Afonso V. Januario

Schroders

Quantitative Analyst

31 Gresham Street

London, EC2V 7QA

United Kingdom

http://https://sites.google.com/site/afonsovj/

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Testing for Adverse Selection in Life Settlements: The Secondary Market for Life Insurance Policies

Number of pages: 38 Posted: 14 Jun 2013 Last Revised: 06 Jun 2016
Afonso V. Januario and Narayan Y. Naik
Schroders and London Business School - Institute of Finance and Accounting
Downloads 516 (52,253)
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life settlements, secondary market for life insurance, adverse selection, longevity risk

2.

How Predictable are Returns Out-of-Sample? Evidence from Value and Momentum

Number of pages: 53 Posted: 05 Aug 2014 Last Revised: 06 Jun 2016
Afonso V. Januario
Schroders
Downloads 493 (55,364)

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predictability, predictive regressions, value, momentum

3.

Multinational Firms' Geographic Segmentation and Exchange-Rate Dynamics

Posted: 15 May 2015 Last Revised: 06 Jun 2016
Afonso V. Januario and Jonathan Jona
Schroders and University of Melbourne - Department of Accounting and Business Information Systems

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Forecasting Stock Returns, Exchange Rates, Carry, Momentum, Geographic Segments