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Details about Paolo Vanini

Workplace:Abteilung Finanzmarkttheorie (Department of Finance), Wirtschaftswissenschaftliches Zentrum (Faculty of Business and Economics), Universität Basel (University of Basel), (more information at EDIRC)

Access statistics for papers by Paolo Vanini.

Last updated 2016-09-06. Update your information in the RePEc Author Service.

Short-id: pva551


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Working Papers

2012

  1. Fiancial Innovation, Structuring and Risk Transfer
    MPRA Paper, University Library of Munich, Germany Downloads

2009

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

2007

  1. Staying on the Dole
    Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät Downloads
    Also in Discussion Papers, University of Copenhagen. Department of Economics (2006) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (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 (12)
    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 View citations (5)
    See also Journal Article in Journal of Economic Dynamics and Control (2004)

Journal Articles

2011

  1. Arbitrage Free Price Bounds for Property Derivatives
    The Journal of Real Estate Finance and Economics, 2011, 43, (3), 281-298 Downloads View citations (1)

2010

  1. Stated and revealed investment decisions concerning retail structured products
    Journal of Banking & Finance, 2010, 34, (6), 1400-1411 Downloads View citations (6)

2008

  1. Learning and Asset Prices Under Ambiguous Information
    Review of Financial Studies, 2008, 21, (6), 2565-2597 Downloads View citations (37)
    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 View citations (4)

2007

  1. A simple model of credit contagion
    Journal of Banking & Finance, 2007, 31, (8), 2475-2492 Downloads View citations (46)
  2. Credit portfolios: What defines risk horizons and risk measurement?
    Journal of Banking & Finance, 2007, 31, (12), 3663-3679 Downloads View citations (5)

2006

  1. Equilibrium impact of value-at-risk regulation
    Journal of Economic Dynamics and Control, 2006, 30, (8), 1277-1313 Downloads View citations (17)
  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 View citations (31)
    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 (4)
  3. Robustness and Ambiguity Aversion in General Equilibrium
    Review of Finance, 2004, 8, (2), 279-324 Downloads View citations (28)
    Also in Review of Finance, 2004, 8, (2), 279-324 (2004) Downloads View citations (10)

2003

  1. On Habits and Addictions
    Journal of Institutional and Theoretical Economics (JITE), 2003, 159, (4), 603-626 Downloads View citations (1)

2002

  1. A Note on the Three–Portfolios Matching Problem
    European Financial Management, 2002, 8, (4), 515-527 Downloads View citations (1)
  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 (27)
  3. Optimal Decision-Making with Time Diversification
    Review of Finance, 2002, 6, (1), 1-30 Downloads
 
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