Adam Farago
Universitetslektor
Institutionen för nationalekonomi medOm 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.
På andra webbplatser
Forskningsområden
- Financial Economics, Asset Pricing, Portfolio Choice, Behavioral Finance, and Financial Econometrics
Undervisningsområden
- Finance, Econometrics
Utvalda publikationer
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
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Small Rebalanced Portfolios Often Beat the Market over Long
Horizons
Adam Farago, Erik Hjalmarsson
Review of Asset Pricing Studies - 2022 -
Cognitive Skills and Economic Preferences in the Fund
Industry*
Adam Farago, Martin Holmen, F. Holzmeister, Michael Kirchler, M. Razen
Economic Journal - 2022 -
Long-Horizon Stock Returns Are Positively
Skewed
Adam Farago, Erik Hjalmarsson
Review of Finance - 2022 -
Compound
Returns
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Stock Price Co-Movement and the Foundations of Pairs
Trading
Adam Farago, Erik Hjalmarsson
Journal of Financial and Quantitative Analysis - 2019 -
Downside risks and the cross-section of asset
returns
Adam Farago, R. Tedongap
Journal of Financial Economics - 2018 -
Asymmetries and Portfolio
Choice
Magnus Dahlquist, Adam Farago, Roméo Tédongap
The Review of financial studies - 2017 -
Essays on Disappointment Aversion in Portfolio Choice and Asset
Pricing
Adam Farago
2014