Daniele Bianchi

Asset Pricing

2026

Time-Varying Skewness and Momentum Crashes

REV ASSET PRICING STUD · forthcoming · Depolis, Petrella
2026

Machine Learning Portfolio Choice under Parameter Uncertainty

Zheng
2025

Transaction Costs and the Stochastic Discount Factor

Jiao, Ma
2025

The Sector Anatomy of Commodity Risk Premia

Jung
2025

Correlated False Discoveries and Asset Pricing Anomalies

Komiyama, McAllin, Yang
2025

Weak Signals, Small Bets: A Portfolio Perspective on Firm Characteristics

Venturi
REAG Best Articles Award, XXV Brazilian Finance Meeting
2025

Mispricing and Risk Compensation in Cryptocurrency Returns

J FINANC QUANT ANAL · forthcoming · Babiak
2021

Bond Risk Premiums with Machine Learning

REV FINANC STUD · 34(2) 1046–1089 · Büchner, Tamoni
INVESCO Best Paper Award, FMA 2019
2021

Adaptive Expectations and Commodity Risk Premiums

J ECON DYN CONTROL · vol 124
2017

Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section

J BUS ECON STAT · 35(1) · Guidolin, Ravazzolo