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Alberto Quaini

Observed names: Quaini, Alberto, Quaini, Alberto; id_orcid 0000-0002-1251-0599
ORCID: 0000-0002-1251-0599
Observed ORCID: 0000-0002-1251-0599
OpenAlex ID: A5035211856
Smart Stochastic Discount Factors
2021 · Sofonias Alemu Korsaye, Alberto Quaini, et al. · SSRN Electronic Journal · 7
Smart SDFs
2019 · Sofonias A. Korsaye, Alberto Quaini, et al. · SSRN Electronic Journal · 4
Proximal Estimation and Inference
2026 · Alberto Quaini, Fabio Trojani · Econometric Theory · 3
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Lecture Notes on High Dimensional Linear Regression
2024 · Quaini, Alberto · arXiv (Cornell University) · 1
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Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models
2023 · Svetlana Bryzgalova, Alberto Quaini, et al. · SSRN Electronic Journal · 1
AGCA4extremes: Anchored Geodesic Component Analysis for Extremes
2026 · Alberto Quaini
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Anchored Geodesic Analysis for Multivariate Extremes
2026 · Quaini, Alberto, Zhou, Chen · arXiv (Cornell University)
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Replication package for "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models"
2026 · Quaini, Alberto · Mendeley Data
Large Scale Mean--Variance Investing Via Nuclear Hedging
2026 · Lönn, Rasmus, Quaini, Alberto; id_orcid 0000-0002-1251-0599, et al. · EUR Research Repository (Erasmus University Rotterdam)
The Estimation-Efficiency Frontier in Sparse Portfolios
2026 · Jiaqin Chen, Geng Deng, et al. · SSRN Electronic Journal
Online Appendix for Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models
2026 · Svetlana Bryzgalova, Alberto Quaini, et al. · SSRN Electronic Journal
Smart Stochastic Discount Factors
2025 · Sofonias Alemu Korsaye, Alberto Quaini, et al. · Management Science
Global News Networks and Return Predictability
2025 · Gustavo Freire, Ali Moin, et al. · SSRN Electronic Journal
intrinsicFRP: An R Package for Factor Model Asset Pricing
2023 · Alberto Quaini
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Works count: 15
Citation count: 16
H-index: 3
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