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 17 0 0 9 47
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 2 10 183
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 0 0 20 94
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 0 27 0 0 8 57
Hedging using simulation: a least squares approach 0 0 0 44 0 0 13 278
Illiquid Assets and Optimal Portfolio Choice 0 0 0 10 0 9 17 71
Illiquid Assets and Optimal Portfolio Choice 0 0 1 172 0 3 18 583
Levered Returns and Capital Structure Imbalances 0 1 1 21 0 2 13 63
Multivariate Wold Decompositions 0 0 0 78 0 3 15 327
Optimal order execution under price impact: A hybrid model 0 0 0 2 0 1 11 17
Star-shaped Risk Measures 0 0 0 14 1 4 22 62
Supply Chain Finance and Firm Capital Structure 0 0 0 1 1 1 8 10
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 2 15 89
The Relative Leverage Premium 0 0 0 64 2 4 12 361
The scale of predictability 0 0 0 33 0 1 15 148
The scale of predictability 0 0 0 38 0 0 9 67
The scale of predictability 0 0 0 16 0 2 21 73
Total Working Papers 0 1 2 637 4 34 236 2,530

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 1 12 20
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 0 6 71
A multifactor volatility Heston model 0 0 1 239 0 3 13 545
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 0 1 9 23
Financial Contagion in Network Economies and Asset Prices 0 1 5 15 1 3 38 68
Hedging a Portfolio of Derivative Securities: A Simulation Approach 0 0 0 1 1 2 7 22
Hedging using simulation: a least squares approach 0 0 0 37 0 0 13 131
Long-Run Risk and the Persistence of Consumption Shocks 0 0 1 22 1 3 12 102
Multivariate Wold decompositions: a Hilbert A-module approach 1 1 1 3 1 1 10 21
Optimal order execution under price impact: a hybrid model 0 0 1 1 1 1 35 37
Option pricing when correlations are stochastic: an analytical framework 0 0 1 103 0 0 9 279
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 1 3 33 0 1 24 105
Saving for retirement in Europe: the long-term risk-return tradeoff 0 0 0 4 1 1 5 14
Star-Shaped Risk Measures 0 0 0 6 1 1 12 26
The Price of the Smile and Variance Risk Premia 0 0 1 3 0 1 11 17
The scale of predictability 0 0 0 34 1 4 16 177
Total Journal Articles 1 3 14 505 8 23 232 1,658

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 1 1 4 11 1 2 21 43
Total Books 1 1 4 11 1 2 21 43

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 10 14 74
Total Chapters 0 0 0 23 0 10 14 74

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Statistics updated 2026-10-11