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Adam Farago

Senior lecturer

Adam Farago
Senior lecturer
adam.farago@cff.gu.se
+46 31 786 2635

Room number: D-509
Postal Address: Box 640, 40530 Göteborg
Visiting Address: Vasagatan 1 , 41124 Göteborg


Department of Economics (More Information)
Box 640
405 30 Göteborg
www.economics.handels.gu.se
nek@handels.gu.se
Visiting Address: Vasagatan 1 , 411 24 Göteborg

About Adam Farago

I received my PhD in finance at the Stockholm School of Economics in 2014. Since then I am at the University of Gothenburg.

For detailed information about my current research, please visit my personal page here.

 

On other web sites

Research areas

  • Financial Economics, Asset Pricing, Portfolio Choice, Behavioral Finance, and Financial Econometrics

Teaching areas

  • Finance, Econometrics

Selected publications

Asymmetries and Portfolio Choice
Dahlquist, Magnus, Farago, Adam, Tédongap, Roméo
The Review of financial studies, 30:2, s. 667-702, 2017

Downside risks and the cross-section of asset returns
Farago, Adam, Tedongap, R.
Journal of Financial Economics, 129:1, s. 69-86, 2018

Stock Price Co-Movement and the Foundations of Pairs Trading
Farago, Adam, Hjalmarsson, Erik
Journal of Financial and Quantitative Analysis, 2019

Showing 1 - 5 of 5

2019

Compound Returns
Adam Farago, Erik Hjalmarsson
Gothenburg, University of Gothenburg, Report 2019
Report

Stock Price Co-Movement and the Foundations of Pairs Trading
Adam Farago, Erik Hjalmarsson
Journal of Financial and Quantitative Analysis, Journal article 2019
Journal article

2018

Downside risks and the cross-section of asset returns
Adam Farago, R. Tedongap
Journal of Financial Economics, Journal article 2018
Journal article

2017

Asymmetries and Portfolio Choice
Magnus Dahlquist, Adam Farago, Roméo Tédongap
The Review of financial studies, Journal article 2017
Journal article

2014

Showing 1 - 5 of 5

Page Manager: Marie Andersson|Last update: 9/1/2016
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Denna text är utskriven från följande webbsida:
http://economics.handels.gu.se/english/about-us/staff/?languageId=100001&userId=xfaraa
Utskriftsdatum: 2019-10-14