Davide Pettenuzzo

Economics and Econometrics · 2007–2016

A researcher in the Science corpus: 3 papers; trusts 19 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 60 citations into it; #12,987 of 23,481 by trust here, #9,863 by citations
• Finance — 40 citations into it; #5,968 of 10,518 by trust here, #3,946 by citations
• Management Science and Operations Research — 10 citations into it; #6,480 of 11,946 by trust here, #7,262 by citations

Whom Davide Pettenuzzo trusts overall

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

1. Andrew Ang
2. Doron Avramov
3. Todd E. Clark
4. Geert Bekaert
5. Fulvio Corsi
6. James H. Stock
7. John Y. Campbell
8. Shmuel Kandel
9. Tilmann Gneiting
10. Martin Lettau

Who trusts Davide Pettenuzzo overall

1. Graham Elliott
2. Allan G. Timmermann
3. Andrew Ang
4. Antonio Gargano
5. Carlos M. Carvalho

Papers from Davide Pettenuzzo's perspective

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

1. Consumption, aggregate wealth and expected stock returns
2. Real-Time Measurement of Business Conditions
3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
4. Firm Size and Cyclical Variations in Stock Returns
5. Investing for the Long Run When Returns are Predictable
6. International Asset Allocation With Regime Shifts
7. On the Predictability of Stock Returns: An Asset-Allocation Perspective
8. Forecasting Output and Inflation: The Role of Asset Prices
9. Structural Breaks, Incomplete Information, and Stock Prices
10. Strictly Proper Scoring Rules, Prediction, and Estimation

Their papers

• Predictability of stock returns and asset allocation under structural breaks (2011) — 173 citations
• Learning, Structural Instability, and Present Value Calculations (2007) — 116 citations
• A MIDAS Approach to Modeling First and Second Moment Dynamics (2016) — 48 citations