Alex Chinco on Twitter: "I really like where this paper is going. Asset pricers are in the business of applying the same statistical methods (OLS, pen reg, etc...) to the same data
Can the Market Multiply and Divide? Non‐Proportional Thinking in Financial Markets - SHUE - 2021 - The Journal of Finance - Wiley Online Library
A New Test of Risk Factor Relevance - CHINCO - 2022 - The Journal of Finance - Wiley Online Library
Volatility Decomposition of a Typical Firm – Research Notebook
April | 2023 | CLS Blue Sky Blog
Alex Chinco (omarchinco) - Profile | Pinterest
Alex Chinco (omarchinco) - Profile | Pinterest
Do Portfolio Factors or Characteristics Drive Expected Returns?