Page Not Found
Page not found. Your pixels are in another canvas.
A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
Page not in menu
This is a page not in th emain menu
Posts
Future Blog Post
Published:
This post will show up by default. To disable scheduling of future posts, edit config.yml and set future: false.
Blog Post number 4
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 3
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 2
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
Blog Post number 1
Published:
This is a sample blog post. Lorem ipsum I can’t remember the rest of lorem ipsum and don’t have an internet connection right now. Testing testing testing this blog post. Blog posts are cool.
portfolio
Portfolio item number 1
Short description of portfolio item number 1
Portfolio item number 2
Short description of portfolio item number 2
publications
Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices
Published in Journal of Financial Econometrics, 2022
This article investigates how two important sources of risk—market tail risk (TR) and extreme market volatility risk—are priced into the cross-section of asset returns across various investment horizons.
Recommended citation: Barunik, J., Nevrla, M. (2022). "Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices" Journal of Financial Econometrics. Forthcoming. https://doi.org/10.1093/jjfinec/nbac017
Common Idiosyncratic Quantile Risk
Published in Revise & Resubmit in Review of Finance, 2023
We identify a new type of risk that is characterised by commonalities in the quantiles of the cross-sectional distribution of asset returns.
Recommended citation: Barunik, J., Nevrla, M. (2023). "Common Idiosyncratic Quantile Risk" Revise & Resubmit in Review of Finance. TBA. https://arxiv.org/abs/2208.14267
Common Idiosyncratic Quantile Risk
Published in Revise & Resubmit in Review of Finance, 2023
We identify a new type of risk that is characterised by commonalities in the quantiles of the cross-sectional distribution of asset returns.
Recommended citation: Barunik, J., Nevrla, M. (2023). "Common Idiosyncratic Quantile Risk" Revise & Resubmit in Review of Finance. TBA. https://arxiv.org/abs/2208.14267
talks
Talk 1 on Relevant Topic in Your Field
Published:
This is a description of your talk, which is a markdown files that can be all markdown-ified like any other post. Yay markdown!
Conference Proceeding talk 3 on Relevant Topic in Your Field
Published:
This is a description of your conference proceedings talk, note the different field in type. You can put anything in this field.
teaching
Teaching experience 1
Undergraduate course, University 1, Department, 2014
This is a description of a teaching experience. You can use markdown like any other post.
Teaching experience 2
Workshop, University 1, Department, 2015
This is a description of a teaching experience. You can use markdown like any other post.