasRelatedWork W3122739167 @default.
- W1865925101 hasRelatedWork W3123279284 @default.
- W1865925101 hasRelatedWork W3123483462 @default.
- W1865925101 hasRelatedWork W3124048807 @default.
- W1865925101 hasRelatedWork W3124581837 @default.
- W1865925101 hasRelatedWork W3126398287 @default.
- W1865925101 hasRelatedWork W54380247 @default.
- W1865925101 hasRelatedWork W3038685652 @default.
- W1865925101 isParatext "false" @default.
- W1865925101 isRetracted "false" @default.
- W1865925101 magId "1865925101" @default.
- W1865925101 workType "article" @default.