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 5 73
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 17 0 0 0 38
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 0 0 0 172
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 1 27 0 0 1 48
Hedging using simulation: a least squares approach 0 0 0 44 0 0 1 265
Illiquid Assets and Optimal Portfolio Choice 0 0 0 10 0 0 4 54
Illiquid Assets and Optimal Portfolio Choice 0 0 0 171 0 0 0 565
Levered Returns and Capital Structure Imbalances 0 2 3 20 1 5 6 50
Multivariate Wold Decompositions 0 0 4 78 0 15 32 305
Optimal order execution under price impact: A hybrid model 0 0 0 2 0 0 0 6
Star-shaped Risk Measures 0 0 1 14 0 0 4 40
Supply Chain Finance and Firm Capital Structure 0 0 1 1 1 1 2 2
The Price of the Smile and Variance Risk Premia 0 0 0 48 0 1 1 74
The Relative Leverage Premium 0 1 2 64 1 3 6 349
The scale of predictability 0 0 0 33 0 0 0 133
The scale of predictability 0 0 0 38 0 0 0 58
The scale of predictability 0 0 0 16 0 0 0 52
Total Working Papers 0 3 12 635 3 27 62 2,284

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 Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 1 3 0 0 1 64
A multifactor volatility Heston model 0 2 2 238 1 4 6 531
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 0 0 1 13
Financial Contagion in Network Economies and Asset Prices 0 0 3 10 0 0 12 30
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
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 1 2 2 11
Optimal order execution under price impact: a hybrid model 0 0 0 0 0 0 0 1
Option pricing when correlations are stochastic: an analytical framework 0 2 2 102 0 2 4 270
SOLVABLE AFFINE TERM STRUCTURE MODELS 0 0 2 30 0 1 4 81
Saving for retirement in Europe: the long-term risk-return tradeoff 1 1 3 3 1 2 7 7
Star-Shaped Risk Measures 0 0 0 6 0 0 0 13
The Price of the Smile and Variance Risk Premia 0 0 0 1 1 1 2 5
The scale of predictability 0 0 0 34 1 3 7 160
Total Journal Articles 1 5 14 489 5 16 52 1,416

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 1 2 2 11 14 16 16
Total Books 1 1 2 2 11 14 16 16

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 3 23 0 3 10 60
Total Chapters 0 0 3 23 0 3 10 60

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-08-05