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 2 7 179
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 1 2 6 44
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 2 12 18 89
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 0 27 1 4 6 54
Hedging using simulation: a least squares approach 0 0 0 44 0 7 12 277
Illiquid Assets and Optimal Portfolio Choice 0 1 1 172 1 9 13 578
Illiquid Assets and Optimal Portfolio Choice 0 0 0 10 0 6 8 61
Levered Returns and Capital Structure Imbalances 0 0 2 20 1 6 13 58
Multivariate Wold Decompositions 0 0 0 78 1 1 37 321
Optimal order execution under price impact: A hybrid model 0 0 0 2 1 5 8 14
Star-shaped Risk Measures 0 0 0 14 0 7 15 54
Supply Chain Finance and Firm Capital Structure 0 0 0 1 0 2 5 6
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 2 8 81
The Relative Leverage Premium 0 0 2 64 1 5 9 354
The scale of predictability 0 0 0 38 0 4 5 63
The scale of predictability 0 0 0 16 2 7 15 67
The scale of predictability 0 0 0 33 2 10 11 144
Total Working Papers 0 1 5 636 14 91 196 2,444

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 2 5 12
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 2 4 6 70
A multifactor volatility Heston model 0 0 3 239 1 5 15 542
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 0 3 9 21
Financial Contagion in Network Economies and Asset Prices 0 3 3 13 1 13 25 55
Hedging a Portfolio of Derivative Securities: A Simulation Approach 0 0 0 1 0 3 4 19
Hedging using simulation: a least squares approach 0 0 0 37 3 12 13 131
Long-Run Risk and the Persistence of Consumption Shocks 0 1 1 22 0 4 9 98
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 0 4 9 18
Optimal order execution under price impact: a hybrid model 0 0 1 1 3 14 26 27
Option pricing when correlations are stochastic: an analytical framework 0 0 2 102 0 2 7 274
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 0 1 31 0 8 13 93
Saving for retirement in Europe: the long-term risk-return tradeoff 0 0 2 4 0 1 7 12
Star-Shaped Risk Measures 0 0 0 6 1 8 9 22
The Price of the Smile and Variance Risk Premia 0 0 2 3 0 6 11 14
The scale of predictability 0 0 0 34 0 9 15 172
Total Journal Articles 0 4 15 499 11 98 183 1,580

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 9 9 2 9 37 37
Total Books 0 1 9 9 2 9 37 37

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 2 6 63
Total Chapters 0 0 0 23 1 2 6 63

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Statistics updated 2026-04-09