Paper accepted for presentation

Con­grat­u­la­tions to our stu­dent Aless­andro Mel­one! His joint pa­per 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the 2021 North­ern Fin­ance As­so­ci­ation Meet­ings in Septem­ber 2021.

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