Found 6 results for your keywords: author="Buraschi, Andrea"

When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns

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(Kosowski, Robert) (Buraschi, Andrea) (Trojani, Fabio)

When Unvertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia

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(Buraschi, Andrea.) (Trojani, Fabio. Vedolin, Andrea.)

Incentive and Endogenous Risk Taking: A Structural View on Hedge Fund Alphas

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(Buraschi, Andrea.) (Kosowski, Robert. Sritrakul, Worrawat)

Correlation risk and optimal portfolio choice

1
(Buraschi, Andrea) (Porchia, Paolo) (Trojani, Fabio)

Habit formation and macroeconomic models of the term structure of interest rates

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(Buraschi, Andrea) (Jiltsov, Alexei)

Model uncertainty and options markets with heterogeneous beliefs

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(Buraschi, Andrea) (Jiltson, Alexei)