Afonso V. Januario

Schroders

Quantitative Analyst

31 Gresham Street

London, EC2V 7QA

United Kingdom

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

SCHOLARLY PAPERS

3

DOWNLOADS

1,327

SSRN CITATIONS

2

CROSSREF CITATIONS

6

Scholarly Papers (3)

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 769 (49,969)
Citation 10

Abstract:

Loading...

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 515 (83,643)

Abstract:

Loading...

predictability, predictive regressions, value, momentum

3.

Pricing Currency Exposure of Multinational Firms from Sales Disclosures Across Geographies

Number of pages: 46 Posted: 15 May 2015 Last Revised: 21 Jan 2020
Afonso V. Januario and Jonathan Jona
Schroders and University of New Mexico - Robert O. Anderson Schools of Management
Downloads 43 (612,286)

Abstract:

Loading...

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