Fabio Franceschini

University of Bologna - Department of Economics

Research Fellow

Bologna

Italy

http://www.unibo.it/sitoweb/f.franceschini/en

SCHOLARLY PAPERS

2

DOWNLOADS

105

TOTAL CITATIONS

0

Ideas:
“  Asset Pricing, Economic Growth, Funding Liquidity, Environmental Sustainability.  ”

Scholarly Papers (2)

1.

Does CAPM overestimate more the risk or its price?

Number of pages: 23 Posted: 08 Jan 2025
Fabio Franceschini
University of Bologna - Department of Economics
Downloads 76 (671,340)

Abstract:

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Asset Pricing, CAPM, Leverage Constraints, Omitted Factors

2.

The Innovation Long-Run Risk Component

Number of pages: 35 Posted: 03 Mar 2025 Last Revised: 13 Apr 2025
Fabio Franceschini
University of Bologna - Department of Economics
Downloads 29 (1,028,900)

Abstract:

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Asset Pricing, Long-run risk, Innovation, Cointegration, R&D