Rodolfo Prieto

INSEAD

Boulevard de Constance

77305 Fontainebleau Cedex

France

SCHOLARLY PAPERS

7

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1,228

SSRN CITATIONS
Rank 41,980

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Top 41,980

in Total Papers Citations

5

CROSSREF CITATIONS

12

Scholarly Papers (7)

1.

Uncovering sparsity and heterogeneity in firm-level return predictability using machine learning

INSEAD Working Paper No. 2020/24/DSC
Number of pages: 71 Posted: 25 May 2020 Last Revised: 26 Apr 2022
Theodoros Evgeniou, Ahmed Guecioueur and Rodolfo Prieto
INSEAD, INSEAD and INSEAD
Downloads 330 (134,592)

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Characteristics, Sparsity, Heterogeneity, Industries, Lasso, Clustering, Return Prediction, Big Data

2.

Dynamic Equilibrium with Heterogeneous Agents and Risk Constraints

Number of pages: 55 Posted: 15 Sep 2010 Last Revised: 17 Oct 2011
Rodolfo Prieto
INSEAD
Downloads 216 (205,514)
Citation 14

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Asset pricing bubbles, Endogenous regimes, General equilibrium, Risk constraints, Stochastic volatility

3.

Asset Pricing with Arbitrage Activity

Swiss Finance Institute Research Paper No. 13-57
Number of pages: 56 Posted: 08 Nov 2013
Julien Hugonnier and Rodolfo Prieto
Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and INSEAD
Downloads 212 (209,111)
Citation 4

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Limits of arbitrage; Rational bubbles; Wealth constraints; Excess volatility; Leverage effect

Asset pricing with costly short sales

Swiss Finance Institute Research Paper No. 22-21
Number of pages: 58 Posted: 09 Mar 2022 Last Revised: 26 Oct 2022
Theodoros Evgeniou, Julien Hugonnier and Rodolfo Prieto
INSEAD, Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and INSEAD
Downloads 150 (282,231)

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Shorting fees, Securities lending, Heterogeneous beliefs, Dynamic equilibrium.

Asset Pricing with Costly Short Sales

CEPR Discussion Paper No. DP17099
Number of pages: 58 Posted: 29 Mar 2022
Theodoros Evgeniou, Julien Hugonnier and Rodolfo Prieto
INSEAD, Swiss Federal Institute of Technology Lausanne - Ecole Polytechnique Fédérale de Lausanne and INSEAD
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Dynamic equilibrium, heterogeneous beliefs, Securities lending, Shorting costs

5.

Vanishing Contagion Spreads

Number of pages: 57 Posted: 15 Dec 2017 Last Revised: 29 Dec 2020
Florida International University, INSEAD, Questrom School of Business, Boston University and Getulio Vargas Foundation (FGV) - EMAp - School of Applied Mathematics
Downloads 147 (286,145)

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Credit Risk, Credit Spreads, Contagion, Exchange Economy, Equilibrium, Idiosyncratic shocks, Risk Premia Representation

6.

Equilibrium Implications of Interest Rate Smoothing

Number of pages: 48 Posted: 17 Oct 2017 Last Revised: 21 Jul 2018
Diogo Duarte and Rodolfo Prieto
Florida International University and INSEAD
Downloads 90 (404,113)

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Dynamic monetary equilibrium, Long term growth, McCallum rule, Nominal spread, Quantitative easing

7.

Technology Traps and Long Discount Rates

Number of pages: 40 Posted: 27 Mar 2018 Last Revised: 09 Feb 2021
Rodolfo Prieto
INSEAD
Downloads 83 (424,443)

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Endogenous R&D; Intensity control; Long-run risk; Long yields; Production economy; Technology adoption