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Cavaglia

Stefano Cavaglia and Vadim Moroz

November/December 2002 1 Cross-Industry, Cross-Country Allocation Stefano Cavaglia and Vadim Moroz Recent empirical evidence has demonstrated that both global industry factors and country factors are important determinants of equity prices.

TeV-scale gravity: A new window on high-energy physics

Marco Cavaglià 14 th Course of the Int. School of Cosmic Ray Astrophysics, Erice 20041 Marco Cavaglià Marco Cavaglià Dept. of Physics & Astronomy University of Mississippi TeV-scale gravity: A new TeV-scale gravity: A new window on high-energy physics window on high-energy physics Summers

ON THE INCREASING IMPORTANCE OF INDUSTRY FACTORS ...

on the increasing importance of industry factors: implications for global portfolio management s. cavaglia, c. brightman, m. aked* march 21, 2000

Global Linkages An Asset Management Perspective

18 UBS Global Asset Management Research: Global Equities Jeff Diermier and Bruno Solnik. "Global Pricing of Equity" Financial Analyst Journal (July/August 2001) Stefano Cavaglia, Christopher Brightman, and Michael Aked.

In Search of Global Diversification

Cavaglia and Moroz (2002) demonstrate that allocating portfolio value based on local information may form the basis of successful risk-controlled investment strategies in developed

Sector Rotation and Monetary Conditions - C. Mitchell Conover ...

Cavaglia, Brightman, and Aked (2000), Cavaglia and Moroz (2002), Cavaglia, Diermeier, Moroz, and De Zordo (2004)]. Froot and Melvyn (2004) support the

The Final Flight of Atlantis

How do you observe an object that eats light for breakfast?"Black holes are creatures of gravity," says physicist Marco Cavaglia of the University of Mississippi.

ISTITUTO COMPRENSIVO DI CAVAGLIÀ di Scuola Materna ...

ISTITUTO COMPRENSIVO DI CAVAGLIÀ di Scuola Materna, Elementare e Media Via Pella - 13881 Cavaglià ( BI) Tel. 0161 96129 - Fax 0161 966268 E-mail ICCavaglia@libero.it Protocollo N. Cavaglià, 19 maggio 2010 Circolare Interna n.

Firm-Level Evidence on International Stock Market Comovement

And though Cavaglia, Cho and Singer (2001) use an empirical model very similar to ours, there is an important difference in the estimation procedure.

VOLUME 36 NUMBER 2 WINTER 2010

This article was completed while Stefano Cavaglia was employed as the head of Quantitative Strategies at UBS O’Connor LLC. 1 In Equation (1), is the r n × 1 vector of asset excess