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Essays on asset pricing and downside risk
Giovannetti, Bruno - 2011
Persistent link: https://www.econbiz.de/10011949356
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Nonlinear forecasting using factor-augmented models
Giovannetti, Bruno - In: Journal of forecasting 32 (2013) 1, pp. 32-40
Persistent link: https://www.econbiz.de/10009758729
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Asset pricing under quantile utility maximization
Giovannetti, Bruno - In: Review of financial economics : RFE 22 (2013) 4, pp. 169-179
Persistent link: https://www.econbiz.de/10010442730
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Investment grade, asset prices and changes in the source of systematic risk
Giovannetti, Bruno; Rodrigues, Mauro; Ros, Eduardo - 2014
Persistent link: https://www.econbiz.de/10010443090
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Well-connected short-sellers pay lower loan fees : a market-wide analysis
Chague, Fernando; De-Losso, Rodrigo; Genaro, Alan de; … - In: Journal of financial economics 123 (2017) 3, pp. 646-670
Persistent link: https://www.econbiz.de/10011751402
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US risk premia under emerging markets constraints
Cavalcante Júnior, Elias; Chague, Fernando; De-Losso, … - In: Journal of empirical finance 67 (2022), pp. 217-230
Persistent link: https://www.econbiz.de/10013464392