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URL: http://antoinefalck.me/
Submission: On February 16 via manual from FR — Scanned from FR

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ANTOINE FALCK

 * Home
 * Resume
 * Archives
 * About

 * EN
 * FR


PUBLICATIONS

 1. Falck, A., Rej, A., and Thesmar, D. (2022). When do systematic strategies
    decay? Quantitative Finance, 10.1080/14697688.2022.2098810, arXiv:2105.01380
 2. Falck, A., Rej, A., and Thesmar, D. (2021). Is factor momentum greater than
    stock momentum? Journal of Investment Strategies, 10(4):43-68.
    10.21314/JOIS.2021.16, arXiv:2009.04824
 3. Besson, P., Lasnier, M., and Falck, A. (2019). The Benefits of European
    Periodic Auctions beyond MiFID Dark Trading Caps. The Journal of Investing,
    28(6):91-108. 10.3905/joi.2019.1.096


BLOG POSTS

 * When Will The Fall Colors Peak?
   2022 12 15
 * Can You Knock Down The Gates?
   2022 11 30
 * Can You Crawl Around The Cone?
   2022 03 14

Last update: 12/28/2022 10:23:05