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 2 21 94
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 1 1 10 182
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 0 2 9 47
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 0 27 0 1 9 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 1 8 62
Illiquid Assets and Optimal Portfolio Choice 0 0 1 172 0 0 15 580
Levered Returns and Capital Structure Imbalances 0 0 0 20 1 1 12 62
Multivariate Wold Decompositions 0 0 0 78 0 1 19 324
Optimal order execution under price impact: A hybrid model 0 0 0 2 0 0 10 16
Star-shaped Risk Measures 0 0 0 14 1 3 19 59
Supply Chain Finance and Firm Capital Structure 0 0 0 1 0 1 7 9
The Price of the Smile and Variance Risk Premia 0 0 0 48 1 2 14 88
The Relative Leverage Premium 0 0 0 64 0 1 8 357
The scale of predictability 0 0 0 16 2 3 21 73
The scale of predictability 0 0 0 38 0 2 9 67
The scale of predictability 0 0 0 33 0 1 14 147
Total Working Papers 0 0 1 636 6 22 218 2,502

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 3 12 20
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 1 7 71
A multifactor volatility Heston model 0 0 1 239 1 1 12 543
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 0 0 9 22
Financial Contagion in Network Economies and Asset Prices 0 1 4 14 1 7 36 66
Hedging a Portfolio of Derivative Securities: A Simulation Approach 0 0 0 1 0 0 5 20
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 2 3 12 101
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 0 1 9 20
Optimal order execution under price impact: a hybrid model 0 0 1 1 0 2 35 36
Option pricing when correlations are stochastic: an analytical framework 0 1 1 103 0 3 9 279
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 1 2 32 0 3 23 104
Saving for retirement in Europe: the long-term risk-return tradeoff 0 0 1 4 0 1 6 13
Star-Shaped Risk Measures 0 0 0 6 0 1 12 25
The Price of the Smile and Variance Risk Premia 0 0 2 3 0 0 11 16
The scale of predictability 0 0 0 34 1 2 14 174
Total Journal Articles 0 3 13 502 6 28 225 1,641

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 0 8 10 1 2 26 42
Total Books 0 0 8 10 1 2 26 42

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 1 4 64
Total Chapters 0 0 0 23 0 1 4 64

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Statistics updated 2026-08-07