1. 2019
  2. Published

    Best of the Best: A Comparison of Factor Models

    Ahmed, S., Bu, Z. & Tsvetanov, D., Aug 2019, In : Journal of Financial and Quantitative Analysis. 54, 4, p. 1713-1758 46 p.

    Research output: Contribution to journalArticle

  3. 2016
  4. Published

    The predictive performance of commodity futures risk factors

    Ahmed, S. & Tsvetanov, D., 1 Oct 2016, In : Journal of Banking & Finance. 71, p. 20-36 17 p.

    Research output: Contribution to journalArticle

  5. Published

    Bubbling over! The behaviour of oil futures along the yield curve

    Tsvetanov, D., Coakley, J. & Kellard, N., 1 Sep 2016, In : Journal of Empirical Finance. 38, Part B, p. 516-533 18 p.

    Research output: Contribution to journalArticle

  6. Published

    Is news related to GDP growth a risk factor for commodity futures returns?

    Tsvetanov, D., Coakley, J. & Kellard, N., 2016, In : Quantitative Finance. 16, 12, p. 1887-1899 13 p.

    Research output: Contribution to journalArticle

ID: 128407858