Daniele Bianchi
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Anomalies
· 1
Asset Pricing
· 10
Bayesian Econometrics
· 5
Behavioral Finance
· 1
Bond Returns
· 1
Change Points
· 1
Commodities
· 2
Cryptocurrencies
· 3
Equity Premium
· 1
Expectations
· 1
False Discoveries
· 1
Financial Ratios
· 1
Firm Characteristics
· 1
Graphical Models
· 1
Industry Returns
· 1
Machine Learning
· 3
Macroeconomics
· 4
Market Microstructure
· 1
Markov Switching
· 1
Mispricing
· 1
Model Uncertainty
· 1
Momentum
· 1
Multiple Testing
· 1
Portfolio Choice
· 2
Return Predictability
· 2
Risk Premiums
· 3
Sectors
· 1
Sovereign Credit Risk
· 1
Stochastic Discount Factor
· 1
Systemic Risk
· 1
Term Structure
· 1
Time-Varying Risk
· 1
Transaction Costs
· 2
Variable Selection
· 1
Variational Inference
· 2
Vector Autoregressions
· 1