Details about Marco Taboga

Access statistics for papers by Marco Taboga.

Last updated 2009-11-10. Update your information in the RePEc Author Service.

Short-id: pta33

Working Papers

2009

1. An assessment of financial sector rescue programmes
   Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research Department View citations
   See also Book (2009)
2. Bond risk premia, macroeconomic fundamentals and the exchange rate
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department
   Also in MPRA Paper, University Library of Munich, Germany (2008)
3. The riskiness of corporate bonds
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department

2008

4. Macro-finance VARs and bond risk premia: a caveat
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article in Review of Financial Economics (2009)
5. Portfolio Selection with Monotone Mean-Variance Preferences
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department
   Also in Finance, EconWPA (2005) View citations
   Carlo Alberto Notebooks, Collegio Carlo Alberto (2007) View citations
   ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2004) View citations
   See also Journal Article in Mathematical Finance (2009)

2007

6. A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors
   MPRA Paper, University Library of Munich, Germany
7. Structural change and the bond yield conundrum
   MPRA Paper, University Library of Munich, Germany View citations

2006

8. Canonical term-structure models with observable factors and the dynamics of bond risk premiums
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department View citations

2005

9. Maxmin Portfolio Choice
   Temi di discussione (Economic working papers), Bank of Italy, Economic Research Department
10. Portfolio Selection with Two-Stage Preferences
    Finance, EconWPA
    See also Journal Article in Finance Research Letters (2005)

2004

11. A Simple Model of Robust Portfolio Selection
    MPRA Paper, University Library of Munich, Germany

2002

12. The Realized Equity Premium has been Higher than Expected: Further Evidence
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy)
    Also in Finance, EconWPA (2002)

Journal Articles

2009

1. Macro-finance VARs and bond risk premia: A caveat
   Review of Financial Economics, 2009, 18, (4), 163-171
   See also Working Paper (2008)
2. PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
   Mathematical Finance, 2009, 19, (3), 487-521
   See also Working Paper (2008)

2008

3. Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
   Journal of Money, Credit and Banking, 2008, 40, (7), 1471-1488 View citations

2006

4. Robust Portfolio Selection with and without Relative Entropy
   The B.E. Journal of Theoretical Economics, 2006, topics.6, (1)

2005

5. Portfolio selection with two-stage preferences
   Finance Research Letters, 2005, 2, (3), 152-164
   See also Working Paper (2005)

2004

6. The equity premium in the long-run
   Applied Financial Economics, 2004, 14, (9), 645-650

Books

2009

1. An assessment of financial sector rescue programmes
   BIS Papers, Bank for International Settlements View citations
   See also Working Paper (2009)