Claudio Boido

University of Siena

Professor

Via Banchi di Sotto, 55

siena, 53100

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

620

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

CAPM with Sentiment: The Efficient Market Hypothesis Spiced Up with Sentiment

Number of pages: 29 Posted: 19 Jan 2015
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Downloads 331 (115,387)

Abstract:

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investor sentiment, stock pricing, financial anomalies, behavioural finance, CAPM, modern portfolio theory

2.

Mean-Variance Investing with Factor Tilting

Number of pages: 21 Posted: 06 Jun 2019
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Downloads 103 (323,137)

Abstract:

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Factor Investing, Factor Premiums, Smart Beta, Asset Allocation, Portfolio Optimization

3.

How Much is a Goal in the Football Championship Worth? Match Results and Stock Price Reaction

Number of pages: 22 Posted: 25 Jul 2018
Claudio Boido and Giuseppe Galloppo
University of Siena and UniversitĂ  degli studi della Tuscia
Downloads 95 (340,465)

Abstract:

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stock returns, behavioural finance, football results, investors’mood, financial fundamentals

4.

Traditional and Alternative Risk: An Application to Hedge Fund Returns

Number of pages: 40 Posted: 19 Jan 2015
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno
Downloads 91 (349,826)

Abstract:

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Hedge Funds, Fund of Funds, Performances, Alpha, Alternative Assets, Asset Allocation

5.

Alternative Assets: A Comparison between Commodities and Traditional Asset Classes

Icfai University Journal of Derivatives Markets, Vol. 6, No. 2, April 2009
Posted: 04 May 2011
Claudio Boido and Antonio Fasano
University of Siena and Universita di Salerno

Abstract:

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6.

A Risk Contribution Approach to Asset Allocation

The IUP Journal of Financial Risk Management, Vol. VII, Nos. 1 & 2, pp. 58-77, March & June 2010
Posted: 24 May 2010
Claudio Boido and Giovanni Fulci
University of Siena and affiliation not provided to SSRN

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