Ramon Trias Fargas 25-27
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
in Total Papers Downloads
in Total Papers Citations
Mean-Variance Analysis, Background Risks, Estimation Error, Expected Utility, Multi-Period Portfolio Choice
Beta-pricing, Dynamic portfolio strategies, Jensen's alpha, Mean-variance frontiers, Sharpe ratios
beta-pricing, dynamic portfolio strategies, Jensen’s alpha, mean-variance frontiers, sharpe ratios
Biofuels, co-movement, ethanol, oil, structural breaks, threshold regressions
CU-GMM, factor pricing models, forward premium puzzle, generalised empirical likelihood, stochastic discount factor
CU-GMM, Factor Pricing Models, Forward Premium Puzzle, Generalized Empirical Likelihood, Stochastic Discount Factor
CU-GMM, Factor pricing models, Forward premium puzzle, Generalised Empirical Likelihood, Stochastic discount factor
Carry trades, currency crises, efficient method of moments, global games
Asset Pricing, Asymptotic Slopes, Dynamic Portfolio Strategies, GMM, Representing portfolios, Singular Covariance Matrix
Asset Pricing, Dynamic Portfolio Strategies, Representing portfolios, Stochastic Discount Factors
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