Search Results - Ahmed, Shamim

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  1. 1
    Understanding the price of volatility risk in carry trades

    Understanding the price of volatility risk in carry trades by Ahmed, Shamim, Valente, Giorgio

    Published 2015
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  2. 2
    The predictive performance of commodity futures risk factors

    The predictive performance of commodity futures risk factors by Ahmed, Shamim, Tsvetanov, Daniel

    Published 2016
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  3. 3
    Can currency-based risk factors help forecast exchange rates?

    Can currency-based risk factors help forecast exchange rates? by Ahmed, Shamim, Liu, Xiaoquan, Valente, Giorgio

    Published 2015
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  4. 4
    Best of the best: a comparison of factor models

    Best of the best: a comparison of factor models by Ahmed, Shamim, Bu, Ziwen, Tsvetanov, Daniel

    Published 2018
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