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Asset pricing under quantile utility maximization
Giovannetti, Bruno - 2012
Persistent link: https://www.econbiz.de/10009697994
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Testing the effects of short-selling restrictions on asset prices
De-Losso, Rodrigo; Genaro, Alan de; Giovannetti, Bruno - 2012
Persistent link: https://www.econbiz.de/10009697988
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US risk premia under emerging markets constraints
Cavalcante-Filho, Elias; Chague, Fernando; De-Losso, Rodrigo - 2019
Persistent link: https://www.econbiz.de/10012036154