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~isPartOf:"Discussion papers / CEPR"
~person:"Bodie, Zvi"
~person:"Filippou, Ilias"
~person:"Stambaugh, Robert F."
~person:"Zaremba, Adam"
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Importance of transaction costs for asset allocation in foreign exchange markets
Filippou, Ilias
;
Maurer, Thomas
;
Pezzo, Luca
;
Taylor, …
-
2024
Persistent link: https://www.econbiz.de/10014530271
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Green tilts
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
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2023
Persistent link: https://www.econbiz.de/10014325538
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Exchange rate prediction with machine learning and a smart carry trade portfolio
Filippou, Ilias
;
Rapach, David E.
;
Taylor, Mark P.
; …
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2020
Persistent link: https://www.econbiz.de/10012305708
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