4/07/2024 Asset Pricing & Behavioural Finance Human-Robot Interactions in Investment Decisions This paper highlights the impact of human-robot interactions on investors' behaviour and risk-adjusted returns.
1/10/2016 Asset Pricing & Behavioural Finance Dynamics of Variance Risk Premia, Investors' Sentiment and R... Dynamics of Variance Risk Premia, Investors? Sentiment and Return Predictability
5/07/2016 Portfolio Allocation The Reactive Covariance Model and its implications The Reactive Covariance Model and its implications
23/06/2016 Portfolio Allocation On the stationarity of dynamic conditional correlation model... On the stationarity of dynamic conditional correlation models
14/06/2016 Portfolio Allocation Asset Allocation under (one's own) Sovereign Default Risk The Greek drama of the late 2000s has returned sovereign risk awareness to centre stage.
6/06/2016 Portfolio Allocation Designing a corporate bond index on solvency criteria Doubts are rising whether bond indices, in the way they are constructed, are effective in their role of representing the markets they are designed for.
18/05/2016 Sustainable Finance Which lever can enhance sustainability ? This paper aims to investigate Emerging Market Countries’ sustainability issues, looking at the impact of two specific policies aiming to improve the...