Claudio Tebaldi
Names
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Claudio |
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Tebaldi |
Identifer
Contact
Affiliations
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Università Commerciale Luigi Bocconi
/ BAFFI Centre on Economics, Finance and Regulation (weight: 50%)
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Università Commerciale Luigi Bocconi
/ Innocenzo Gasparini Institute for Economic Research (IGIER) (weight: 50%)
Research profile
author of:
- Star-shaped Risk Measures (repec:arx:papers:2103.15790)
by Erio Castagnoli & Giacomo Cattelan & Fabio Maccheroni & Claudio Tebaldi & Ruodu Wang - Optimal order execution under price impact: A hybrid model (repec:arx:papers:2112.02228)
by Marina Di Giacinto & Claudio Tebaldi & Tai-Ho Wang - Hedging a Portfolio of Derivative Securities: A Simulation Approach (repec:bla:ecnote:v:30:y:2001:i:2:p:257-279)
by Claudio Tebaldi - Solvable Affine Term Structure Models (repec:bla:mathfi:v:18:y:2008:i:1:p:135-153)
by Martino Grasselli & Claudio Tebaldi - Illiquid Assets and Optimal Portfolio Choice (repec:cdl:anderf:qt7q65t12x)
by Schwartz, Eduardo S & Tebaldi, Claudio - The Price of the Smile and Variance Risk Premia (repec:chf:rpseri:rp1536)
by Peter H. GRUBER & Claudio TEBALDI & Fabio TROJANI - Levered Returns and Capital Structure Imbalances (repec:chf:rpseri:rp1836)
by Filippo Ippolito & Roberto Steri & Claudio Tebaldi - Consumer Protection and the Design of the Default Option of a Pan-European Pension Product (repec:chf:rpseri:rp1919)
by Andrea Berardi & Claudio Tebaldi & Fabio Trojani - The scale of predictability (repec:cir:cirwor:2015s-21)
by Federico M. Bandi & Benoit Perron & Andrea Tamoni & Claudio Tebaldi - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (repec:cpr:ceprdp:10595)
by Favero, Carlo A. & Bisetti, Emilio & Nocera, Giacomo & Tebaldi, Claudio - Supply Chain Finance and Firm Capital Structure (repec:cpr:ceprdp:18468)
by Bottazzi, Laura & Gopalakrishna, Goutham & Tebaldi, Claudio - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (repec:cup:jfinqa:v:52:y:2017:i:05:p:2251-2275_00)
by Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio - Saving for retirement in Europe: the long-term risk-return tradeoff (repec:cup:jpenef:v:23:y:2024:i:2:p:272-293_6)
by Berardi, Andrea & Tebaldi, Claudio - Hedging using simulation: a least squares approach (repec:eee:dyncon:v:29:y:2005:i:8:p:1287-1312)
by Tebaldi, Claudio - The scale of predictability (repec:eee:econom:v:208:y:2019:i:1:p:120-140)
by Bandi, F.M. & Perron, B. & Tamoni, A. & Tebaldi, C. - The scale of predictability (repec:ehl:lserod:85646)
by Bandi, F.M & Perron, B & Tamoni, Andrea & Tebaldi, C. - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (repec:hal:journl:hal-01633544)
by Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi - The Relative Leverage Premium (repec:igi:igierp:398)
by Filippo Ippolito & Roberto Steri & Claudio Tebaldi - A Multivariate Model of Strategic Asset Allocation with Longevity Risk (repec:igi:igierp:503)
by Emilio Bisetti & Carlo A. Favero & Giacomo Nocera & Claudio Tebaldi - The scale of predictability (repec:igi:igierp:509)
by Federico M. Bandi & Bernard Perron & Andrea Tamoni & Claudio Tebaldi - Multivariate Wold Decompositions (repec:igi:igierp:606)
by Simone Cerreia-Vioglio & Fulvio Ortu & Federico Severino & Claudio Tebaldi - The Price of the Smile and Variance Risk Premia (repec:inm:ormnsc:v:67:y:2021:i:7:p:4056-4074)
by Peter H. Gruber & Claudio Tebaldi & Fabio Trojani - Financial Contagion in Network Economies and Asset Prices (repec:inm:ormnsc:v:70:y:2024:i:1:p:484-506)
by Andrea Buraschi & Claudio Tebaldi - Star-Shaped Risk Measures (repec:inm:oropre:v:70:y:2022:i:5:p:2637-2654)
by Erio Castagnoli & Giacomo Cattelan & Fabio Maccheroni & Claudio Tebaldi & Ruodu Wang - Option pricing when correlations are stochastic: an analytical framework (repec:kap:revdev:v:10:y:2007:i:2:p:151-180)
by José Fonseca & Martino Grasselli & Claudio Tebaldi - Illiquid Assets and Optimal Portfolio Choice (repec:nbr:nberwo:12633)
by Eduardo S. Schwartz & Claudio Tebaldi - Long-Run Risk and the Persistence of Consumption Shocks (repec:oup:rfinst:v:26:y:2013:i:11:p:2876-2915)
by Fulvio Ortu & Andrea Tamoni & Claudio Tebaldi - Hedging using simulation: a least squares approach (repec:sce:scecf2:279)
by Claudio Tebaldi - Optimal order execution under price impact: a hybrid model (repec:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05082-8)
by Marina Giacinto & Claudio Tebaldi & Tai-Ho Wang - Multivariate Wold decompositions: a Hilbert A-module approach (repec:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-023-00392-3)
by Simone Cerreia-Vioglio & Fulvio Ortu & Federico Severino & Claudio Tebaldi - A multifactor volatility Heston model (repec:taf:quantf:v:8:y:2008:i:6:p:591-604)
by JosE Da Fonseca & Martino Grasselli & Claudio Tebaldi - A persistence‐based Wold‐type decomposition for stationary time series (repec:wly:quante:v:11:y:2020:i:1:p:203-230)
by Fulvio Ortu & Federico Severino & Andrea Tamoni & Claudio Tebaldi - A "Coherent State Transform" Approach To Derivative Pricing (repec:wsi:ijtafx:v:12:y:2009:i:02:n:s0219024909005221)
by Ludovico Perissinotto & Claudio Tebaldi - Lectures on the Theory and Application of Modern Finance with R and ChatGPT (repec:wsi:wsbook:14268)
by Carlo A Favero & Claudio Tebaldi - Optimal Asset Allocation with Heterogeneous Persistent Shocks and Myopic and Intertemporal Hedging Demand (repec:wsi:wschap:9789813279469_0004)
by Domenica Di Virgilio & Fulvio Ortu & Federico Severino & Claudio Tebaldi