Katarina Lucivjanska

University of Pavol Jozef Šafárik in Kosice

Šrobárova 2

Košice, 041 32

Slovakia

SCHOLARLY PAPERS

5

DOWNLOADS

980

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (5)

1.

Are Stocks Riskier Over the Long Run? Taking Cues from Economic Theory

Number of pages: 70 Posted: 09 Jun 2015 Last Revised: 03 Mar 2017
Doron Avramov, Scott Cederburg and Katarina Lucivjanska
Interdisciplinary Center (IDC) Herzliyah, University of Arizona - Department of Finance and University of Pavol Jozef Šafárik in Kosice
Downloads 531 (63,004)

Abstract:

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2.

Optimal Granularity for Portfolio Choice

Number of pages: 53 Posted: 25 Apr 2016 Last Revised: 11 Jan 2019
Nicole Branger, Katarina Lucivjanska and Alex Weissensteiner
University of Muenster - Finance Center Muenster, University of Pavol Jozef Šafárik in Kosice and Free University of Bolzano Bozen
Downloads 209 (175,057)
Citation 3

Abstract:

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mean-variance optimization, the 1/N rule, parameter uncertainty, optimal portfolio granularity

3.

Mean-Semivariance Portfolio Optimization Using Minimum Average Partial

Number of pages: 19 Posted: 18 Mar 2020 Last Revised: 07 Feb 2021
Andrea Rigamonti and Katarina Lucivjanska
University of Liechtenstein and University of Pavol Jozef Šafárik in Kosice
Downloads 104 (307,221)

Abstract:

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semivariance, principal component analysis, minimum average partial, parameter uncertainty, portfolio optimization

4.

Is Imperfection Better? Evidence from Predicting Stock and Bond Returns

Number of pages: 51 Posted: 09 Jun 2015 Last Revised: 04 Jan 2018
Katarina Lucivjanska
University of Pavol Jozef Šafárik in Kosice
Downloads 100 (315,437)

Abstract:

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return predictability, predictive system, predictive regression, Bayesian econometrics

5.

Pension Fund Equity Performance: Patience, Activity or Both?

De Nederlandsche Bank Working Paper No. 606
Number of pages: 37 Posted: 11 Oct 2018
Tanja Artiga González, Iman van Lelyveld and Katarina Lucivjanska
VU University Amsterdam, De Nederlandsche Bank and University of Pavol Jozef Šafárik in Kosice
Downloads 36 (520,600)

Abstract:

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Pension funds, Active share, fund duration