Patrick Gagliardini

5 catalog papers. Name-matched publications do not establish a verified researcher identity.

Institute of Finance, Università della Svizzera Italiana, Switzerland; Swiss Finance Institute, Switzerland

Publications

• Is it alpha or beta? Decomposing hedge fund returns when models are misspecified — Journal of Financial Economics 2024
• Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets — Econometrica 2016
• Nonparametric Instrumental Variable Estimation of Structural Quantile Effects — Econometrica 2012
• Ambiguity Aversion and the Term Structure of Interest Rates — The Review of Financial Studies 2009
• Skill, Scale, and Value Creation in the Mutual Fund Industry — The Journal of Finance