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7 research outputs found

On the biasedness of forward foreign exchange rates: Irrationality or risk premia?.

Author: Cavaglia Stefano M.F.G.
Verschoor Willem F.C.
Wolff Christian C.P.
Publication venue
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Field of study

Research Papers in Economics

Investing in Global Equities

Author: Cavaglia Stefano
Cavaglia Stefano
Cavaglia Stefano
Jeffrey Diermeier
Sonia De Zordo
Stefano M.F.G Cavaglia
Vadim Moroz
Publication venue: 'Pageant Media US'
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Field of study

International Investing

Author: Jarrod W Wilcox
Stefano M.F.G Cavaglia
Publication venue: 'Pageant Media US'
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Field of study

Cross-Industry and Cross-Country International Equity Diversification

Author: Cavaglia Stefano
Dimitris Melas
George Tsouderos
Grinold Richard
Grubel H.
Levy H.
Stefano M.F.G. Cavaglia
Publication venue: 'Pageant Media US'
Publication date
Field of study

Global Style Investing

Author: Alan Scowcroft
Bourguignon F.
Breen W.
Bryn Smith
Cavaglia S.
Fama E.F.
James Sefton
Stefano M.F.G Cavaglia
Publication venue: 'Pageant Media US'
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Field of study

Time-Varying Risk and Return in Global Portfolio Management

Author: Andreas C. Christofi
Andreas Pericli
Arnott Robert D
Bruce Brian R
Cavaglia Stefano M.F.G.
Panayiotis Theodossiou
Theodossiou Panayiotis
Theodossiou Panayiotis
Publication venue: 'Pageant Media US'
Publication date
Field of study

Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information

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