Institution

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U New South Wales
Articles 9:

Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios.
Pedro Barroso, Konark Saxena
Review Of Financial Studies, vol. 35, 2022, p. 1222-1278.

Jump Activity Analysis for Affine Jump-Diffusion Models: Evidence from the Commodity Market
José da Fonseca, Katja Ignatieva
Journal of Banking and Finance, vol. 99, 2019, p. 45-62.

Managerial Myopia, Financial Expertise, and Executive-Firm Matching
Fernando Anjos, Chang-Mo Kang
Journal of Corporate Finance, vol. 43, 2017, p. 464-479.

Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market
José da Fonseca, Katja Ignatieva, Jonathan Ziveyi
Energy Economics, vol. 56, 2016, p. 215-228.

Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market
José da Fonseca, Katja Ignatieva, Jonathan Ziveyi
Energy Economics, vol. 56, 2016, p. 215-228.

Beyond the Carry Trade: Optimal Currency Portfolios
Pedro Barroso, Pedro Santa Clara
Journal Of Financial And Quantitative Analysis, vol. 50, 2015, p. 1037-1056.

Empirical Analysis of Affine versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
Katja Ignatieva, Paulo Rodrigues, Norman Seeger
Journal of Business and Economic Statistics, vol. 33, 2015, p. 68-75.

Ethical Preferences for Influencing Superiors: A 41-Society Study
David A. Ralston, Carolyn P. Egri, María Teresa De La Garza-Carranza, Prem Ramburuth, Jane L Y Terpstra-Tong, Andre A. Pekertic, Ilya Girson, Harald Herrig, Marina Dabić, Moureen Tang, Paulina Wan, Philip Hallinger, Ian J. Palmer, Detelin S. Elenkov, Olivier Furrer, Vojko V. Potočan, Florian V. Wangenheim, Isabelle Maignan, Pamela L. Perrewé, Ana Maria Rossi, Tomasz Lenartowicz, Donna E. Ledgerwood, Ruth May, Mark J. Weber, Jorge Correia Jesuino, Pingping Fu, Irina Naoumova, Tania Casado, Liesl A. Riddle, Malika Richards, Arif Nazir Butt, Wade M. Danis, Francisco Castro, Jaime A. Ruiz-Gutiérrez, Laurie P. Milton, Mahfooz A. Ansari, David M. Brock, Narasimhan Srinivasan, Arunas Starkus, Tevfik Dalgic, Fidel León-Darder, Hungvu Thanh, Yonglin Moon, Hobeng Chia, Min Hsun Christine Kuo, Mario Molteni, Kamel Mellahi, Alan Wallace
Journal Of International Business Studies, vol. 40, 2009, p. 1022-1045.

Heaven Can Wait: Gatekeeping in an Age of Uncertainty, Innovation, and Commercialization
Steven Medema, José Luis Cardoso, John Lodewijks
History of Political Economy, vol. 34, 2002, p. 190-207.

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