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Project | Author(s) | Year of funding | Downloads |
Optimal Trading in Characteristic-Based Portfolios | Jens Kvaerner, Doron Avramov, Dion Bongaerts, Julio Crego | 2024 | Please log in |
A Test of Alpha Decay | Julien Penasse | 2024 | Please log in |
Legislator Tweets About the Environment and the Returns of Green versus Brown Stocks | Victor De Miguel, Javier Gil-Bazo, Roberto Gomez-Cram, Milind Goel
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2024 | Please log in |
The Market for Sharing Interest Rate Risk: Quantities and Asset Prices | Ishita Sen, Iona Neumtu, Umang Khetan, Jian (Jane) Li | 2024 | Please log in |
Understanding and Improving Deep Learning for Portfolio Construction | Semyon Malamud, Bryian Kelly, Boris Kuznetsov, Andrea Xu | 2024 | Please log in |
The Corporate Bond Factor Zoo | Alexander Dickerson, Christian Julliard, and Philippe Mueller | 2023 | Please log in |
European Listed Real Estate as an Inflation Hedge | Martin E. Hoesli - Bing Zhu - Jan Muckenhaupt | 2023 | Please log in |
Hyperinflation and stabilization: Evidence from the dissolution of the Austro-Hungarian Empire | Győző Gyöngyösi, Balázs Spéder, Emil Verner | 2022 | Please log in |
Central Bank Communication Networks and Asset Prices | Gyuri Venter and Paul Whelan | 2022 | Please log in |
The effects of climate-policy risks on financial markets and investors’ portfolios | Diego R. Känzig and Maximilian Konradt | 2022 | Please log in |
Exporting Carbon Emissions? Evidence from Space | Stefan Ruenzi and Santanu Kundu | 2022 | Please log in |
Hidden Alpha | Manuel Ammann, Lauren Cohen, Stephan Heller | 2022 | Please log in |
Inflation expectations and investment behavior | Philip Schnorpfeil, Andreas Hackethal and Michael Weber | 2021 | Please log in |
A spatial portfolio approach to hedge physical risks in equity portfolios | Flavio De Carolis and Dirk Broeders | 2021 | Please log in |
Debiasing Data for Values-Aligned Investment | Jillian Grennan and Roni Michaely | 2021 | Please log in |