Tradable Risk Factors for Institutional and Retail InvestorsAndreas JohanssonRiccardo SabbatucciAndrea TamoniReview of Finance2025
ESG risk and returns implied by demand-based asset pricing modelsAndrea TamoniC. ZhangX. LiM. van BeekA. AngJournal of Asset Management2024
Persistent and Transitory Components of Firm Characteristics: Implications for Asset PricingAndrea TamoniM. BoonsF. Baba-YaraJournal of Financial Economics2024
Monetary Policy and Bond Prices with Drifting Equilibrium RatesAndrea TamoniC. FaveroA. MeloneJournal of Financial and Quantitative Analysis2024
When It Rains It Pours: Cascading Uncertainty ShocksAndrea TamoniA. HsuA. DiercksJournal of Political Economy2024
Sparse Predictive Regressions: Statistical Performance and Economic SignificanceAndrea TamoniDaniele BianchiISTE/Elsevier2024
Return Predictability with Endogenous GrowthF. BandiL. BretscherAndrea TamoniJournal of Financial Economics2023
Dynamic Asset (Mis)Pricing: Build-Up Versus Resolution AnomaliesJules van BinsbergenM. BoonsC. OppAndrea TamoniJournal of Financial Economics2023
The Real Response to Uncertainty Shocks: The Risk Premium ChannelL. BretscherA. HsuAndrea TamoniManagement Science2023