joint with Bocconi University
Presentazione del volume "New Private Law Theory. A Pluralist Approach"
Abstract.We find that a significant subset of Hedged Mutual Funds (HMFs) and smart-beta Exchange-Traded Funds (ETFs) tilt their portfolios towards well-known anomaly characteristics, especially on the short side, and that such tilts are highly predictable. Moreover, factor-based HMFs outperform ETFs with corresponding factor tilts, which is driven by short positions and higher factor-related returns. Perversely…
joint with Seminars in Politics and Society
"D-sustainability: The new imperative for a digital and sustainable world"
Fiscal Rules, Austerity in Public Administration, and Political Accountability: Evidence from a Natural Experiment in Colombia (coauthored with Luis R. Martinez)
Optimal transport to measure the impact of the prior in Bayesian nonparametrics