Research

• Smart Stochastic Discount Factors

  Sofonias A. Korsaye, Alberto Quaini, Fabio Trojani

  2025 · Forthcoming in Management Science

• Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models

  Svetlana Bryzgalova, Alberto Quaini, Fabio Trojani, Ming Yuan

  2026 · Forthcoming in Journal of Financial Economics · code

• Proximal Estimation and Inference

  Alberto Quaini, Fabio Trojani

  2026 · Forthcoming in Econometric Theory · code

• The Estimation–Efficiency Frontier of Diversification

  Jiaqin Chen, Geng Deng, Alberto Quaini, Ming Yuan

  2026 · R&R at Management Science

• Global News Networks and Return Predictability

  Gustavo Freire, Ali Moin, Alberto Quaini, Amar Soebhag

  2026 · R&R at Journal of Financial and Quantitative Analysis