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Andrea Tamoni
Associate Professor of Finance
Rutgers Business School
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1 Washington Pl, Newark, NJ 07102
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Working papers
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Teaching
Working papers
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Macroeconomics of Uncertainty and Volatility
Macroeconomics of Uncertainty and Volatility
Empirical Asset Pricing
Empirical Asset Pricing
Low-Frequency Econometrics
Low-Frequency Econometrics
Methods for the Cross Section of Returns
Methods for the Cross Section of Returns
Cross Sectional Predictability
Cross Sectional Predictability
Time Series Predictability
Time Series Predictability
Mutual Funds and ETFs
Mutual Funds and ETFs
Term Structure of Interest Rates
Term Structure of Interest Rates
Factor Models with Drifting Prices
(with C. Favero and A. Melone)
New and Old Sorts: Implications for Asset Pricing
(with M. Boons and F. Baba-Yara)
Smart beta made smart: Synthetic Risk Factors for Institutional and Retail Investors
(with A. Johansson and R. Sabbatucci)
Uncertainty trends
(with F. Bandi and L. Bretscher)
When it Rains it Pours: Cascading Uncertainty Shocks
(with A. Diercks and A. Hsu)
Business-cycle consumption risk and asset prices
(with F. Bandi)
Horizon-specific macroeconomic risks and the cross-section of expected returns
(with M. Boons)
The Dynamics of Expected Returns: Evidence from Multi-Scale Time Series Modeling
(with D. Bianchi)