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 1 2 7 45
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 3 6 21 92
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 2 3 9 181
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 0 27 2 4 8 56
Hedging using simulation: a least squares approach 0 0 0 44 1 3 13 278
Illiquid Assets and Optimal Portfolio Choice 0 1 1 172 2 6 15 580
Illiquid Assets and Optimal Portfolio Choice 0 0 0 10 0 3 7 61
Levered Returns and Capital Structure Imbalances 0 0 2 20 3 5 16 61
Multivariate Wold Decompositions 0 0 0 78 2 3 33 323
Optimal order execution under price impact: A hybrid model 0 0 0 2 2 4 10 16
Star-shaped Risk Measures 0 0 0 14 2 5 16 56
Supply Chain Finance and Firm Capital Structure 0 0 0 1 2 3 7 8
The Price of the Smile and Variance Risk Premia 0 0 0 48 5 6 13 86
The Relative Leverage Premium 0 0 1 64 2 3 10 356
The scale of predictability 0 0 0 33 2 5 13 146
The scale of predictability 0 0 0 16 3 6 18 70
The scale of predictability 0 0 0 38 2 2 7 65
Total Working Papers 0 1 4 636 36 69 223 2,480

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 5 6 10 17
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 0 2 6 70
A multifactor volatility Heston model 0 0 3 239 0 2 15 542
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 1 2 9 22
Financial Contagion in Network Economies and Asset Prices 0 0 3 13 4 11 29 59
Hedging a Portfolio of Derivative Securities: A Simulation Approach 0 0 0 1 1 1 5 20
Hedging using simulation: a least squares approach 0 0 0 37 0 10 13 131
Long-Run Risk and the Persistence of Consumption Shocks 0 1 1 22 0 3 9 98
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 1 2 10 19
Optimal order execution under price impact: a hybrid model 0 0 1 1 7 10 33 34
Option pricing when correlations are stochastic: an analytical framework 0 0 2 102 2 2 8 276
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 0 1 31 8 9 21 101
Saving for retirement in Europe: the long-term risk-return tradeoff 0 0 2 4 0 0 7 12
Star-Shaped Risk Measures 0 0 0 6 2 9 11 24
The Price of the Smile and Variance Risk Premia 0 0 2 3 2 3 12 16
The scale of predictability 0 0 0 34 0 1 15 172
Total Journal Articles 0 1 15 499 33 73 213 1,613

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 2 9 10 3 9 38 40
Total Books 1 2 9 10 3 9 38 40

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

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Statistics updated 2026-05-06