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researcher

A. Macrina

4 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 author2
  • last author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.PR2
  • gr-qc1
  • q-fin.GN1

identity via Semantic Scholar / OpenAlex

activity
20072009
most citedAn Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications

4 citations · 5 across the 4 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.