Browsing by Autor "Lionel Martellini"
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Item type: Item , A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns(RELX Group (Netherlands), 2013) René García; Daniel Mantilla-García; Lionel MartelliniItem type: Item , Idiosyncratic Risk and the Cross-Section of Realized Returns(RELX Group (Netherlands), 2009) René García; Lionel Martellini; Daniel Mantilla-GarcíaItem type: Item , Idiosyncratic Risk and the Cross-Section of Realized Returns: Reconciling the Aggregate Returns’ Predictability Evidence(RELX Group (Netherlands), 2009) Daniel Mantilla-García; Lionel Martellini; René García