paolo vanini
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paolo |
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vanini |
Identifer
Contact
Affiliations
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Universität Basel
/ Wirtschaftswissenschaftliches Zentrum
/ Abteilung Finanzmarkttheorie
Research profile
author of:
- A Note on the Three–Portfolios Matching Problem (RePEc:bla:eufman:v:8:y:2002:i:4:p:515-527)
by Fabio Trojani & Paolo Vanini & Luigi Vignola - An Intergenerational Cross-Country Swap (RePEc:chf:rpseri:rp0917)
by Miret PADOVANI & Paolo VANINI - Staying on the Dole (RePEc:cpr:ceprdp:5967)
by Strulik, Holger & Tyran, Jean-Robert & Vanin, Paolo - A note on robustness in Merton's model of intertemporal consumption and portfolio choice (RePEc:eee:dyncon:v:26:y:2002:i:3:p:423-435)
by Trojani, Fabio & Vanini, Paolo - A geometric approach to multiperiod mean variance optimization of assets and liabilities (RePEc:eee:dyncon:v:28:y:2004:i:6:p:1079-1113)
by Leippold, Markus & Trojani, Fabio & Vanini, Paolo - Equilibrium impact of value-at-risk regulation (RePEc:eee:dyncon:v:30:y:2006:i:8:p:1277-1313)
by Leippold, Markus & Trojani, Fabio & Vanini, Paolo - An analysis of IMF-induced moral hazard (RePEc:eee:jbfina:v:28:y:2004:i:12:p:2933-2956)
by Dobeli, Barbara & Vanini, Paolo - Optimal credit limit management under different information regimes (RePEc:eee:jbfina:v:30:y:2006:i:2:p:463-487)
by Leippold, Markus & Vanini, Paolo & Ebnoether, Silvan - Credit portfolios: What defines risk horizons and risk measurement? (RePEc:eee:jbfina:v:31:y:2007:i:12:p:3663-3679)
by Ebnother, Silvan & Vanini, Paolo - A simple model of credit contagion (RePEc:eee:jbfina:v:31:y:2007:i:8:p:2475-2492)
by Egloff, Daniel & Leippold, Markus & Vanini, Paolo - Stated and revealed investment decisions concerning retail structured products (RePEc:eee:jbfina:v:34:y:2010:i:6:p:1400-1411)
by Döbeli, Barbara & Vanini, Paolo - A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities (RePEc:fam:rpseri:rp48)
by Markus LEIPPOLD & Fabio TROJANI & Paolo VANINI - Staying on the Dole (RePEc:han:dpaper:dp-377)
by Strulik, Holger & Tyran, Jean-Robert & Vanini, Paolo - Robustness and Ambiguity Aversion in General Equilibrium (RePEc:kap:eurfin:v:8:y:2004:i:2:p:279-324)
by Fabio Trojani & Paolo Vanini - Property Derivatives and Index-Linked Mortgages (RePEc:kap:jrefec:v:36:y:2008:i:1:p:23-35)
by Juerg Syz & Paolo Vanini & Marco Salvi - Arbitrage Free Price Bounds for Property Derivatives (RePEc:kap:jrefec:v:43:y:2011:i:3:p:281-298)
by Juerg Syz & Paolo Vanini - Staying on the Dole (RePEc:kud:kuiedp:0618)
by Holger Strulik & Jean-Robert Tyran & Paolo Vanini - On Habits and Addictions (RePEc:mhr:jinste:urn:sici:0932-4569(200312)159:4_603:ohaa_2.0.tx_2-s)
by Norman Brown & Paolo Vanini - Optimal Decision-Making with Time Diversification (RePEc:oup:revfin:v:6:y:2002:i:1:p:1-30.)
by Paolo Vanini & Luigi Vignola - Robustness and Ambiguity Aversion in General Equilibrium (RePEc:oup:revfin:v:8:y:2004:i:2:p:279-324.)
by Fabio Trojani & Paolo Vanini - Learning and Asset Prices Under Ambiguous Information (RePEc:oup:rfinst:v:21:y:2008:i:6:p:2565-2597)
by Markus Leippold & Fabio Trojani & Paolo Vanini - Fiancial Innovation, Structuring and Risk Transfer (RePEc:pra:mprapa:42536)
by Vanini, Paolo - Learning and Asset Prices under Ambiguous Information (RePEc:usg:dp2005:2005-03)
by Fabio Trojani & Markus Leippold & Paolo Vanini