Paper accepted for presentation
Congratulations to our student Alessandro Melone! His joint paper „Macro Trends and Factor Timing“ will be presented at the 14th annual meeting of the Society for Financial Econometrics, to be held this year at the University of Cambridge (UK) June 24-26.
Paper: „Macro Trends and Factor Timing“
Co-Authors: Carlo A. Favero (Bocconi University), Andrea Tamoni (Rutgers Business School)
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