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Marta Szymanowska
Information about the author Marta Szymanowska will soon be added to the site.
Found
2 papers
in total
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An Anatomy of Commodity Futures Risk Premia
2014
We identify two types of risk premia in commodity futures returns: spot premia related...
Asset Pricing Restrictions on Predictability: Frictions Matter
2012
U.S. stock portfolios sorted on size; momentum; transaction costs;...
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