Paolo Guiotto

affiliation not provided to SSRN

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Scholarly Papers (1)

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Shape Factors and Cross-Sectional Risk

Journal of Economic Dynamics and Control, Vol. 34, No. 11, 2010
Number of pages: 55 Posted: 14 Dec 2005 Last Revised: 12 Nov 2015
Andrea Roncoroni, Stefano Galluccio and Paolo Guiotto
ESSEC Business School, BNP Paribas Fixed Income and affiliation not provided to SSRN
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Abstract:

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Risk measures, Infinite-dimensional stochastic calculus, Cross-sectional analysis