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Ludwig Chincarini
Ludwig Chincarini
Associate Professor of Finance, University of San Francisco
Geverifieerd e-mailadres voor usfca.edu
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Jaar
Quantitative equity portfolio management: An active approach to portfolio construction and management
LB Chincarini
McGraw-Hill, 2006
2092006
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
522010
The crisis of crowding: Quant copycats, ugly models, and the new crash normal
LB Chincarini
John Wiley & Sons, 2012
392012
The Amaranth debacle: Failure of risk measures or failure of risk management?
LB Chincarini
Available at SSRN 952607, 2007
322007
Riding the yield curve: a variety of strategies
DS Bieri, LB Chincarini
The Journal of fixed income 15 (2), 6-35, 2005
272005
An analytical model for the formation of economic clusters
L Chincarini, N Asherie
Regional Science and Urban Economics 38 (3), 252-270, 2008
252008
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
222011
Beta and firm age
LB Chincarini, D Kim, F Moneta
Journal of Empirical Finance 58, 50-74, 2020
212020
The impact of quantitative methods on hedge fund performance
L Chincarini
European Financial Management 20 (5), 857-890, 2014
202014
A multi-asset approach to inflation hedging fora US investor
S Bruno, L Chincarini
The Journal of Portfolio Management 37 (3), 102-115, 2011
172011
A case study on risk management: lessons from the collapse of amaranth advisors llc
LB Chincarini
SSRN, 2009
172009
The life cycle of beta
LB Chincarini, D Kim, F Moneta
Unpublished working paper. available at. http://dx. doi. org/10.2139/ssrn …, 2016
152016
The advantages of tax-managed investing
LB Chincarini, D Kim
The Journal of Portfolio Management 28 (1), 56-72, 2001
142001
The challenges of oil investing: Contango and the financialization of commodities
LB Chincarini, F Moneta
Energy Economics 102, 105443, 2021
122021
Portfolio construction and crowding
S Bruno, LB Chincarini, F Ohara
Journal of Empirical Finance 47, 190-206, 2018
122018
Hedging inflation internationally
S Bruno, LB Chincarini
Available at SSRN 1536959, 2010
112010
The effectiveness of global currency hedging after the Asian crisis
LB Chincarini
Journal of Asset Management 8, 34-51, 2007
112007
Corporate scandals and the market response of dividend payout changes
T Sung, D Kim, L Chincarini
Applied Financial Economics 16 (07), 535-549, 2006
102006
Transaction costs and crowding
LB Chincarini
Quantitative Finance 18 (8), 1389-1410, 2018
92018
Uses and misuses of the Black-Litterman model in portfolio construction
LB Chincarini, D Kim
Available at SSRN 2191278, 2012
92012
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Artikelen 1–20