SENIOR LECTURERDepartment of
About Adam Farago
I received my PhD in finance at the Stockholm School of Economics in 2014. Since then I am at the University of Gothenburg.
For detailed information about my current research, please visit my personal page here.
On other web sites
- Financial Economics, Asset Pricing, Portfolio Choice, Behavioral Finance, and Financial Econometrics
- Finance, Econometrics
Asymmetries and Portfolio Choice
Dahlquist, Magnus, Farago, Adam, Tédongap, Roméo
The Review of financial studies, 30:2, s. 667-702, 2017
Downside risks and the cross-section of asset returns
Farago, Adam, Tedongap, R.
Journal of Financial Economics, 129:1, s. 69-86, 2018
Stock Price Co-Movement and the Foundations of Pairs Trading
Farago, Adam, Hjalmarsson, Erik
Journal of Financial and Quantitative Analysis, 2019
Stock Price Co-Movement and the Foundations of Pairs
Downside risks and the cross-section of asset
Adam Farago, R. Tedongap
Journal of Financial Economics - 2018-01-01
Asymmetries and Portfolio
Magnus Dahlquist, Adam Farago, Roméo Tédongap
The Review of financial studies - 2017-01-01
Essays on Disappointment Aversion in Portfolio Choice and Asset