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 | 0 | 0 | 0 | 172 |
| A Multivariate Model of Strategic Asset Allocation with Longevity Risk | 0 | 0 | 1 | 19 | 2 | 2 | 6 | 73 |
| Hedging using simulation: a least squares approach | 0 | 0 | 0 | 44 | 0 | 0 | 1 | 265 |
| Illiquid Assets and Optimal Portfolio Choice | 0 | 0 | 0 | 171 | 0 | 0 | 0 | 565 |
| Illiquid Assets and Optimal Portfolio Choice | 0 | 0 | 0 | 10 | 0 | 1 | 4 | 54 |
| The Price of the Smile and Variance Risk Premia | 0 | 0 | 0 | 48 | 1 | 1 | 1 | 74 |
| The Relative Leverage Premium | 0 | 2 | 2 | 64 | 1 | 3 | 5 | 348 |
| The scale of predictability | 0 | 0 | 0 | 33 | 0 | 0 | 0 | 133 |
| The scale of predictability | 0 | 0 | 0 | 38 | 0 | 0 | 0 | 58 |
| Total Working Papers | 0 | 2 | 3 | 460 | 4 | 7 | 17 | 1,742 |
| 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 | 1 | 8 |
| A multifactor volatility Heston model | 1 | 2 | 2 | 238 | 1 | 3 | 5 | 530 |
| Hedging a Portfolio of Derivative Securities: A Simulation Approach | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 15 |
| Hedging using simulation: a least squares approach | 0 | 0 | 1 | 37 | 0 | 0 | 4 | 118 |
| Long-Run Risk and the Persistence of Consumption Shocks | 0 | 0 | 0 | 21 | 0 | 0 | 1 | 89 |
| Option pricing when correlations are stochastic: an analytical framework | 1 | 2 | 2 | 102 | 1 | 3 | 4 | 270 |
| SOLVABLE AFFINE TERM STRUCTURE MODELS | 0 | 0 | 2 | 30 | 1 | 1 | 4 | 81 |
| Total Journal Articles | 2 | 4 | 7 | 429 | 3 | 8 | 19 | 1,111 |
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