| Inference in group factor models with an application to mixed‐frequency data E Andreou, P Gagliardini, E Ghysels, M Rubin Econometrica 87 (4), 1267-1305, 2019 | 72* | 2019 |
| Crypto risk premia N Borri, D Massacci, M Rubin, D Ruzzi Available at SSRN 4154627, 2022 | 25 | 2022 |
| Are SRI funds financing carbon emissions? An input-output life cycle assessment of investment funds IS Popescu, T Gibon, C Hitaj, M Rubin, E Benetto Ecological Economics 212, 107918, 2023 | 15 | 2023 |
| Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models P Gagliardini, E Ghysels, M Rubin Journal of Financial Econometrics 15 (4), 509-560, 2017 | 14 | 2017 |
| Inferring Mutual Fund Intra-Quarter Trading: An Application to ESG Window Dressing L An, S Huang, D Lou, X Wen, M Xu HKU Jockey Club Enterprise Sustainability Global Research Institute Paper, 2024 | 6 | 2024 |
| Three common factors E Andreou, P Gagliardini, E Ghysels, M Rubin CEPR Discussion Paper No. DP17225, 2022 | 6 | 2022 |
| Time-varying environmental betas and latent green factors E Chini, M Rubin EDHEC Business School Working Paper, 2022 | 6 | 2022 |
| Mixed-Frequency Macro–Finance Factor Models: Theory and Applications E Andreou, P Gagliardini, E Ghysels, M Rubin Journal of Financial Econometrics 18 (3), 585-628, 2020 | 6 | 2020 |
| Positional portfolio management P Gagliardini, C Gourieroux, M Rubin Swiss Finance Institute Research Paper, 2018 | 6 | 2018 |
| Spanning latent and observable factors E Andreou, P Gagliardini, E Ghysels, M Rubin Journal of Econometrics, 105743, 2024 | 5 | 2024 |
| Is industrial production still the dominant factor for the us economy? Evidence from a new class of mixed frequency (group) factor models E Andreou, P Gagliardini, E Ghysels, M Rubin Swiss Finance Institute Research Paper, 2018 | 5 | 2018 |
| Equity tail risk in the treasury bond market M Rubin, D Ruzzi arXiv preprint arXiv:2007.05933, 2020 | 3 | 2020 |
| Positional portfolio management P Gagliardini, C Gourieroux, M Rubin Journal of Financial Econometrics 19 (4), 650-706, 2021 | 2 | 2021 |
| On the resilience of ESG firms during the COVID-19 crisis: evidence across countries and asset classes G Gianfrate, M Rubin, D Ruzzi, M van Dijk Journal of International Business Studies 55 (8), 1069-1084, 2024 | 1 | 2024 |
| State-Dependent Comovement between Factor Models D Massacci, M Rubin, D Ruzzi Available at SSRN 3846062, 2022 | | 2022 |
| Three Common Factors E Ghysels, E Andreou, P Gagliardini, M Rubin CEPR Discussion Papers, 2022 | | 2022 |
| Systematic comovement in threshold group-factor models D Massacci, D Ruzzi, M Rubin | | 2021 |
| Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices P Gagliardini, C Gourieroux, M Rubin Swiss Finance Institute Research Paper Series, 2014 | | 2014 |
| Do Volatility-Managed Portfolios Work Better for Convertible Bonds? M Rubin, P Schweigl Available at SSRN 4592894, 0 | | |
| Factors Common to Individual Stock and Sorted Portfolio Returns E Andreou, P Gagliardini, E Ghysels, M Rubin | | |
Patrick GagliardiniProfessor of Econometrics, Università della Svizzera Italiana在 usi.ch 的电子邮件经过验证
