Doriana Ruffino
Names
| first: | Doriana |
| last: | Ruffino |
Identifer
| RePEc Short-ID: | pru85 |
Contact
| phone: | 202-452-5235 |
| postal address: | Board of Governors of the Federal Reserve System 20th & C St NW Washington, DC 20551 |
Affiliations
-
Federal Reserve Board (Board of Governors of the Federal Reserve System)
- EDIRC entry
- location:
Research profile
author of:
- Contingent Claims Analysis and Life-Cycle Finance (RePEc:aea:aecrev:v:98:y:2008:i:2:p:291-96)
by Zvi Bodie & Doriana Ruffino & Jonathan Treussard - Financial Frictions and Risky Corporate Debt (RePEc:bla:ecnote:v:36:y:2007:i:1:p:77-87)
by Doriana Ruffino & Jonathan Treussard - A Note on Financial Frictions and Risky Corporate Debt in Relation to Cooley and Quadrini (2001) (RePEc:bos:wpaper:wp2006-017)
by Doriana Ruffino & Jonathan Treussard - Derman and Taleb's The Illusions of Dynamic Replication: A Comment (RePEc:bos:wpaper:wp2006-019)
by Doriana Ruffino & Jonathan Treussard - A Study of Inaction in Investment Games via the Early Exercise Premium Representation (RePEc:bos:wpaper:wp2006-040)
by Doriana Ruffino & Jonathan Treussard - Optimal Age-Based Portfolios with Stochastic Investment Opportunity Sets (RePEc:bos:wpaper:wp2006-041)
by Doriana Ruffino & Jonathan Treussard - Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach (RePEc:bos:wpaper:wp2006-044)
by Doriana Ruffino & Jonathan Treussard - Resuscitating The Businessman Risk: A Rationale For Familiarity-Based Portfolios (RePEc:bos:wpaper:wp2007-037)
by Doriana Ruffino - Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios (RePEc:cca:wpaper:252)
by Doriana Ruffino - Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis (RePEc:ecm:emetrp:v:81:y:2013:i:3:p:1075-1113)
by Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino - Lending on hold: Regulatory uncertainty and bank lending standards (RePEc:eee:moneco:v:81:y:2016:i:c:p:89-101)
by Gissler, Stefan & Oldfather, Jeremy & Ruffino, Doriana - A Robust Capital Asset Pricing Model (RePEc:fip:fedgfe:2014-01)
by Doriana Ruffino - Some Implications of Knightian Uncertainty for Finance and Regulation (RePEc:fip:fedgfn:2014-04-10)
by Doriana Ruffino - Bank Complexity: Is Size Everything? (RePEc:fip:fedgfn:2016-07-15)
by Stefan Gissler & Jeremy Oldfather & Doriana Ruffino - Examining the Relationship Between Loan Pricing and Credit Risk (RePEc:fip:fedgfn:2025-09-24-1)
by Azamat Abdymomunov & Ronel Elul & Doriana Ruffino & James Z. Wang - Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis (RePEc:igi:igierp:373)
by Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino - Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case (RePEc:igi:igierp:391)
by Fabio Maccheroni & Massimo Marinacci & Doriana Ruffino - Code and data files for "Resuscitating Businessman Risk: A Rationale for Familiarity-based Portfolios" (RePEc:red:ccodes:11-295)
by Doriana Ruffino - Resuscitating Businessman Risk: A Rationale for Familiarity-Based Portfolios (RePEc:red:issued:11-295)
by Doriana Ruffino - Lumps and Clusters in Duopolistic Investment Games: An Early Exercise Premium Approach (RePEc:red:sed007:77)
by Jonathan Treussard & Doriana Ruffino - Does Uncertainty Vanish in the Small? The Smooth Ambiguity Case (RePEc:red:sed011:619)
by Massimo Marinacci & Doriana Ruffino & Fabio Maccheroni - Derman and Taleb's 'The illusions of dynamic replication': a comment (RePEc:taf:quantf:v:6:y:2006:i:5:p:365-367)
by Doriana Ruffino & Jonathan Treussard