Rossen I. Valkanov

Série Scientifique Scientific Series the Midas Touch: Mixed Data Sampling Regression Models the Midas Touch: Mixed Data Sampling Regression Models*

Eric Ghysels, Pedro Santa-Clara, Rossen I. Valkanov, 2022 .

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

Pedro Santa-Clara, Rossen I. Valkanov, Michael W. Brandt, 2004 .

Parametric Portfolio Policies: Exploiting Characteristics in the Cross Section of Equity Returns

Pedro Santa-Clara, Rossen I. Valkanov, Michael W. Brandt, 2009 .

Long-Horizon Regressions: Theoretical Results and Applications to the Expected Returns/Dividend Yields and Fisher Effect Relations

Rossen I. Valkanov, Rossen Valkanov, 1999 .

Boundaries of Predictability: Noisy Predictive Regressions

Rossen I. Valkanov, Walter N. Torous, W. Torous, 2000 .

Complexity in Structured Finance: Financial Wizardry or Smoke and Mirrors

Rossen I. Valkanov, Rossen Valkanov, Andra Ghent, 2014 .