European University Institute Library
Vassalou, Maria
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Vassalou, Maria
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Vassalou, Maria
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9
Can book-to-market, size and momentum be risk factors that predict economic growth?
Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
Portfolio selection and asset pricing with dynamically incomplete markets and time-varying first and second moments
Performance measures for dynamic portfolio management
An investment-growth asset pricing model
Do we need mulit-country models to explain exchange rate, interest rate and bond return dynamics?
Portfolio selection with randomly time-varying first and second moments, the role of the instantaneous capital market line
Performance measures for dynamic portfolio management
Public policy for a networked nation
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News related to future GDP growth as a risk factor in equity returns
Exchange rate and foreign inflation risk premiums in global equity returns
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