393 Promenade des Anglais
EDHEC Business School
Positional Good, Robust Portfolio Management, Rank, Fund Tournament, Factor Model, Big Data, Equally Weighted Portfolio, Momentum, Reversal, Positional Risk Aversion.
Large Panel, Unobservable pervasive factors, Mixed frequency, Canonical correlations, Output growth
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GDP growth, Group Factor models, MIDAS
Indirect inference, MIDAS regressions, State space model, Stochastic volatility, GDP forecasting.
bond return predictability, equity tail risk, bond risk premium, flight-to-safety, affine term structure model
Bond return predictability, equity tail risk, bond risk premium, flight-to-safety, affine term structure model
Comovement, Approximate Factor Model, Groups, Threshold, PCA
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