User profiles for L. Chincarini
Ludwig ChincariniAssociate Professor of Finance, University of San Francisco Verified email at usfca.edu Cited by 695 |
[HTML][HTML] The influence of envirionment on the HI content of galaxies
…, R Giovanelli, GL Chincarini - IN: Annual review of …, 1984 - adsabs.harvard.edu
Contents:(1) Introduction.(2) The HI content of normal galaxies: The definition of HI content.
The distribution of HI gas.(3) Groups of galaxies: The group environment. The streams in …
The distribution of HI gas.(3) Groups of galaxies: The group environment. The streams in …
A historical examination of optimal real return portfolios for non-US investors
S Bruno, L Chincarini - Review of Financial Economics, 2010 - Elsevier
The objective of this paper is to explore and identify inflation as it is embedded in a broad
range of asset classes beyond simply TIPS, oil, gold and real estate. The analysis is conducted …
range of asset classes beyond simply TIPS, oil, gold and real estate. The analysis is conducted …
The challenges of oil investing: Contango and the financialization of commodities
LB Chincarini, F Moneta - Energy Economics, 2021 - Elsevier
The ability of oil investment vehicles to perfectly track spot oil has always been challenging;
however, recently many vehicles have underperformed spot oil. We study the behavior of oil …
however, recently many vehicles have underperformed spot oil. We study the behavior of oil …
[BOOK][B] The crisis of crowding: Quant copycats, ugly models, and the new crash normal
LB Chincarini - 2012 - books.google.com
… in this book by Ludwig Chincarini, an economist I have known for many years. Both an
academic and a financial market professional himself, Chincarini uses his economist’s …
academic and a financial market professional himself, Chincarini uses his economist’s …
[HTML][HTML] Morphological segregation in the Pisces-Perseus supercluster
…, MP Haynes, GL Chincarini - … ), vol. 300, Jan. 1, 1986, p …, 1986 - adsabs.harvard.edu
observational data allow the outlining of the gross structure of the supercluster. To the first
order, enhancements in the projected surface density distribution of galaxies are shown to …
order, enhancements in the projected surface density distribution of galaxies are shown to …
Beta and firm age
We document a robust pattern of beta declining over the age of a firm. We find that changes
in systematic risk via firm characteristics and life-cycle stages are insufficient to explain this …
in systematic risk via firm characteristics and life-cycle stages are insufficient to explain this …
An analytical model for the formation of economic clusters
L Chincarini, N Asherie - Regional Science and Urban Economics, 2008 - Elsevier
… location ϕ is equal to the agricultural labor L A (ϕ) at the same location:(3) Q A ( ϕ ) = L A (
ϕ ) . … Let L A and L M represent the entire supply of farmers and workers in the economy. The …
ϕ ) . … Let L A and L M represent the entire supply of farmers and workers in the economy. The …
The Amaranth debacle: Failure of risk measures or failure of risk management?
LB Chincarini - Available at SSRN 952607, 2007 - papers.ssrn.com
… In order to examine the positions effect on P/L, we can write the (P/L)t = rt ∑N … Dollar P/L
represents the total P/L on the spread trade for that particular period assuming an investment of …
represents the total P/L on the spread trade for that particular period assuming an investment of …
The impact of quantitative methods on hedge fund performance
L Chincarini - European Financial Management, 2014 - Wiley Online Library
… New research has focused on the copycat behaviour of hedge funds (Chincarini, 2012b)
and has found that immediately after the 13-F releases of hedge fund holdings, there is copycat …
and has found that immediately after the 13-F releases of hedge fund holdings, there is copycat …
[PDF][PDF] Riding the yield curve: a variety of strategies
DS Bieri, LB Chincarini - The Journal of fixed income, 2005 - academia.edu
Draft for regular US T-bill issues from 1987 to 1997, Grieves et al.[1999] are able to confirm
these earlier findings, and they also find that their results are relatively stable over time. In …
these earlier findings, and they also find that their results are relatively stable over time. In …