Andrew Detzel

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9415-7222

Baylor University, Waco, TX 76712, USA

Publications

• The volatility puzzle of the beta anomaly — Journal of Financial Economics 2025
• Model Comparison with Transaction Costs — The Journal of Finance 2023 (name-matched, not ORCID-linked)
• Do limits to arbitrage explain the benefits of volatility-managed portfolios? — Journal of Financial Economics 2021
• Combination Return Forecasts and Portfolio Allocation with the Cross-Section of Book-to-Market Ratios — Review of Finance 2018
• The Asset-Pricing Implications of Government Economic Policy Uncertainty — Management Science 2015