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Pavol Povala
Pavol Povala
Allocation Strategy Ltd.
在 allocation-strategy.com 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Expected returns in Treasury bonds
A Cieslak, P Povala
The Review of Financial Studies 28 (10), 2859-2901, 2015
2932015
Information in the term structure of yield curve volatility
A Cieslak, P Povala
The Journal of Finance 71 (3), 1393-1436, 2016
1282016
Understanding bond risk premia
A Cieslak, P Povala
Working Paper, 0
65*
Expecting the fed
A Cieslak, P Povala
Unpublished working paper. Northwestern University, Evanston, IL, 2014
152014
Expecting the Fed
A Cieslak, P Povala, KJ Singleton
Working paper, Kellogg SOM/University of Lugano, 2013
72013
Understanding the term structure of yield curve volatility
A Cieslak, P Povala
University of Lugano, 2009
52009
Understanding Bond Term Premia
A Cieslak, P Povala
Working paper, 2010
22010
Real Estate Exposures to Bond and Equity Return Drivers
M Chin, P Povala
The Journal of Alternative Investments, 2024
12024
Intertemporal trade-off and the yield curve
P Povala
Working paper, University of Lugano, 2012
12012
Bond Defaults Are Typically Symptoms, Not Causes, of Macro Distress
C Ellis, E Louloudis, A Zimbidis, A Tsekrekos, A Yannacopoulos, ...
The Journal of Fixed Income, 2024
2024
Net-Zero Glidepath for Fixed-Income Portfolios
A Mastouri, J Sampieri, MJ Tomas III, J Yu, R Rebonato, SJ Kon, S Aboura, ...
The Journal of Fixed Income, 2024
2024
Two-Factor Convertible Bond Pricing with Pull-to-Par
MJ Tomas III, J Yu, SJ Kon, S Aboura, A Bogin, LR Ealey, K Landeryou, ...
The Journal of Fixed Income, 2024
2024
The Stock–Bond Multiscale Correlation
S Aboura, M Chin, P Povala, R Rebonato, SH Han, KB Leggio, YS Shin, ...
The Journal of Fixed Income 33 (4), 105-127, 2024
2024
Simulating Long-Horizon Returns on Government Bonds
M Chin, P Povala, R Rebonato, SH Han, KB Leggio, YS Shin, ...
The Journal of Fixed Income 33 (4), 18-44, 2024
2024
Drivers of Listed and Unlisted Real Estate Returns
M Chin, P Povala
Available at SSRN 4601689, 2023
2023
Fundamental Drivers of Asset Returns
K Johansson, P Povala, L Vaiciulis
https://www.nbim.no/contentassets/a21006c371b345bc9882a3eaf292edfa …, 2021
2021
Modelling Equity Market Term Structures
M Chin, P Povala
https://www.nbim.no/contentassets/a078b1c341454c2fba4c7f882838443f/modelling …, 2021
2021
The Asset Pricing Effects of ESG Investing
M Chin, P Povala
https://www.nbim.no/contentassets/6777bad8b4bf43a391ceba6f2e5d098c/the-asset …, 2021
2021
No-Trade Rebalancing Rules: Expected Returns and Transaction Costs
M Chin, P Povala
https://www.nbim.no/contentassets/8cb41f89dce345f5a6a295238f7872fb/no-trade …, 2018
2018
The Liquidity of a Diversified Portfolio
P Povala
https://www.nbim.no/contentassets/f471aa2f00764d8fba01bdd2e025bf21 …, 2017
2017
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