VGSf - WU Vienna campus

Papers accepted for presentation

Con­grat­u­la­tions! The pa­pers 'Stock­-Oil Co­move­ment: Fun­da­ment­als or Fin­an­cial­iz­a­tion' and 'Factor Mod­els with Drift­ing Prices' will be presen­ted at the FMA 2021 an­nual meet­ing in Oc­to­ber 2021.

Pa­pers:

'Stock­-Oil Co­move­ment: Fun­da­ment­als or Fin­an­cial­iz­a­tion'
Au­thors: Aless­andro Mel­one, Otto Randl, Leo­pold Soegner, Josef Zech­ner

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



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