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researcher

A. Macrina

31 papers hereh-index 14658 citations52 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author5
  • middle author5
  • last author17

Across the 30 of 31 papers where every author was matched, so the position is known.

fields
  • q-fin.PR11
  • math.PR6
  • q-fin.GN6
  • q-fin.MF4
  • q-fin.RM2
  • gr-qc1

identity via Semantic Scholar / OpenAlex

activity
20072024
most citedDam Rain and Cumulative Gain

57 citations · 96 across the 22 of their papers we have counts for

collaborators
Showing 2008Show all

1 paper · 1 filter

q-fin.PR2008★ 4 cited

An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications

Andrea Macrina

A new framework for asset pricing based on modelling the information available to market participants is presented. Each asset is characterised by the cash flows it generates. Each…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.