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 | 1 | 19 | 0 | 2 | 4 | 71 |
| A Multivariate Model of Strategic Asset Allocation with Longevity Risk | 0 | 0 | 0 | 33 | 0 | 0 | 1 | 172 |
| Hedging using simulation: a least squares approach | 0 | 0 | 0 | 44 | 0 | 0 | 2 | 265 |
| Illiquid Assets and Optimal Portfolio Choice | 0 | 0 | 0 | 171 | 0 | 0 | 2 | 565 |
| Illiquid Assets and Optimal Portfolio Choice | 0 | 0 | 0 | 10 | 1 | 2 | 6 | 54 |
| The Price of the Smile and Variance Risk Premia | 0 | 0 | 0 | 48 | 0 | 0 | 0 | 73 |
| The Relative Leverage Premium | 1 | 1 | 1 | 63 | 1 | 1 | 4 | 346 |
| The scale of predictability | 0 | 0 | 0 | 38 | 0 | 0 | 1 | 58 |
| The scale of predictability | 0 | 0 | 0 | 33 | 0 | 0 | 3 | 133 |
| Total Working Papers | 1 | 1 | 2 | 459 | 2 | 5 | 23 | 1,737 |
| 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 | 0 | 7 |
| A multifactor volatility Heston model | 0 | 0 | 0 | 236 | 0 | 0 | 2 | 527 |
| 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 | 1 | 4 | 118 |
| Long-Run Risk and the Persistence of Consumption Shocks | 0 | 0 | 0 | 21 | 0 | 1 | 1 | 89 |
| Option pricing when correlations are stochastic: an analytical framework | 0 | 0 | 0 | 100 | 1 | 1 | 2 | 268 |
| SOLVABLE AFFINE TERM STRUCTURE MODELS | 0 | 0 | 2 | 30 | 0 | 1 | 3 | 80 |
| Total Journal Articles | 0 | 0 | 3 | 425 | 1 | 4 | 12 | 1,104 |
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