Stefano Cavaglia

Brinson Partners

209 LaSalle Street

Chicago, IL 60604

United States

Maastricht University - Department of Finance

Maastricht, 6200 MD

Netherlands

PanAgora Asset Management, Inc.

260 Franklin Street

22nd Floor

Boston, MA 02110

United States

  • Maastricht University - Department of Finance

    • Email
    • Tel: 31 43 888-838
    • Fax: 31 43 270-999

  • PanAgora Asset Management, Inc.

    • Tel: 617-439-6385
SCHOLARLY PAPERS

6

DOWNLOADS

57

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Pricing the Global Industry Portfolios

NBER Working Paper No. w9344
Number of pages: 29 Posted: 23 Dec 2002 Last Revised: 30 Oct 2010
Stefano Cavaglia, Robert J. Hodrick, Moroz Vadim and Xiaoyan Zhang
Brinson Partners, Columbia Business School - Finance and Economics, Brinson Partners and Tsinghua University - PBC School of Finance
Downloads 57 (374,221)

Abstract:

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2.

Cross-Industry, Cross-Country Allocation

Financial Analysts Journal, Vol. 58, No. 6, November/December 2002
Posted: 29 Apr 2003
Stefano Cavaglia and Vadim Moroz
Brinson Partners and UBS Global Asset Management

Abstract:

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Portfolio Management, asset allocation

3.

Interest Expectations and Exchange Rates News

Empirical Economics, Vol. 23, Issue 4, 1998
Posted: 18 May 1999
Stefano Cavaglia, Kees C. G. Koedijk, Willem F. C. Verschoor and Christian C. P. Wolff
Brinson Partners, Tilburg University - Department of Finance, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance

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4.

International Investing. The Dutch Investor's Perspective

Journal of Investing, Fall 1997
Posted: 18 Apr 1998
Jarrod Wilcox and Stefano Cavaglia
Wilcox Investment, Inc. and Brinson Partners

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5.

On the Biasedness of Forward Foreign Exchange Rates: Irrationality of Risk Premia?

Posted: 11 Jan 1995
Stefano Cavaglia, Willem F. C. Verschoor and Christian C. P. Wolff
Brinson Partners, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance

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6.

On the Biasedness of Forward Foreign Exchange Rates: Irrationality or Risk Premia?

Journal of Business, Vol 67, No 3, July 1994
Posted: 29 Jun 1994
Stefano Cavaglia, Willem F. C. Verschoor and Christian C. P. Wolff
Brinson Partners, Vrije Universiteit Amsterdam, School of Business and Economics and University of Luxembourg - Luxembourg School of Finance

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