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Patrick Gagliardini · Study
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Author
Patrick Gagliardini
14 works
· latest 2021
· 4 institutions
cluster: provisional
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14
Citations
1,009
Works here
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Most cited in this library
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
2016 · 280 citations
Testing Asset Pricing Models With Coskewness
2004 · 110 citations
A diagnostic Criterion for approximate factor structure
2019 · 92 citations
Skill, Scale, and Value Creation in the Mutual Fund Industry
2021 · 81 citations
Ambiguity Aversion and the Term Structure of Interest Rates
2008 · 78 citations
Works
14 shown
Skill, Scale, and Value Creation in the Mutual Fund Industry
The Journal of Finance
·
2021
·
3 authors
·
Open access
81
citations
A diagnostic Criterion for approximate factor structure
Joint Research Centre (European Commission)
·
2019
·
3 authors
92
citations
Inference in Group Factor Models With an Application to Mixed‐Frequency Data
Econometrica
·
2019
·
3 authors
·
Open access
74
citations
Estimation of Large Dimensional Conditional Factor Models in Finance
Handbook of econometrics
·
2019
·
3 authors
·
chapter
·
Open access
35
citations
Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
Econometrica
·
2016
·
3 authors
·
Open access
280
citations
A Diagnostic Criterion for Approximate Factor Structure
SSRN Electronic Journal
·
2016
·
3 authors
·
preprint
·
Open access
35
citations
Is Industrial Production Still the Dominant Factor for the US Economy?
SSRN Electronic Journal
·
2016
·
4 authors
·
preprint
·
Open access
12
citations
Efficient Derivative Pricing by the Extended Method of Moments
Econometrica
·
2011
·
3 authors
61
citations
Efficient Derivative Pricing by the Extended Method of Moments
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
31
citations
Ambiguity Aversion and the Term Structure of Interest Rates
Review of Financial Studies
·
2008
·
3 authors
78
citations
Ambiguity Aversion and the Term Structure of Interest Rates
SSRN Electronic Journal
·
2007
·
3 authors
·
preprint
·
Open access
26
citations
Stochastic Migration Models with Application to Corporate Risk
Journal of Financial Econometrics
·
2005
·
2 authors
·
Open access
59
citations
Testing Asset Pricing Models With Coskewness
Journal of Business and Economic Statistics
·
2004
·
3 authors
110
citations
Migration correlation: Definition and efficient estimation
Journal of Banking & Finance
·
2004
·
2 authors
·
Open access
35
citations