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Advanced Search Results For "Kozak, Serhiy"

1 - 10 of 15 results for
 "Kozak, Serhiy"
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Bipolar Effects in Photovoltage of Metamorphic InAs/InGaAs/GaAs Quantum Dot Heterostructures: Characterization and Design Solutions for Light-Sensitive Devices

Publication Type:Academic Journal

Source(s):Nanoscale Research Letters, Vol 12, Iss 1, Pp 1-9 (2017)

Abstract:Abstract The bipolar effect of GaAs substrate and nearby layers on photovoltage of vertical metamorphic InAs/InGaAs in comparison with pseudomorphic (conventional) InAs/GaAs quantum dot (QD) structures were studied. Both metamorphic and pseudomorphic s...

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Factor Timing.

Publication Type:Academic Journal

Source(s):Review of Financial Studies; May2020, Vol. 33 Issue 5, p1980-2018, 39p

Abstract:Copyright of Review of Financial Studies is the property of Oxford University Press / USA and its content may not be copied or emailed to multiple sites or posted to a listserv without the copyright holder's express written permission. However, users m...

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Dynamics of bond and stock returns.

Publication Type:Academic Journal

Source(s):Journal of Monetary Economics. Mar2022, Vol. 126, p188-209. 22p.

Abstract:• A model explains joint dynamics of bond and stock returns and their risk premia. • Bond-stock correlation and term premia are time-varying and change signs. • Flight-to-safety effect produces negative correlation and term premium. • Technology-divers...

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Factor Timing.

Publication Type:Report

Source(s):NBER Working Papers; 2/3/2020, Following p1-56, 79p

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Why do discount rates vary?

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Sep2020, Vol. 137 Issue 3, p740-751. 12p.

Abstract:The price of discount rate risk reveals whether increases in equity risk premia represent good or bad news to rational investors. Employing a new empirical methodology, we find that the price is negative, which suggests that discount rates are high dur...

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Shrinking the cross-section.

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Feb2020, Vol. 135 Issue 2, p271-292. 22p.

Abstract:We construct a robust stochastic discount factor (SDF) summarizing the joint explanatory power of a large number of cross-sectional stock return predictors. Our method achieves robust out-of-sample performance in this high-dimensional setting by imposi...

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SHRINKING THE CROSS SECTION.

Publication Type:Report

Source(s):NBER Working Papers; 12/4/2017, p1-57, 58p

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PREDICTING RELATIVE RETURNS.

Publication Type:Report

Source(s):NBER Working Papers; 10/2/2017, preceding p2-55, 56p

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FACTOR TIMING.

Publication Type:News

Source(s):New This Week; 2/3/2020, p1-79, 79p

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