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.
15/01/2012 Portfolio Allocation Inflation and Individual Equities We study the inflation hedging ability of individual stocks.
15/01/2012 Portfolio Allocation Social responsibility and mean-variance portfolio selection This paper measures the trade-off between financial efficiency and SRI in the traditional mean-variance optimization