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Katarina Lucivjanska

University of Pavol Jozef Šafárik in Kosice

Šrobárova 2

Košice, 041 32

Slovakia

  • University of Pavol Jozef Šafárik in Kosice

SCHOLARLY PAPERS

5

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1,928

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5

Scholarly Papers (5)

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1.

Are Stocks Riskier Over the Long Run? Taking Cues from Economic Theory

Number of pages: 70 Posted: 09 Jun 2015 Last Revised: 03 Mar 2017
Doron Avramov, Scott Cederburg and Katarina Lucivjanska
Reichman University - Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and University of Pavol Jozef Šafárik in Kosice
Downloads 856 (71,001)

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2.

Mean-Semivariance Portfolio Optimization Using Minimum Average Partial

Annals of Operations Research, 2022
Number of pages: 23 Posted: 18 Mar 2020 Last Revised: 20 May 2022
Andrea Rigamonti and Katarina Lucivjanska
Masaryk University - Faculty of Economics and Administration and University of Pavol Jozef Šafárik in Kosice
Downloads 488 (146,261)
Citation 2

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semivariance, principal component analysis, minimum average partial, parameter uncertainty, portfolio optimization

3.

Optimal Granularity for Portfolio Choice

Number of pages: 53 Posted: 25 Apr 2016 Last Revised: 11 Jan 2019
Nicole Branger, Katarina Lucivjanska and Alex Weissensteiner
University of Münster - Finance Center Muenster, University of Pavol Jozef Šafárik in Kosice and Free University of Bolzano-Bozen
Downloads 264 (290,667)
Citation 3

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mean-variance optimization, the 1/N rule, parameter uncertainty, optimal portfolio granularity

4.

Is Imperfection Better? Evidence from Predicting Stock and Bond Returns

Number of pages: 51 Posted: 09 Jun 2015 Last Revised: 04 Jan 2018
Katarina Lucivjanska
University of Pavol Jozef Šafárik in Kosice
Downloads 202 (380,469)

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return predictability, predictive system, predictive regression, Bayesian econometrics

5.

Pension Fund Equity Performance: Patience, Activity or Both?

De Nederlandsche Bank Working Paper No. 606
Number of pages: 37 Posted: 11 Oct 2018
Tanja Artiga González, Iman van Lelyveld and Katarina Lucivjanska
VU University Amsterdam, De Nederlandsche Bank and University of Pavol Jozef Šafárik in Kosice
Downloads 118 (604,538)

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Pension funds, Active share, fund duration