Quantitative equity portfolio management: An active approach to portfolio construction and management LB Chincarini McGraw-Hill, 2006 | 209 | 2006 |
A historical examination of optimal real return portfolios for non-US investors S Bruno, L Chincarini Review of Financial Economics 19 (4), 161-178, 2010 | 52 | 2010 |
The crisis of crowding: Quant copycats, ugly models, and the new crash normal LB Chincarini John Wiley & Sons, 2012 | 39 | 2012 |
The Amaranth debacle: Failure of risk measures or failure of risk management? LB Chincarini Available at SSRN 952607, 2007 | 32 | 2007 |
Riding the yield curve: a variety of strategies DS Bieri, LB Chincarini The Journal of fixed income 15 (2), 6-35, 2005 | 27 | 2005 |
An analytical model for the formation of economic clusters L Chincarini, N Asherie Regional Science and Urban Economics 38 (3), 252-270, 2008 | 25 | 2008 |
No chills or burns from temperature surprises: An empirical analysis of the weather derivatives market L Chincarini Journal of Futures Markets 31 (1), 1-33, 2011 | 22 | 2011 |
Beta and firm age LB Chincarini, D Kim, F Moneta Journal of Empirical Finance 58, 50-74, 2020 | 21 | 2020 |
The impact of quantitative methods on hedge fund performance L Chincarini European Financial Management 20 (5), 857-890, 2014 | 20 | 2014 |
A multi-asset approach to inflation hedging fora US investor S Bruno, L Chincarini The Journal of Portfolio Management 37 (3), 102-115, 2011 | 17 | 2011 |
A case study on risk management: lessons from the collapse of amaranth advisors llc LB Chincarini SSRN, 2009 | 17 | 2009 |
The life cycle of beta LB Chincarini, D Kim, F Moneta Unpublished working paper. available at. http://dx. doi. org/10.2139/ssrn …, 2016 | 15 | 2016 |
The advantages of tax-managed investing LB Chincarini, D Kim The Journal of Portfolio Management 28 (1), 56-72, 2001 | 14 | 2001 |
The challenges of oil investing: Contango and the financialization of commodities LB Chincarini, F Moneta Energy Economics 102, 105443, 2021 | 12 | 2021 |
Portfolio construction and crowding S Bruno, LB Chincarini, F Ohara Journal of Empirical Finance 47, 190-206, 2018 | 12 | 2018 |
Hedging inflation internationally S Bruno, LB Chincarini Available at SSRN 1536959, 2010 | 11 | 2010 |
The effectiveness of global currency hedging after the Asian crisis LB Chincarini Journal of Asset Management 8, 34-51, 2007 | 11 | 2007 |
Corporate scandals and the market response of dividend payout changes T Sung, D Kim, L Chincarini Applied Financial Economics 16 (07), 535-549, 2006 | 10 | 2006 |
Transaction costs and crowding LB Chincarini Quantitative Finance 18 (8), 1389-1410, 2018 | 9 | 2018 |
Uses and misuses of the Black-Litterman model in portfolio construction LB Chincarini, D Kim Available at SSRN 2191278, 2012 | 9 | 2012 |