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 2 3 3 41
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 33 3 3 4 176
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 19 1 1 6 75
Consumer Protection and the Design of the Default Option of a Pan-European Pension Product 0 0 1 27 0 2 3 50
Hedging using simulation: a least squares approach 0 0 0 44 1 3 3 268
Illiquid Assets and Optimal Portfolio Choice 0 0 0 10 0 0 2 54
Illiquid Assets and Optimal Portfolio Choice 0 0 0 171 1 1 1 566
Levered Returns and Capital Structure Imbalances 0 0 3 20 1 1 7 51
Multivariate Wold Decompositions 0 0 2 78 2 5 40 317
Optimal order execution under price impact: A hybrid model 0 0 0 2 2 3 3 9
Star-shaped Risk Measures 0 0 0 14 3 4 5 44
Supply Chain Finance and Firm Capital Structure 0 0 1 1 1 2 4 4
The Price of the Smile and Variance Risk Premia 0 0 0 48 2 2 3 76
The Relative Leverage Premium 0 0 2 64 0 0 4 349
The scale of predictability 0 0 0 16 1 3 3 55
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 0 9 635 20 33 91 2,326

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 1 2 9
A Multivariate Model of Strategic Asset Allocation with Longevity Risk 0 0 0 3 1 2 2 66
A multifactor volatility Heston model 0 0 2 238 1 5 9 536
A persistence‐based Wold‐type decomposition for stationary time series 0 0 0 1 1 3 5 17
Financial Contagion in Network Economies and Asset Prices 0 0 1 10 3 4 9 34
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 0 37 1 1 2 119
Long-Run Risk and the Persistence of Consumption Shocks 0 0 0 21 2 3 5 93
Multivariate Wold decompositions: a Hilbert A-module approach 0 0 0 2 0 2 4 13
Optimal order execution under price impact: a hybrid model 1 1 1 1 2 8 9 10
Option pricing when correlations are stochastic: an analytical framework 0 0 2 102 1 2 5 272
SOLVABLE AFFINE TERM STRUCTURE MODELS 1 1 2 31 2 4 7 85
Saving for retirement in Europe: the long-term risk-return tradeoff 0 0 3 4 1 2 7 10
Star-Shaped Risk Measures 0 0 0 6 0 1 1 14
The Price of the Smile and Variance Risk Premia 1 1 2 3 1 2 5 8
The scale of predictability 0 0 0 34 1 3 9 163
Total Journal Articles 3 3 13 494 18 43 81 1,464

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 3 8 8 1 3 23 23
Total Books 1 3 8 8 1 3 23 23

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 0 5 60
Total Chapters 0 0 0 23 0 0 5 60

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Statistics updated 2025-12-06