Concepedia

Andrea Tamoni

AT

Statistics

Publications

22

Citations

1.1K

H-Index

15

Active since

2011

Affiliations

Rutgers, The State University of New Jersey(Current)

Rutgers Sexual and Reproductive Health and Rights

Bocconi University

Tilburg University

Georgia Institute of Technology

Andrea Tamoni is an author at Rutgers, The State University of New Jersey specializing in finance, business, and economics.

Top concepts

FinanceBusinessEconomicsManagementAsset PricingFinancial EconomicsEconomic AnalysisEmpirical FinanceFinancial Risk ManagementStatistics

Publications per year

2011–2024

22

Publications

22

Bond Risk Premiums with Machine Learning

Daniele Bianchi, Matthias Büchner, Andrea Tamoni · Review of Financial Studies · 2020 · 385 citations

Forecasting Methodology, Term Structure Model, Engineering +16

Long-Run Risk and the Persistence of Consumption Shocks

Fulvio Ortu, Andrea Tamoni, Claudio Tebaldi · Review of Financial Studies · 2013 · 111 citations

Dynamic Economic Model, Economics, Asset Pricing +14

COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission

Lorenzo Bretscher, Alex Hsu, Peter Simasek et al. · The Review of Asset Pricing Studies · 2020 · 102 citations · Full text

Empirical Finance, −50 Bps, Economics +14

Demographic Trends, the Dividend-Price Ratio, and the Predictability of Long-Run Stock Market Returns

Carlo A. Favero, Arie E. Gozluklu, Andrea Tamoni · Journal of Financial and Quantitative Analysis · 2011 · 76 citations

Empirical Finance, Economics, Financial Economics +14

Spectral factor models

Federico M. Bandi, Shomesh E. Chaudhuri, Andrew W. Lo et al. · Journal of Financial Economics · 2021 · 68 citations

Spectral Theory, Latent Modeling, Engineering +5

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