Marco Aiolfi

QMA

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

7

DOWNLOADS

667

SSRN RANKINGS

Top 4,886

in Total Papers Citations

107

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Scholarly Papers (7)

1.
Downloads 340 ( 72,316)

Forecast Combinations

CREATES Research Paper No. 2010-21
Number of pages: 35 Posted: 19 May 2010
QMA, Banco de México and UCSD
Downloads 340 (85,732)

Abstract:

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Time-series forecasts, survey forecasts, model instability

2.

What Moves Money Managers' Portfolios? An Investigation of Preferences and Beliefs

Number of pages: 50 Posted: 09 Aug 2006
Marco Aiolfi
QMA
Downloads 142 (200,969)

Abstract:

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Portfolio Choice, Investment, Economist Portfolio Poll

3.

Don’t Get Carried Away: Uncovering Macro Characteristics in Carry Portfolios

Number of pages: 25 Posted: 10 Nov 2018
Marco Aiolfi and Yesim Tokat-Acikel
QMA and QMA
Downloads 76 (309,124)

Abstract:

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Factor Investing, Alternative Risk Premia, Style Premia, Carry, Macro Fundamentals

4.

To Hedge or Not to Hedge: Assessing Currency Management Solutions for International Equity Portfolios

Number of pages: 23 Posted: 27 Nov 2017
Marco Aiolfi and Georgios Sakoulis
QMA and Quantitative Management Associates (QMA) LLC
Downloads 71 (321,229)

Abstract:

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Currency hedging; active currency management; alternative risk premia

5.

Model Uncertainty, Thick Modelling and the Predictability of Stock Returns

CEPR Discussion Paper No. 3997
Number of pages: 43 Posted: 16 Sep 2003
Marco Aiolfi and Carlo A. Favero
QMA and Bocconi University - Department of Finance
Downloads 31 (454,450)
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Abstract:

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6.

Understanding Analysts' Earnings Expectations: Biases, Nonlinearities and Predictability

CEPR Discussion Paper No. DP7656
Number of pages: 40 Posted: 08 Feb 2010
QMA, Board of Governors of the Federal Reserve System and UCSD
Downloads 5 (602,294)
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analysts' earnings forecasts, mixture model, predictability of forecast revisions

7.

Common Factors in Latin America's Business Cycles

CEPR Discussion Paper No. DP7671
Number of pages: 39 Posted: 08 Feb 2010
QMA, Inter American Development Bank and UCSD
Downloads 2 (626,453)
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Abstract:

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factor models, International business cycles, Latin America