5/08/2026 Machine Learning & Artificial Intelligence Agentic AI for Financial Applications: A Comprehensive Survey Language models have given rise to agentic AI. This paper analyses the full agentic stack together with its financial applications and risks.
17/06/2019 Asset Pricing & Behavioural Finance Variance Premium, Downside Risk, and Expected Stock Returns We decompose total variance into its bad and good components and measure the premia associated with their fluctuations using stock and option data from...
17/06/2019 Asset Pricing & Behavioural Finance International Stock Market Co-Movements and Politics-Related... We investigate the determinants of international stock market co-movements, shedding light on the relevance of politics-related factors.
7/05/2019 Asset Pricing & Behavioural Finance News-Based Indices on Country Fundamentals: Do They Help Exp... This paper revisits the discussion about the role that fundamentals play in asset prices using sovereign credit spread data.
18/04/2019 Sustainable Finance Economic Modeling of Climate Risks Climate change is a subject that has been largely addressed from both macroeconomic and energetic standpoints.
26/03/2019 Portfolio Allocation Optimal Allocation in the S&P 600 under Size-Driven Illiquid... A number of empirical studies have investigated how mutual funds do react to incoming financial resources.
26/03/2019 Portfolio Allocation Persistence and Skill in the Performance of Mutual Fund Fami... Prior research has shown that decisions made at fund family level can account for a substantial portion of the performance of the individual active fund...