Adam Farago

Professor

Telefon

031-786 26 35

E-post

Besöksadress

Vasagatan 1

41124 Göteborg

Postadress

Box 640

40530 Göteborg

I received my PhD in finance at the Stockholm School of Economics in 2014. Since then I am at the University of Gothenburg.

For detailed information about my current research, please visit my personal page here.

Financial Economics, Asset Pricing, Portfolio Choice, Behavioral Finance, and Financial Econometrics

Asymmetries and Portfolio Choice
Dahlquist, Magnus, Farago, Adam, Tédongap, Roméo
The Review of financial studies, 30:2, s. 667-702, 2017

Downside risks and the cross-section of asset returns
Farago, Adam, Tedongap, R.
Journal of Financial Economics, 129:1, s. 69-86, 2018

Stock Price Co-Movement and the Foundations of Pairs Trading
Farago, Adam, Hjalmarsson, Erik
Journal of Financial and Quantitative Analysis, 2019