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)
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