arrow
返回
P

Patrick Gagliardini

Universita della Svizzera Italiana

18H指数
136论文数
1.6K被引数
收录论文 13
发表时间
Spanning latent and observable factors跨越潜在和可观察因素
err2024-05-01
err2
PREAI
errAndreou, E.; Gagliardini, P.; Ghysels, E.; Rubin, M.
err分享
err收藏
Is it alpha or beta? Decomposing hedge fund returns when models are misspecified
err2024-04-01
err1
errOAAI
errArdia, David; Barras, Laurent; Gagliardini, Patrick; Scaillet, Olivier
err分享
err收藏
Entropic approximate learning for financial decision-making in the small data regime
err2023-04-01
err6
errOAAI
errVecchi, Edoardo; Berra, Gabriele; Albrecht, Steffen; Gagliardini, Patrick; Horenko, Illia
err分享
err收藏
On cheap entropy-sparsified regression learning
err2022-12-29
err8
errOAAI
errHorenko, Illia; Vecchi, Edoardo; Kardos, Juraj; Waechter, Andreas; Schenk, Olaf; O'Kane, Terence; Gagliardini, Patrick; Gerber, Susanne
err分享
err收藏
Skill, Scale, and Value Creation in the Mutual Fund Industry
err2021-11-29
err15
errOAAI
errBarras, Laurent; Gagliardini, Patrick; Scaillet, Olivier
err分享
err收藏
A diagnostic criterion for approximate factor structure
err2019-10-01
err30
errOAAI
errGagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier
err分享
err收藏
Inference in Group Factor Models With an Application to Mixed-Frequency Data
err2019-01-01
err27
PREAI
errAndreou, E.; Gagliardini, P.; Ghysels, E.; Rubin, M.
err分享
err收藏
TIME-VARYING RISK PREMIUM IN LARGE CROSS-SECTIONAL EQUITY DATA SETS
err2016-01-01
err117
errOAAI
errGagliardini, Patrick; Ossola, Elisa; Scaillet, Olivier
err分享
err收藏
Semi-parametric estimation of American option prices
err2013-03-01
err5
errOAAI
errGagliardini, Patrick; Ronchetti, Diego
err分享
err收藏
EFFICIENT DERIVATIVE PRICING BY THE EXTENDED METHOD OF MOMENTS
err2011-01-01
err33
errOAAI
errGagliardini, P.; Gourieroux, C.; Renault, E.
err分享
err收藏
Ambiguity Aversion and the Term Structure of Interest Rates
err2008-11-24
err32
errOAAI
errGagliardini, Patrick; Porchia, Paolo; Trojani, Fabio
err分享
err收藏
Robust GMM tests for structural breaks
err2005-11-01
err16
errOAAI
errGagliardini, P; Trojani, F; Urga, G
err分享
err收藏