Federico Platania

University of Liege

B-4000 Liege

Belgium

Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV)

Assistant Professor

92916 Paris La Defense Cedex

France

Ecole de Management Léonard De Vinci

Assistant Professor

Paris

SCHOLARLY PAPERS

5

DOWNLOADS

359

CITATIONS

0

Scholarly Papers (5)

1.

Long-Term Swings and Seasonality in Energy Markets

Number of pages: 43 Posted: 04 Jun 2016
Manuel Moreno, Alfonso Novales Cinca and Federico Platania
University of Castilla-La Mancha, Universidad Complutense de Madrid and University of Liege
Downloads 88 (281,675)

Abstract:

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Fourier series, Energy Markets, Seasonality, Periodic fluctuations, Long-term swing

2.

Market Efficiency and Hedge Fund Trading Strategies

Number of pages: 40 Posted: 02 Jun 2016
Marie Lambert, Nicolas A. Papageorgiou and Federico Platania
University of Liege - HEC Management School, HEC Montreal - Department of Finance and University of Liege
Downloads 87 (283,656)

Abstract:

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hedge funds, price discovery, options, informed trading, asset management

3.

Real Options Valuation Under Uncertainty

Number of pages: 42 Posted: 20 Aug 2015
Marie Lambert, Manuel Moreno and Federico Platania
University of Liege - HEC Management School, University of Castilla-La Mancha and University of Liege
Downloads 76 (307,676)

Abstract:

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Real options, R&D, Economic risk, Fourier series, Pharmaceutical industry, Risk factor

4.

Hedge Fund Styles and Macroeconomic Uncertainty

Number of pages: 56 Posted: 31 May 2016
Marie Lambert and Federico Platania
University of Liege - HEC Management School and University of Liege
Downloads 58 (354,756)

Abstract:

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Kalman filter, Markov switching, macroeconomic factors, dynamic betas

5.

The Informational Content of Limit Order Distributions During Market Auctions

Number of pages: 30 Posted: 13 Apr 2016
Federico Platania, Pedro Serrano and Mikel Tapia
University of Liege, University Carlos III of Madrid - Department of Business Administration and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 50 (379,724)

Abstract:

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Call auction; pre-opening period; noise trader; partial-differential equation.