24 key publications

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  Andonov, A. and Rauh, J. (2022). The Return Expectations of Public Pension Funds Review of Financial Studies, 35(8):3777–3822.

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  Almeida, C. and Freire, G. (2022). Pricing of index options in incomplete markets Journal of Financial Economics, 144(1):174--205.

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  Liberali, G. and Ferecatu, A. (2022). Morphing for Consumer Dynamics: Bandits Meet Hidden Markov Models Marketing Science, 41(4):341--366.

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  Hendershott, T., Menkveld, AlbertJ., Praz, R. and Seasholes, M. (2022). Asset Price Dynamics with Limited Attention Review of Financial Studies, 35(2):962--1008.