EconPapers    
Economics at your fingertips  
 

Details about Paolo Vanini

E-mail:
Workplace:Swiss Finance Institute, (more information at EDIRC)

Access statistics for papers by Paolo Vanini.

Last updated 2009-10-14. Update your information in the RePEc Author Service.

Short-id: pva303


Jump to Journal Articles

Working Papers

2007

  1. Staying on the Dole
    Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover, Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads
    Discussion Papers, University of Copenhagen. Department of Economics (2006) Downloads

2005

  1. Learning and Asset Prices under Ambiguous Information
    University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen Downloads View citations
    See also Journal Article in Review of Financial Studies (2008)

2002

  1. A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities
    FAME Research Paper Series, International Center for Financial Asset Management and Engineering Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2004)

Undated

  1. An Intergenerational Cross-Country Swap
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads

Journal Articles

2008

  1. Learning and Asset Prices Under Ambiguous Information
    Review of Financial Studies, 2008, 21, (6), 2565-2597 Downloads View citations
    See also Working Paper (2005)
  2. Property Derivatives and Index-Linked Mortgages
    The Journal of Real Estate Finance and Economics, 2008, 36, (1), 23-35 Downloads

2007

  1. A simple model of credit contagion
    Journal of Banking & Finance, 2007, 31, (8), 2475-2492 Downloads View citations
  2. Credit portfolios: What defines risk horizons and risk measurement?
    Journal of Banking & Finance, 2007, 31, (12), 3663-3679 Downloads

2006

  1. Equilibrium impact of value-at-risk regulation
    Journal of Economic Dynamics and Control, 2006, 30, (8), 1277-1313 Downloads View citations
  2. Optimal credit limit management under different information regimes
    Journal of Banking & Finance, 2006, 30, (2), 463-487 Downloads

2004

  1. A geometric approach to multiperiod mean variance optimization of assets and liabilities
    Journal of Economic Dynamics and Control, 2004, 28, (6), 1079-1113 Downloads
    See also Working Paper (2002)
  2. An analysis of IMF-induced moral hazard
    Journal of Banking & Finance, 2004, 28, (12), 2933-2956 Downloads View citations
  3. Robustness and Ambiguity Aversion in General Equilibrium
    Review of Finance, 2004, 8, (2), 279-324 Downloads View citations

2003

  1. On Habits and Addictions
    Journal of Institutional and Theoretical Economics (JITE), 2003, 159, (4), 603-

2002

  1. A Note on the Three-Portfolios Matching Problem
    European Financial Management, 2002, 8, (4), 515-527 Downloads
  2. A note on robustness in Merton's model of intertemporal consumption and portfolio choice
    Journal of Economic Dynamics and Control, 2002, 26, (3), 423-435 Downloads View citations
 
 
Page updated 2009-11-25