Andrew L. Detzel - Concepedia

Author

Andrew L. Detzel

University of Denver ORCID

Also Known As

Andrew Detzel, Andrew L. Detzel, F. Larry Detzel

Publications

Citations

H-Index

Concepts

All Affiliations

University of Denver Universidade Católica Portuguesa University of Utah

About

Andrew L. Detzel is an author at University of Denver specializing in asset pricing, financial economics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	3	3	1.4K
2	Management	3	3	1.4K
3	Finance	3	3	1.4K
4	Economics	2	2	1.4K
5	Accounting	1	1	11

Andrew L. Detzel

Publications

Citations

H-Index

Page 1

	Year	Citations
The Asset-Pricing Implications of Government Economic Policy Uncertainty Jonathan Brogaard, Andrew L. Detzel Management Science Portfolio ManagementAsset-pricing ImplicationsPortfolio ChoiceNews-based MeasureAsset Pricing	2015	1.3K
The Asset Pricing Implications of Government Economic Policy Uncertainty Jonathan Brogaard, Andrew L. Detzel SSRN Electronic Journal	2012	276
The Asset Pricing Implications of Government Economic Policy Uncertainty Jonathan Brogaard, Andrew L. Detzel SSRN Electronic Journal	2012	116
Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals Andrew L. Detzel, Hong Liu, Jack Strauss, Financial Management CryptocurrencyMarket MicrostructureFintechAsset PricingAlgorithmic Trading	2020	96
Do limits to arbitrage explain the benefits of volatility-managed portfolios? Pedro Barroso, Andrew L. Detzel Journal of Financial Economics Volatility-managed Portfolios	2021	79
Do Limits to Arbitrage Explain the Benefits of Volatility-Managed Portfolios? Pedro Barroso, Andrew L. Detzel SSRN Electronic Journal Volatility-managed Portfolios	2018	30
Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios Andrew L. Detzel, Jack Strauss European Finance Review	2017	23
Model Selection with Transaction Costs Andrew L. Detzel, Robert Novy‐Marx, Mihail Velikov SSRN Electronic Journal	2021	20
The volatility puzzle of the low-risk anomaly Pedro Barroso, Andrew L. Detzel, Paulo F. Maio SSRN Electronic Journal	2021	12
Expected versus Ex Post Profitability in the Cross‐Section of Industry Returns Andrew L. Detzel, Philipp D. Schaberl, Jack Strauss Financial Management Empirical FinanceFirm PerformanceIndustry ReturnsPredicted‐profitability StrategiesAsset Pricing	2018	11

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