| US Sector Rotation with Five-Factor Fama-French Alphas G Sarwar, C Mateus, N Todorovic Working Paper, Available at: https://papers.ssrn.com/sol3/papers.cfm …, 2017 | 23 | 2017 |
| A Tale of Two States: Asymmetries in the UK Small, Value and Momentum Premiums G Sarwar, C Mateus, N Todorovic Applied Economics 49 (5), 456-476, 2016 | 13 | 2016 |
| A Guide to Survival of Momentum in UK Style Portfolios G Sarwar, C Mateus, N Todorovic Working Paper, Available at: https://papers.ssrn.com/sol3/papers.cfm …, 2017 | 3 | 2017 |
| Macroeconomic Determinants of Cyclical Variations in Value, Size and Momentum premiums in the UK G Sarwar, C Mateus, N Todorovic Size and Momentum Premiums in the UK (March 20, 2015), 2015 | 3 | 2015 |
| Does equity mutual fund factor-risk-shifting pay off? Evidence from the US C Mateus, S Sarwar, N Todorovic The European Journal of Finance, 1-22, 2022 | 1 | 2022 |
| Momentum Survival and its Economic Significance: Evidence from an Emerging Market G Sarwar, KF Ferdushi SSRN working paper series, 2019 | | 2019 |
Cesario MateusProfessor of Finance, Aalborg University, DenmarkVerified email at business.aau.dk
