Adam Farago

University of Gothenburg - Centre for Finance

Assistant Professor

Box 640

Gothenburg, 405 30

Sweden

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 26,463

SSRN RANKINGS

Top 26,463

in Total Papers Downloads

2,028

SSRN CITATIONS
Rank 24,190

SSRN RANKINGS

Top 24,190

in Total Papers Citations

19

CROSSREF CITATIONS

18

Scholarly Papers (6)

1.

Stock Price Co-Movement and the Foundations of Pairs Trading

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 55 Posted: 10 Feb 2018
Adam Farago and Erik Hjalmarsson
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 645 (45,703)

Abstract:

Loading...

Pairs trading, Stock price co-movement, Cointegration

2.

Downside Risks and the Cross-Section of Asset Returns

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 88 Posted: 10 Feb 2017 Last Revised: 02 Mar 2017
Adam Farago and Roméo Tédongap
University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 461 (69,877)
Citation 10

Abstract:

Loading...

Generalized Disappointment Aversion, Downside Risks, Cross-Section

3.

Compound Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 81 Posted: 15 Jun 2019 Last Revised: 01 Oct 2019
Adam Farago and Erik Hjalmarsson
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 348 (97,126)
Citation 1

Abstract:

Loading...

Compound returns, Diversification, Long-run returns, Skewness

4.
Downloads 236 (146,285)
Citation 14

Asymmetries and Portfolio Choice

Swedish House of Finance Research Paper No. 15-09
Number of pages: 51 Posted: 13 May 2015 Last Revised: 20 Jul 2016
Stockholm School of Economics, University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 236 (145,790)

Abstract:

Loading...

Asset allocation, disappointment aversion, downside risk, loss aversion, reference-dependent preferences, skewness.

Asymmetries and Portfolio Choice

CEPR Discussion Paper No. DP10706
Number of pages: 52 Posted: 13 Jul 2015
Stockholm School of Economics, University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 0
Citation 5
  • Add to Cart

Abstract:

Loading...

Asset allocation, Downside risk

5.

Volatility Downside Risk

Number of pages: 54 Posted: 23 Dec 2012
Adam Farago and Roméo Tédongap
University of Gothenburg - Centre for Finance and ESSEC Business School
Downloads 185 (183,733)

Abstract:

Loading...

Generalized Disappointment Aversion, Option Payoffs, Downside Risks, Cross-Section

6.

Cognitive Skills and Economic Preferences in the Fund Industry

Number of pages: 42 Posted: 28 Oct 2019
University of Gothenburg - Centre for Finance, University of Gothenburg - Department of Economics, University of Innsbruck - Department of Economics, University of Innsbruck and affiliation not provided to SSRN
Downloads 153 (216,271)

Abstract:

Loading...

cognitive skills, economic preferences, fund managers, fund performance, experimental finance