Paper accepted for presentation

Con­grat­u­la­tions to our stu­dent Aless­andro Mel­one! His joint pa­per 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the Thir­teen An­nual So­ci­ety for Fin­an­cial Econo­met­rics Con­fer­ence in June 2021.

Pa­per: 'Factor Mod­els with Drift­ing Prices'
Co-Au­thors: Carlo A. Favero (Boc­coni Uni­versity), Andrea Ta­moni (Rut­gers Busi­ness School)