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Good risk measures, bad statistical assumptions, ugly risk forecasts. (2024). Poudyal, Niraj ; Michaelides, Michael.
In: The Financial Review.
RePEc:bla:finrev:v:59:y:2024:i:2:p:519-543.

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  1. The Impact of COVID-19 on the Fama-French Five-Factor Model: Unmasking Industry Dynamics. (2024). Ashraf, Badar Nadeem ; Sheehan, Barry ; Shannon, Darren ; Odonnell, Niall.
    In: IJFS.
    RePEc:gam:jijfss:v:12:y:2024:i:4:p:98-:d:1491907.

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