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)
Back to overview