Alberto Plazzi
http://usi.to/mpy
Publications
Key publications (4)
- Gandhi P., Golez B., Jackwerth J., Plazzi A. (2019) Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation
- Berardi A., Plazzi A. (2019) Inflation Risk Premia, Yield Volatility, and Macro Factors
- Ghysels E., Plazzi A., Valkanov R. (2016) Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
- Plazzi A., Torous W., Valkanov R. (2010) Expected Returns and Expected Growth in Rents of Commercial Real Estate
Journal Article (8)
- Ghysels E., Plazzi A., Valkanov R., Rubia A., Dossani A. (2019) Direct versus Iterated Multi-Period Volatility Forecasts, Annual Review of Financial Economics:173-195
- Gandhi P., Golez B., Jackwerth J., Plazzi A. (2019) Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation, Management Science:5268-5289
- Berardi A., Plazzi A. (2019) Inflation Risk Premia, Yield Volatility, and Macro Factors, Journal of Financial Econometrics:397-431
- Ghysels E., Plazzi A., Valkanov R. (2016) Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry, Journal of Finance, 71 (5):2145-2192
- Plazzi A., Torous W., Valkanov R. (2011) Exploiting property characteristics in commercial real estate portfolio allocation, Journal of Portfolio Management, 2011, Vol. 35:5, 39-50
- Plazzi A., Torous W., Valkanov R. (2010) Expected Returns and Expected Growth in Rents of Commercial Real Estate, Review of Financial Studies, Vol. 23:9, 3469-3519
- Plazzi A., Torous W., Valkanov R. (2008) The Cross-Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations, Real Estate Economics, Vol.36:3, 403-439
- Ghysels E., Plazzi A., Valkanov R. (2007) Valuation in the U.S. Commercial Real Estate, European Financial Management, Vol.13:3, 472-497
