Nadia Vozlyublennaia

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Does Idiosyncratic Risk Matter for Individual Securities

Nadia Vozlyublennaia, 2012 .

Investor attention, index performance, and return predictability

Nadia Vozlyublennaia, Nadia Vozlyublennaia, 2014 .

DIVERSIFICATION STRATEGIES: DO LIMITED DATA CONSTRAIN INVESTORS?

Nadia Vozlyublennaia, Irina Murtazashvili, 2013 .

Mutual Funds Apart from the Crowd

Nadia Vozlyublennaia, Youchang Wu, 2016 .

The role of data limitations, seasonality and frequency in asset pricing models

Nadia Vozlyublennaia, Irina Murtazashvili, 2012 .

Limits to Mutual Funds' Ability to Rely on Mean/Variance Optimization

Nadia Vozlyublennaia, I. Karagiannidis, 2016 .

When do characteristics-sorted factors mechanically explain returns?

Nadia Vozlyublennaia, Irina Murtazashvili, 2013 .

Dynamic correlation structure and security risk

Nadia Vozlyublennaia, A. Meshcheryakov, 2014 .

Do firm characteristics matter for the dynamics of idiosyncratic risk

Nadia Vozlyublennaia, 2013 .

The cross-section of dynamics in idiosyncratic risk

Nadia Vozlyublennaia, 2011 .

The performance of cross-sectional regression tests of the CAPM with non-zero pricing errors

Nadia Vozlyublennaia, Irina Murtazashvili, Nadia Vozlyublennaia, 2012 .