Access Statistics for Claudio Tebaldi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 0 1 5 74
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 0 0 0 38
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 1 1 173
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 1 27 1 1 2 49
Hedging using simulation: a least squares approach 0 0 0 44 0 0 1 265
Illiquid Assets and Optimal Portfolio Choice 0 0 0 171 0 0 0 565
Levered Returns and Capital Structure Imbalances 0 0 3 20 0 1 6 50
Multivariate Wold Decompositions 0 0 3 78 0 7 36 312
Optimal order execution under price impact: A hybrid model 0 0 0 2 0 0 0 6
Star-shaped Risk Measures 0 0 0 14 0 0 2 40
Supply Chain Finance and Firm Capital Structure 0 0 1 1 0 1 2 2
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 0 1 74
The Relative Leverage Premium 0 0 2 64 0 1 5 349
The scale of predictability 0 0 0 38 0 0 0 58
The scale of predictability 0 0 0 33 0 0 0 133
The scale of predictability 0 0 0 16 0 0 0 52
Total Working Papers 0 0 10 625 1 13 61 2,240
1 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING 0 0 0 0 0 0 1 8
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 1 1 1 65
A multifactor volatility Heston model 0 0 2 238 1 2 6 532
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 0 1 2 14
Financial Contagion in Network Economies and Asset Prices 0 0 2 10 0 0 8 30
Hedging a Portfolio of Derivative Securities: A Simulation Approach 0 0 0 1 0 0 0 15
Hedging using simulation: a least squares approach 0 0 1 37 0 0 4 118
Long-Run Risk and the Persistence of Consumption Shocks 0 0 0 21 0 1 2 90
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 0 1 2 11
Optimal order execution under price impact: a hybrid model 0 0 0 0 0 1 1 2
Option pricing when correlations are stochastic: an analytical framework 0 0 2 102 0 0 4 270
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 0 2 30 0 0 4 81
Saving for retirement in Europe: the long-term risk-return tradeoff 0 2 4 4 1 3 9 9
Star-Shaped Risk Measures 0 0 0 6 1 1 1 14
The Price of the Smile and Variance Risk Premia 0 1 1 2 0 2 3 6
The scale of predictability 0 0 0 34 1 2 8 161
Total Journal Articles 0 3 14 491 5 15 56 1,426

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Lectures on the Theory and Application of Modern Finance with R and ChatGPT 2 6 7 7 2 17 22 22
Total Books 2 6 7 7 2 17 22 22

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Optimal Asset Allocation with Heterogeneous Persistent Shocks and Myopic and Intertemporal Hedging Demand 0 0 0 23 0 0 5 60
Total Chapters 0 0 0 23 0 0 5 60

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Statistics updated 2025-10-06