Alberto Rossi
TitleCited byYear
Decentralized investment management: Evidence from the pension fund industry
D Blake, AG Rossi, A Timmermann, I Tonks, R Wermers
The Journal of Finance 68 (3), 1133-1178, 2013
Estimating Covariance Risk in Merton's ICAPM
AG Rossi, A Timmermann
Review of Financial Studies 28 (5), 1428-1461, 2015
Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns
G Bakshi, X Gao, A Rossi
Management Science 65 (2), 619-641, 2019
Search for tt¯ H production in the H→ bb¯ decay channel with leptonic tt¯ decays in proton-proton collisions at√ s= 13 TeV
AM Sirunyan, M Backhaus, L Bäni, P Berger, N Chernyavskaya, ...
Journal of High Energy Physics 2019 (3), 26, 2019
The promises and pitfalls of robo-advising
F D’Acunto, N Prabhala, AG Rossi
The Review of Financial Studies 32 (5), 1983-2020, 2019
Does it Pay to Pay Attention?
A Gargano, AG Rossi
Review of Financial Studies 2018 (12), 4595-4649, 2018
Network Centrality and Delegated Investment Performance
AG Rossi, D Blake, A Timmermann, I Tonks, R Wermers
Journal of Financial Economics 128 (1), 183-206, 2018
The Freedom of Information Act and the Race Toward Information Acquisition
A Gargano, AG Rossi, R Wermers
Review of Financial Studies 30 (6), 2179-2228, 2017
Regressive Mortgage Credit Redistribution in the Post-crisis Era
F D'Acunto, AG Rossi
Predicting stock market returns with machine learning
AG Rossi
Working paper, 2018
A spanning series approach to options
S Heston, AG Rossi
Review of Asset Pricing Studies 7 (1), 2-42, 2017
Crowdsourcing financial information to change spending behavior
F D'Acunto, A Rossi, M Weber
Chicago Booth Research Paper, 2019
Towards a Theoretical Explanation of Time-Varying Trading
AGP Rossi
mimeo, 2017
Decentralization in pension fund management
D Blake, A Rossi, A Timmermann, I Tonks, R Wermers
Journal of Investment Management 13 (3), 35-56, 2015
Essays on time-varying investment opportunities and investors' asset allocation
AGP Rossi
UC San Diego, 2011
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Articles 1–15