Alexandre Rubesam
Names
| first: | Alexandre |
| last: | Rubesam |
Identifer
| RePEc Short-ID: | pru312 |
Contact
Affiliations
-
Lille Économie et Management (LEM) (weight: 50%)
- EDIRC entry
- location:
-
Université Catholique de Lille
/ IESEG School of Management (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- Minimum Variance Portfolios in the Brazilian Equity Market (RePEc:brf:journl:v:11:y:2013:i:1:p:81-118)
by Alexandre Rubesam & André Lomonaco Beltrame - Covid-19 and herding in global equity markets (RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000284)
by Rubesam, Alexandre & Raimundo, Gerson de Souza - Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market (RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000085)
by Rubesam, Alexandre - A behavioral explanation of the value anomaly based on time-varying return reversals (RePEc:eee:jbfina:v:37:y:2013:i:7:p:2367-2377)
by Hwang, Soosung & Rubesam, Alexandre - Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly (RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302746)
by Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark - Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly (RePEc:hal:journl:hal-03275894)
by Soosung Hwang & Alexandre Rubesam & Mark Salmon - Bayesian Selection of Asset Pricing Factors Using Individual Stocks (RePEc:hal:journl:hal-03275900)
by Soosung Hwang & Alexandre Rubesam - Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market (RePEc:hal:journl:hal-03707365)
by Alexandre Rubesam - The Long and the Short of Risk Parity (RePEc:hal:journl:hal-03707367)
by Alexandre Rubesam - Searching the Factor Zoo (RePEc:ies:wpaper:f201803)
by Soosung Hwang & Alexandre Rubesam - Do Smart Beta ETFs Capture Factor Premiums? A Bayesian Perspective (RePEc:ies:wpaper:f201804)
by Alexandre Rubesam & Soosung Hwang - Bayesian Selection of Asset Pricing Factors Using Individual Stocks
[Bayesian Variable Selection for the Seemingly Unrelated Regression Model with a Large Number of Predictors] (RePEc:oup:jfinec:v:20:y:2022:i:4:p:716-761.)
by Soosung Hwang & Alexandre Rubesam - The disappearance of momentum (RePEc:taf:eurjfi:v:21:y:2015:i:7:p:584-607)
by Soosung Hwang & Alexandre Rubesam