Co-Authors | |
---|---|
Authors | No. of Publications |
pezzo, l | 3 |
taylor, m | 3 |
tran, n | 3 |
liu, sining | 2 |
tô, t | 2 |
vedolin, andrea | 2 |
zhang, yaoyuan | 2 |
filippou, ilias | 1 |
pezzo, luca | 1 |
taylor, mark p | 1 |
tran, nk | 1 |
tô, td | 1 |
Keywords in Publications | |
---|---|
keywords | No. of Authors |
asset allocation | 2 |
carry trade | 2 |
foreign exchange | 2 |
optimization | 2 |
transaction costs | 2 |
currency risk | 1 |
entangled risks | 1 |
exchange rates | 1 |
fx | 1 |
incomplete markets | 1 |
international finance | 1 |
international finance puzzles | 1 |
jump risks | 1 |
mean-variance | 1 |
mean–variance | 1 |
price impact | 1 |
realized amihud | 1 |
stochastic discount factor (sdf) | 1 |
Co-Investigators | |
---|---|
Investigators | No. of Grants |
fang, xiang | 1 |
kim, sang hyun hugh | 1 |
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Disciplines in Grants | |
---|---|
Disciplines | No. of Investigators |
finance | 2 |
financeeconomics | 2 |