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researcher

Gabriele D’Acunto

19 papers hereh-index 437 citations18 works total

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

author position
  • first author10
  • middle author8

Across the 18 of 19 papers where every author was matched, so the position is known.

fields
  • cs.LG8
  • eess.SP3
  • stat.ML3
  • cs.AI2
  • cs.MA1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20212026
most citedThe Evolving Causal Structure of Equity Risk Factors

5 citations · 10 across the 17 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

q-fin.ST2021★ 5 cited

The Evolving Causal Structure of Equity Risk Factors

Gabriele D'Acunto, Paolo Bajardi, Francesco Bonchi +1

In recent years, multi-factor strategies have gained increasing popularity in the financial industry, as they allow investors to have a better understanding of the risk drivers und…

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