Adam Farago

University of Gothenburg - Centre for Finance

Assistant Professor

Box 640

Gothenburg, 405 30

Sweden

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 28,452

in Total Papers Downloads

1,657

SSRN CITATIONS
Rank 26,716

SSRN RANKINGS

Top 26,716

in Total Papers Citations

8

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 580 (47,009)

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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 436 (67,132)
Citation 6

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Generalized Disappointment Aversion, Downside Risks, Cross-Section

3.
Downloads 226 (138,279)
Citation 11

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 226 (137,817)

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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 3
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Asset allocation, Downside risk

4.

Compound Returns

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 212 (146,937)

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Compound returns, Diversification, Long-run returns, Skewness

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 180 (170,944)

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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 Banking and Finance, University of Innsbruck and affiliation not provided to SSRN
Downloads 23 (521,611)

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