An information-theoretic asset pricing model
Published by
Journal of Financial Econometrics
Summary
journal-article
About
Work
London School of Economics
United Kingdom of Great Britain and Northern Ireland
London School of Economics and Political Science Department of Finance
|Associate Professor
United Kingdom of Great Britain and Northern Ireland
→
Education
Princeton University
United States of America
→
PhD
Publications
The spread of COVID-19 in London
Published by
Journal of Econometrics
Summary
journal-article
Bayesian solutions for the factor zoo
Published by
Journal of Finance
Summary
journal-article
Network risk and key players
Published by
Journal of Financial Economics
Summary
journal-article
The spread of COVID-19 in London
Published by
Systemic Risk Centre Discussion Papers, Financial Markets Group Discussion Papers
Summary
working-paper
Bayesian solutions for the factor zoo
Published by
Systemic Risk Centre Discussion Papers, Financial Markets Group Discussion Papers
Summary
working-paper
Consumption in asset returns
Published by
Systemic Risk Centre Discussion Papers, Financial Markets Group Discussion Papers
Summary
working-paper
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
Published by
Review of Financial Studies
Summary
journal-article
An information based one-factor asset pricing model
Published by
Financial Markets Group Discussion Papers
Summary
working-paper
Human capital and international portfolio diversification: a reappraisal
Published by
Journal of International Economics
Summary
journal-article
Human capital and international portfolio diversification
Published by
Systemic Risk Centre Discussion Papers
Summary
working-paper
Human capital and international portfolio diversification: a reappraisal
Published by
Systemic Risk Centre Discussion Papers
Summary
working-paper
Information asymmetries, volatility, liquidity and the Tobin Tax
Published by
Financial Markets Group Discussion Papers, Paul Woolley Centre Discussion Papers
Summary
working-paper
Information asymmetries, volatility, liquidity, and the Tobin Tax
Published by
Systemic Risk Centre Discussion Papers
Summary
working-paper
Network risk and key players
Published by
Financial Markets Group Discussion Papers, AXA Working Paper Series
Summary
working-paper
Can rare events explain the equity premium puzzle?
Published by
Review of Financial Studies
Summary
journal-article
What is the Consumption-CAPM missing? An information-theoretic framework for the analysis of asset pricing models
Published by
Financial Markets Group Discussion Papers
Summary
working-paper
Can rare events explain the equity premium puzzle?
Published by
Financial Markets Group Discussion Papers
Summary
working-paper
Money illusion and housing frenzies
Published by
Review of Financial Studies
Summary
journal-article
Households' portfolio diversification
Summary
working-paper
Labor income risk and asset returns
Summary
working-paper
Money illusion and housing frenzies
Summary
working-paper
Money illusion and housing frenzies
Summary
working-paper
Money illusion and housing frenzies
Published by
Financial Markets Group Discussion Papers
Summary
working-paper
Consumption risk and the cross-section of expected returns
Published by
Journal of Political Economy
Summary
journal-article
Human capital and international portfolio choice
Summary
working-paper
Consumption risk and cross-sectional returns
Summary
working-paper
The international diversification puzzle is not worse than you think
Summary
working-paper
La diversificazione del portafoglio delle famiglie italiane
Published by
Xix Rapporto Sul Risparmio e Sui Risparmiatori in Italia
Summary
book-chapter