By Associate Professor Konark Saxena

Preprints

Saxena K; Singh M, 2023, Do Investors Reward Countries for Participating in Climate Agreements?, , http://dx.doi.org/10.21203/rs.3.rs-2775978/v1

Saxena K, A One Factor Model Given Style Investing, , http://dx.doi.org/10.2139/ssrn.2020843

Saxena K, Are Exogenous Weight Assumptions in Factor Models Harmless?, , http://dx.doi.org/10.2139/ssrn.2347929

Barroso P; Saxena K, Internet Appendix for Lest We Forget: Using Out-Of-Sample Forecast Errors in Portfolio Optimization, , http://dx.doi.org/10.2139/ssrn.3306834

Phin A; Reeves JJ; Saxena K, Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement, , http://dx.doi.org/10.2139/ssrn.2317710

Kim SY; Saxena K, Long Run Risks in FX Markets: Are They There?, , http://dx.doi.org/10.2139/ssrn.3950981

Saxena K, Mutual Fund Separation and the Fama, French, Carhart Factors, , http://dx.doi.org/10.2139/ssrn.2243168

Feldman D; Li J; Saxena K, Politically Motivated Corporate Decisions: Evidence from China, , http://dx.doi.org/10.2139/ssrn.2738946

Feldman D; Saxena K; Xu J, The International Active Fund Management Industry: Concentration Cross Effects, , http://dx.doi.org/10.2139/ssrn.3330131

Saxena K, Unconditional Asset Pricing When Betas Covary with the Riskless Rate, , http://dx.doi.org/10.2139/ssrn.2667504

Grinblatt M; Saxena K, When Factors Don't Span Their Basis Portfolios, , http://dx.doi.org/10.2139/ssrn.2788387

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