Part of the Portfolio and Security Analysis Commons

Works by Federico Nardari in Portfolio and Security Analysis

2023

Forecasting Variance Swap Payoffs, Jonathan Dark, Xin Gao, Thijs van der Heijden, Federico Nardari
Xin Gao

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments, Xin Gao, Federico Nardari
Xin Gao

2022

Forecasting Variance Swap Payoffs, Jonathan Dark, Xin Gao, Thijs van der Heijden, Federico Nardari
WCBT Faculty Publications

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2018

Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments, Xin Gao, Federico Nardari
WCBT Faculty Publications

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