1<!DOCTYPE html> 2<html> 3 4<head> 5 <title>Global Factor Premia</title> 6 <meta name="viewport" content="width=device-width, initial-scale=1"> 7 <link rel="icon" href="https://www.globalfactorpremia.org/static/favicon.png" type="image/x-icon"> 8 <link rel="stylesheet" 9 href="https://www.globalfactorpremia.org/static/css/purecss-1.0.1-reduced.css"> 10 <style> 11 :root { 12 --tum-blue-primary: #3070b3; 13 --tum-blue-secondary: #4889ce; 14 --tum-black: #333333; 15 --tum-lightgrey: #f4f4f4; 16 --tum-grey: #cdcdcd; 17 } 18 19 .pure-g > div { 20 -webkit-box-sizing: border-box; 21 -moz-box-sizing: border-box; 22 box-sizing: border-box; 23 } 24 25 .pure-menu-heading { 26 text-transform: none; 27 } 28 29 .pure-menu-horizontal .pure-menu-list { 30 display: flex; 31 flex-direction: row; 32 flex-wrap: wrap; 33 } 34 35 .pure-menu-item { 36 margin: 0.5em; 37 height: unset; 38 } 39 40 body { 41 font-family: "Arial", "Helvetica", "sans-serif"; 42 } 43 44 .menu { 45 background: var(--tum-blue-secondary); 46 color: #ffffff; 47 } 48 49 .menu:hover { 50 color: #000000; 51 background-color: var(--tum-lightgrey); 52 } 53 54 .content { 55 margin-top: 1em; 56 padding: 0 2vw; 57 height: calc(100vh - 5.5em); 58 display: grid; 59 grid-template-rows: 1fr auto; 60 } 61 62 63 .header { 64 background: var(--tum-blue-primary); 65 padding: 1em; 66 box-shadow: 0 1px 1px rgba(0, 0, 0, 0.10); 67 display: flex; 68 flex-direction: row; 69 justify-items: center; 70 flex-wrap: wrap; 71 } 72 73 .board { 74 background: var(--tum-lightgrey); 75 box-shadow: 0 4px 8px 0 rgba(0, 0, 0, 0.2); 76 transition: 0.3s; 77 padding: 1em; 78 margin: 1em; 79 } 80 81 .centered { 82 display: flex; 83 justify-content: center; 84 align-items: center; 85 } 86 87 .headline { 88 text-align: center; 89 color: #fff; 90 } 91 92 .nav { 93 padding: 0 1em; 94 } 95 96 .subheadline { 97 text-align: center; 98 } 99 100 .footer { 101 text-align: center; 102 padding: 1em 0 0 0.5em; 103 font-size: 80%; 104 grid-row-start: 2; 105 grid-row-end: 3; 106 } 107 108 109 .pika-table { 110 display: none; 111 } 112 113 @media screen and (min-width: 64em) { 114 .header { 115 display: inherit; 116 } 117 118 .headline { 119 text-align: left; 120 } 121 122 .nav { 123 position: absolute; 124 top: 0; 125 right: 0; 126 margin: 1em auto; 127 } 128 129 .pure-menu-item { 130 margin: 0 0.5em; 131 } 132 133 #plotter-box { 134 display: flex; 135 flex-direction: column; 136 } 137 } 138 139 </style> 140</head> 141<body> 142<div class="header pure-menu pure-menu-horizontal" id="header"> 143 <span class="headline pure-menu-heading"><b>Global Factor Premia</b>: <a href="https://www.globalfactorpremia.org" style="color: inherit; text-decoration: inherit;">globalfactorpremia.org</a></span> 144 <ul class="nav pure-menu-list"> 145 <li class="pure-menu-item"> 146 <a href="/" class="menu pure-menu-link">Home</a> 147 </li> 148 <li class="pure-menu-item"> 149 <a href="/background" class="menu pure-menu-link">Background</a> 150 </li> 151 <li class="pure-menu-item"> 152 <a href="/team" class="menu pure-menu-link">Team</a> 153 </li> 154 <li class="pure-menu-item"> 155 <a href="/related" class="menu pure-menu-link">Related Research</a> 156 </li> 157 <li class="pure-menu-item"> 158 <a href="/contact" class="menu pure-menu-link">Contact</a> 159 </li> 160 </ul> 161</div> 162<div class="content"> 163<main> 164 <h1 class="subheadline">Related Research</h1> 165 <div class="pure-g"> 166 <div class="pure-u-1 pure-u-md-1-2"> 167 <div class="board"> 168 <p> 169 <b>Hanauer, Matthias Xaver and Windmüller, Steffen:</b> <a 170 href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3437919" target="_blank">Enhanced Momentum 171 Strategies</a> 172 <i>(August 7, 2020)</i> 173 </p> 174 </div> 175 </div> 176 <div class="pure-u-1 pure-u-md-1-2"> 177 <div class="board"> 178 <p> 179 <b>Hanauer, Matthias Xaver:</b> <a 180 href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3546295" target="_blank">
180A Comparison of Global Factor 181 Models</a> <i>(March 29, 2020)</i> 182 </p> 183 </div> 184 </div> 185 <div class="pure-u-1 pure-u-md-1-2"> 186 <div class="board"> 187 <p> 188 <b>Windmüller, Steffen:</b> <a 189 href="https://academic.oup.com/raps/advance-article-abstract/doi/10.1093/rapstu/raab024/6380954?redirectedFrom=fulltext" target="_blank">Firm Characteristics and Global 190 Stock Returns: A Conditional Asset Pricing Model</a> <i>(The Review of Asset Pricing Studies, Volume 12 (2), 2022)</i> 191 </p> 192 </div> 193 </div> 194 </div> 195 196</main> 197<footer class="footer" id="footer">© Matthias X. Hanauer and Steffen Windmüller <span id="year">2020</span>. All rights reserved.</footer>
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