Expected returns in Treasury bonds A Cieslak, P Povala The Review of Financial Studies 28 (10), 2859-2901, 2015 | 293 | 2015 |
Information in the term structure of yield curve volatility A Cieslak, P Povala The Journal of Finance 71 (3), 1393-1436, 2016 | 128 | 2016 |
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Expecting the fed A Cieslak, P Povala Unpublished working paper.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 | 15 | 2014 |
Expecting the Fed A Cieslak, P Povala, KJ Singleton Working paper, Kellogg SOM/University of Lugano, 2013 | 7 | 2013 |
Understanding the term structure of yield curve volatility A Cieslak, P Povala University of Lugano, 2009 | 5 | 2009 |
Understanding Bond Term Premia A Cieslak, P Povala Working paper, 2010 | 2 | 2010 |
Real Estate Exposures to Bond and Equity Return Drivers M Chin, P Povala The Journal of Alternative Investments, 2024 | 1 | 2024 |
Intertemporal trade-off and the yield curve P Povala Working paper, University of Lugano, 2012 | 1 | 2012 |
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 |