14
H index
17
i10 index
679
Citations
elisa luciano : Citation Profile
Università degli Studi di Torino (50% share) | RESEARCH PRODUCTION: 39 Articles 56 Papers 1 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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34 years (1989 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with elisa luciano. | Is cited by:
| Cites to:
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Main data
Where elisa luciano has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Production Economics | 5 |
| Insurance: Mathematics and Economics | 5 |
| Quantitative Finance | 3 |
| Journal of Risk Finance | 3 |
| Decisions in Economics and Finance | 3 |
| European Journal of Operational Research | 2 |
| Risks | 2 |
Recent works citing elisa luciano (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\evy Models. (2022). Bayer, Christian ; Tempone, Ra'Ul ; Samet, Michael ; Papapantoleon, Antonis ; ben Hammouda, Chiheb. In: Papers. RePEc:arx:papers:2203.08196. Full description at Econpapers || Download paper |
| 2023 | Pricing basket options with the first three moments of the basket: log-normal models and beyond. (2023). Viens, Frederi ; Sayit, Hasanjan ; Hu, Dongdong. In: Papers. RePEc:arx:papers:2302.08041. Full description at Econpapers || Download paper |
| 2023 | Measuring distribution risk in discrete models. (2023). Semeraro, Patrizia ; Fontana, Roberto. In: Papers. RePEc:arx:papers:2302.08838. Full description at Econpapers || Download paper |
| 2023 | Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672. Full description at Econpapers || Download paper |
| 2023 | The optimal reinsurance strategy with price-competition between two reinsurers. (2023). Abd, Jingzhen Liu ; Liu, Fangda ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2305.00509. Full description at Econpapers || Download paper |
| 2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152. Full description at Econpapers || Download paper |
| 2023 | Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03. Full description at Econpapers || Download paper |
| 2023 | Does the Achilles heel of guarantee networks drive financial distress?. (2023). Zhen, Weihao ; Wu, Wuqing ; Wang, Yirui ; Shan, Yuan George. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001515. Full description at Econpapers || Download paper |
| 2023 | Valuation of general GMWB annuities in a low interest rate environment. (2023). Rotondi, Francesco ; Fontana, Claudio. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:142-167. Full description at Econpapers || Download paper |
| 2023 | Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091. Full description at Econpapers || Download paper |
| 2023 | CEO risk preferences, hedging intensity, and firm value. (2023). Mandal, Sonik ; Doukas, John A ; Chowdhury, Rajib. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001541. Full description at Econpapers || Download paper |
| 2023 | Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Jareo, Francisco ; Koczar, Monika W ; Escribano, Ana. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658. Full description at Econpapers || Download paper |
| 2023 | Life-cycle consumption and life insurance: Empirical evidence from Italian Survey. (2023). Striani, Fabrizio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:619:y:2023:i:c:s0378437123002741. Full description at Econpapers || Download paper |
| 2023 | A Cox model for gradually disappearing events. (2022). Dassios, Angelos ; Zhao, Hongbiao ; Qu, Yan ; Jang, Jiwook. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112754. Full description at Econpapers || Download paper |
| 2023 | (IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates. (2004). Patton, Andrew ; Chen, Xiaohong ; Fan, Yanqin. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp483. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Risk Structure of Banks in Spain: Do BHCs Have Greater Cost of Debt?. (2023). Topyan, Kudret ; Boliari, Natalia ; Wang, Chia-Jane. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:10:p:184-:d:1265313. Full description at Econpapers || Download paper |
| 2023 | Dependence Modelling of Lifetimes in Egyptian Families. (2023). Khalil, Dalia ; Constantinescu, Corina ; Hana, Waleed ; Henshaw, Kira. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:1:p:18-:d:1032194. Full description at Econpapers || Download paper |
| 2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Working Papers. RePEc:hal:wpaper:hal-04086378. Full description at Econpapers || Download paper |
| 2023 | Exploiting Growth Opportunities:The Role of Internal Labor Markets. (2023). Kramarz, Francis ; Fumagalli, Chiara ; Cestone, Giacinta. In: Working Papers. RePEc:igi:igierp:686. Full description at Econpapers || Download paper |
| 2023 | Rebalancing with transaction costs: theory, simulations, and actual data. (2023). Rockinger, Michael ; Bernoussi, Rim. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:2:d:10.1007_s11408-022-00419-6. Full description at Econpapers || Download paper |
| 2023 | Cognitive abilities and life insurance holdings: evidence from 16 European countries. (2023). Liu, Chwen-Chi ; Butler, Richard J ; Tsendsuren, Saruultuya ; Lai, Gene C. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:48:y:2023:i:1:d:10.1057_s10713-022-00077-8. Full description at Econpapers || Download paper |
| 2023 | Optimal Portfolio Rebalancing with Sweep Under Transaction Cost. (2023). Arjmandi, Nabi. In: MPRA Paper. RePEc:pra:mprapa:117162. Full description at Econpapers || Download paper |
| 2023 | Pricing Marriage Insurance with Mortality Dependence. (2023). Marciniuk, Agnieszka ; Heilpern, Stanisaw ; Dbicka, Joanna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:15:y:2023:i:1:p:31-64. Full description at Econpapers || Download paper |
| 2023 | Exploiting Growth Opportunities: The Role of Internal Labor Markets. (2023). Pica, Giovanni ; Kramarz, Francis ; Fumagalli, Chiara ; Cestone, Giacinta. In: CSEF Working Papers. RePEc:sef:csefwp:663. Full description at Econpapers || Download paper |
| 2023 | Extending the Merton model with applications to credit value adjustment. (2023). Sensoy, Ahmet ; Fabozzi, Frank J ; Hekimoglu, Alper A ; Akyildirim, Erdinc. In: Annals of Operations Research. RePEc:spr:annopr:v:326:y:2023:i:1:d:10.1007_s10479-023-05289-3. Full description at Econpapers || Download paper |
| 2023 | Hedging longevity risk in defined contribution pension schemes. (2023). Wang, Yongjie ; Ewald, Christian-Oliver ; Agarwal, Ankush. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00440-8. Full description at Econpapers || Download paper |
| 2023 | Deep learning algorithms for hedging with frictions. (2023). Zhang, Zhanhao ; Xu, Daran ; Shi, Xiaofei. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-023-00075-z. Full description at Econpapers || Download paper |
| 2023 | Financing effects of corporate diversification: A review. (2023). Khatua, Apalak ; Mohanty, Pitabas ; Nagarajan, Viswanathan. In: Review of Managerial Science. RePEc:spr:rvmgts:v:17:y:2023:i:7:d:10.1007_s11846-022-00604-x. Full description at Econpapers || Download paper |
| 2023 | Weighted U-statistics for likelihood-ratio ordering of bivariate data. (2023). Dewan, Isha ; Kulathinal, Sangita. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:2:d:10.1007_s00362-022-01332-w. Full description at Econpapers || Download paper |
| 2023 | Joint lifetime modeling with matrix distributions. (2023). Alaric, Muller ; Martin, Bladt ; Hansjorg, Albrecher. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:22:n:1. Full description at Econpapers || Download paper |
| 2023 | Economic and demographic determinants of premium reserve in Western Balkan countries during and after the crisis. (2023). Kascelan, Vladimir ; Buric, Milijana Novovic. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1116-1136. Full description at Econpapers || Download paper |
elisa luciano has edited the books:
| Year | Title | Type | Cited |
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Works by elisa luciano:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Model Risk in Credit Risk In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Model risk in credit risk.(2021) In: Mathematical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2023 | Machine learning techniques in joint default assessment In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | Adversarial AI in Insurance: Pervasiveness and Resilience In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Value-at-risk Trade-off and Capital Allocation with Copulas In: Economic Notes. [Full Text][Citation analysis] | article | 21 |
| 1991 | An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs. In: Journal of Finance. [Full Text][Citation analysis] | article | 149 |
| 2017 | Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 18 |
| 2012 | Single and cross-generation natural hedging of longevity and financial risk.(2012) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2012 | Single and cross-generation natural hedging of longevity and financial risk.(2012) In: ICER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2013 | Equilibrium price of immediacy and infrequent trade In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Evolution of coupled lives dependency across generations and pricing impact In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Mortality Surface by Means of Continuous Time Cohort Models In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Mortality surface by means of continuous time cohort models.(2013) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2012 | Default risk in business groups In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2006 | A Multivariate Jump-Driven Financial Asset Model In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 44 |
| 2005 | A Multivariate Jump-Driven Financial Asset Model..(2005) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2006 | A multivariate jump-driven financial asset model.(2006) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
| 2006 | Non mean reverting affne processes for stochastic mortality In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 36 |
| 2005 | Non mean reverting affine processes for stochastic mortality..(2005) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2014 | Dependence Calibration and Portfolio Fit with FactorBased Time Changes In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 7 |
| 2013 | Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk.(2014) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Financial synergies and the Organization of Bank Affiliates; A Theoretical Perspective on Risk and Efficiency In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Single and joint default in a structural model with purely discontinuous assets In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Extending Time-Changed Lévy Asset Models Through Multivariate Subordinators In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Basis risk in static versus dynamic longevity-risk hedging In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 3 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | ||
| 2007 | Modelling stochastic mortality for dependent lives In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 34 |
| 2007 | Modelling Stochastic Mortality for Dependent Lives.(2007) In: CeRP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
| 2008 | Modelling stochastic mortality for dependent lives.(2008) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | article | |
| 2016 | Equilibrium bid-ask spread and infrequent trade with outside options In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Are information and portfolio diversification substitutes or complements? In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Equilibrium bid-ask spreads and the effect of competitive trading delays In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Geographical diversification and longevity risk mitigation in annuity portfolios In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2021 | GEOGRAPHICAL DIVERSIFICATION AND LONGEVITY RISK MITIGATION IN ANNUITY PORTFOLIOS.(2021) In: ASTIN Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Risk Appetite Fluctuations in the Insurance Industry In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2022 | A new dimension of bank complexity: rescue agreements and default contamination In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Ownership links, leverage and credit risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Intercorporate guarantees, leverage and taxes In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Multivariate Variance Gamma and Gaussian dependence: a study with copulas In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 2 |
| 2009 | A Generalized Normal Mean Variance Mixture for Return Processes in Finance In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 9 |
| 2010 | A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE.(2010) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2016 | Financial Inclusion and Life Insurance Demand; Evidence from Italian households In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2016 | “Information effects in longevity-linked vs purely financial portfolios†In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The fluctuations of insurers’ risk appetite In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Fluctuations of Insurers’ Risk Appetite.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Some basic problems in inventory theory: The financial perspective In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2001 | Dynamic value at risk under optimal and suboptimal portfolio policies In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
| 2023 | Why are BHCs organized as parent-subsidiaries? How do they grow in value? In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
| 2012 | Delta–Gamma hedging of mortality and interest rate risk In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 24 |
| 2013 | On the (in-)dependence between financial and actuarial risks In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 14 |
| 2018 | Financial synergies and systemic risk in the organization of bank affiliates In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
| 1997 | Revision of industrial supply conditions and game theory In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 1999 | Capital structure and inventory management:: The temporary sale price problem In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 14 |
| 2001 | Cycles optimization: The equivalent annuity and the NPV approaches In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | Stationary optimal lengths for the plant renewal problem In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | VaR as a risk measure for multiperiod static inventory models In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 18 |
| 2004 | Introduction In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2007 | Calibrating risk?neutral default correlation In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
| 2005 | Calibrating risk-neutral default correlation..(2005) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2003 | Pricing Vulnerable Options With Copulas In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 13 |
| 2002 | Pricing Vulnerable Options with Copulas..(2002) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2007 | Calibrating risk-neutral default correlation In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 1989 | An Exact Solution to the Portfolio Choice Problem Under Transactions Costs (Reprint 019) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 2 |
| 2019 | Risk Analysis and Portfolio Modelling In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2023 | Adversarial Artificial Intelligence in Insurance: From an Example to Some Potential Remedies In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2016 | Spouses’ Dependence across Generations and Pricing Impact on Reversionary Annuities In: Risks. [Full Text][Citation analysis] | article | 6 |
| 1990 | An exact solution to the portfolio choice problem under transactions costs In: Working Papers. [Citation analysis] | paper | 2 |
| 2013 | The Organization of Bank Affiliates; A Theoretical Perspective on Risk and Efficiency In: ICER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Demographic risk transfer: is it worth for annuity providers? In: ICER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Delta and Gamma hedging of mortality and interest rate risk In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
| 2002 | Multivariate Option Pricing with Copulas. In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 23 |
| 2005 | A note on stochastic survival probabilities and their calibration. In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
| 2006 | A note on stochastic survival probabilities and their calibration.(2006) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Business Time and New Credit Risk Models In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Copula-Based Default Dependence Modelling: Where Do We Stand? In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Natural delta gamma hedging of longevity and interest rate risk In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Copulas and Dependence models in Credit Risk: Diffusions versus Jumps In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Copulas and dependence models in credit risk: diffusions versus jumps.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2007 | Generalized Normal Mean Variance Mixture and Subordinated Brownian Motion In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Bank Efficiency and Banking Sector Development: the Case of Italy In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 5 |
| 2006 | Credit risk in pure jump structural models In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | The Economics of Continuous-Time Finance In: MIT Press Books. [Citation analysis] | book | 7 |
| 1991 | The External Financing of Brazilian Imports (Special Series on Mixed Credits, in Collaboration with ICEPS) In: OECD Development Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Guarantees, Leverage, and Taxes In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 25 |
| 2001 | A Value at Risk Approach to Background Risk In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] | article | 4 |
| 2016 | Life Insurance Ownership by Italian Households: A Gender-Based Differences Analysis In: The Geneva Papers on Risk and Insurance - Issues and Practice. [Full Text][Citation analysis] | article | 8 |
| 2008 | Mortality risk via affine stochastic intensities: calibration and empirical relevance In: MPRA Paper. [Full Text][Citation analysis] | paper | 51 |
| 1999 | A note on loadings and deductibles: can a vicious circle arise? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | ||
| 1995 | Funzioni di Green per equazioni differenziali ordinarie e applicazioni in finanza In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 1998 | Swap pricing and hedging of general DCFs In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | From volatility smiles to the volatility of volatility In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2002 | Bivariate option pricing with copulas In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 42 |
| 2010 | Single and joint default in a structural model with purely discontinuous asset prices In: Quantitative Finance. [Full Text][Citation analysis] | article | 7 |
| 2016 | Dependence calibration and portfolio fit with factor-based subordinators In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
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