Quantitative Risk Analyst at UBS Zurich.
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UBS
- Zurich, Switzerland
- https://www.linkedin.com/in/daniele-raffo/
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martin_2019_replication
martin_2019_replication PublicReplication of the results in Martin, Wagner (2019): "What is the expected return on a stock?". We used the NASDAQ100 index instead of the S&P500 and S&P100 utilized in the original paper.
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