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 33 1 4 5 177
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 2 3 8 77
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 1 4 4 42
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 1 27 0 1 3 50
Hedging using simulation: a least squares approach 0 0 0 44 2 5 5 270
Illiquid Assets and Optimal Portfolio Choice 0 0 0 171 3 4 4 569
Illiquid Assets and Optimal Portfolio Choice 0 0 0 10 1 1 3 55
Levered Returns and Capital Structure Imbalances 0 0 3 20 1 2 8 52
Multivariate Wold Decompositions 0 0 1 78 3 8 42 320
Optimal order execution under price impact: A hybrid model 0 0 0 2 0 3 3 9
Star-shaped Risk Measures 0 0 0 14 3 7 8 47
Supply Chain Finance and Firm Capital Structure 0 0 1 1 0 2 4 4
The Price of the Smile and Variance Risk Premia 0 0 0 48 3 5 6 79
The Relative Leverage Premium 0 0 2 64 0 0 4 349
The scale of predictability 0 0 0 33 1 1 1 134
The scale of predictability 0 0 0 38 1 1 1 59
The scale of predictability 0 0 0 16 5 8 8 60
Total Working Papers 0 0 8 635 27 59 117 2,353

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 1 2 3 10
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 1 2 66
A multifactor volatility Heston model 1 1 3 239 1 5 10 537
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 1 4 6 18
Financial Contagion in Network Economies and Asset Prices 0 0 0 10 8 12 13 42
Hedging a Portfolio of Derivative Securities: A Simulation Approach 0 0 0 1 1 1 1 16
Hedging using simulation: a least squares approach 0 0 0 37 0 1 2 119
Long-Run Risk and the Persistence of Consumption Shocks 0 0 0 21 1 4 6 94
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 1 3 5 14
Optimal order execution under price impact: a hybrid model 0 1 1 1 3 11 12 13
Option pricing when correlations are stochastic: an analytical framework 0 0 2 102 0 2 5 272
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 1 1 31 0 4 6 85
Saving for retirement in Europe: the long-term risk-return tradeoff 0 0 2 4 1 2 7 11
Star-Shaped Risk Measures 0 0 0 6 0 0 1 14
The Price of the Smile and Variance Risk Premia 0 1 2 3 0 2 5 8
The scale of predictability 0 0 0 34 0 2 9 163
Total Journal Articles 1 4 11 495 18 56 93 1,482

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 0 1 8 8 5 6 28 28
Total Books 0 1 8 8 5 6 28 28

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 1 1 6 61
Total Chapters 0 0 0 23 1 1 6 61

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Statistics updated 2026-01-09