Alan Moreira
@alan_econ
Studies finance
ID: 2222305327
https://sites.google.com/view/alanmoreira/ 30-11-2013 02:01:28
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Very excited to see this paper w Alan Moreira Valentin Haddad in the AER. A thread on the paper:
"A Multifactor Perspective on Volatility‐Managed Portfolios" with Alberto Martín-Utrera & Raman Uppal: onlinelibrary.wiley.com/doi/10.1111/jo… Multifactor portfolio whose factor weights vary with market volatility and accounts for trading costs outperforms benchmark out-of-sample and net of costs.
Overjoyed that Tyler Muir won the Fisher Black prize. I have been so lucky to have worked with Tyler and learned so much from him. Congratulations !!!’
Congrats to Tyler Muir on winning the 2025 Fischer-Black Prize!!
Alan Moreira Tyler Muir Massive congrats Tyler Muir! 🎊 🍾🥳🙌🎈
Hanno Lustig Tyler Muir Congratulations Tyler!
So well deserved. So happy for my good friend and co-author Tyler Muir. Here is the video of his overly generous acceptance speech
Congratulations Tyler Muir on the Fisher Black Prize from the Journal of Finance AFA. You consistently hit the core of the most important aspects of current and classic questions in finance. Using theory along with data, you thoughtfully move the field in the right direction. 🧵
What can we learn from the high-frequency response in bond and currency markets to the tariff announcement about the status of the US dollar as the global reserve currency? Short paper. tinyurl.com/tr8u383w joint work with Arvind Krishnamurthy, Zhengyang Jiang (Zhengyang Jiang ),
🧵New survey paper: "Inference with Few Treated Units" Alvarez (Luís A. F. Alvarez), Ferman (Bruno Ferman) and Wüthrich Tired of referees saying your standard errors are wrong? This survey will help you understand if you really have a problem — and, if so, how to fix it!
