Paolo Porchia

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 24 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Paolo Porchia trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew Ang
  2. Geert Bekaert
  3. Torben G. Andersen
  4. George K. Chacko
  5. Ole E. Barndorff-Nielsen
  6. Sanjiv Ranjan Das
  7. Jeffrey A. Busse
  8. Jun Liu
  9. Joost Driessen
  10. N. Shephard

Who trusts Paolo Porchia overall

  1. Damir Filipovi'c
  2. J. D. da Fonseca
  3. Eberhard Mayerhofer

Papers from Paolo Porchia's perspective

Ordered by how strongly the researchers Paolo Porchia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Term premia and interest rate forecasts in affine models
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Specification Analysis of Affine Term Structure Models
  4. Investing for the Long Run When Returns are Predictable
  5. International Asset Allocation With Regime Shifts
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  9. The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
  10. Characteristics of Risk and Return in Risk Arbitrage

Their papers